| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 80.34% | 154.39% |
| Max Drawdown | -11.9% | -14.74% |
| Sharpe | 3.72 | 4.03 |
| Sortino | 7.03 | 7.21 |
| Payoff Ratio | 1.22 | 1.56 |
| Profit Factor | 2.0 | 1.85 |
| Common Sense Ratio | 4.51 | 3.13 |
| CPC Index | 1.47 | 1.7 |
| Tail Ratio | 2.25 | 1.69 |
| Outlier Win Ratio | 7.21 | 3.24 |
| Outlier Loss Ratio | 3.68 | 3.17 |
| Volatility (ann.) | 34.33% | 51.06% |
| R^2 | 0.52 | 0.52 |
| Calmar | 20.15 | 40.27 |
| Skew | 0.71 | 0.41 |
| Kurtosis | 3.8 | 2.06 |
| Expected Daily % | 0.33% | 0.53% |
| Expected Monthly % | 10.33% | 16.84% |
| Expected Yearly % | 34.29% | 59.49% |
| Kelly Criterion | 27.26% | 32.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -3.83% |
| Expected Shortfall (cVaR) | -2.61% | -3.83% |
| Year | 3083168:BTCUSD | 3083168:btcusd:triple_gx:kama85_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.25 | 28.84 | 0.55 | - |
| 2024 | 67.08 | 39.97 | 0.60 | - |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| MTD | 20.17% | 15.24% |
| 3M | 35.96% | 67.05% |
| 6M | 80.34% | 154.39% |
| YTD | 39.97% | 67.08% |
| 1Y | 80.34% | 154.39% |
| 3Y (ann.) | 239.69% | 593.33% |
| 5Y (ann.) | 239.69% | 593.33% |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Max Drawdown | -11.9% | -14.74% |
| Longest DD Days | 82.0 | 31.0 |
| Avg. Drawdown | -3.48% | -4.12% |
| Avg. Drawdown Days | 13.0 | 7.0 |
| Recovery Factor | 6.75 | 10.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-08 | 2024-02-28 | -11.90 | 82 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2023-11-12 | 2023-12-05 | -6.78 | 23 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-10-09 | 2023-10-17 | -2.19 | 8 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2023-10-06 | 2023-10-07 | -1.29 | 1 |
| 2023-10-30 | 2023-11-02 | -0.84 | 3 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2024-03-10 | 2024-03-12 | -0.23 | 2 |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Best Day | 7.04% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 14.96% | 19.61% |
| Worst Week | -4.12% | -10.89% |
| Best Month | 20.17% | 43.01% |
| Worst Month | -2.82% | 1.38% |
| Best Year | 39.97% | 67.08% |
| Worst Year | 28.84% | 52.25% |
| Avg. Up Day | 1.88% | 2.22% |
| Avg. Down Day | -1.53% | -1.43% |
| Avg. Up Week | 7.69% | 10.19% |
| Avg. Down Week | -2.74% | -1.22% |
| Avg. Up Month | 13.45% | 20.78% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 60.0% | 59.09% |
| Win Month % | 83.33% | 100.0% |
| Win Week % | 54.17% | 62.96% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |