| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 160.56% | 244.27% |
| Max Drawdown | -30.25% | -32.34% |
| Sharpe | 0.33 | 0.3 |
| Sortino | 0.49 | 0.42 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.08 | 1.05 |
| Common Sense Ratio | 1.18 | 1.04 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 13.53 | 3.86 |
| Outlier Loss Ratio | 4.12 | 3.77 |
| Volatility (ann.) | 6.23% | 9.84% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.89 | 2.45 |
| Skew | 0.16 | -0.01 |
| Kurtosis | 26.12 | 9.77 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.75% | 4.87% |
| Expected Yearly % | 37.61% | 51.0% |
| Kelly Criterion | 3.5% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.84% |
| Expected Shortfall (cVaR) | -0.53% | -0.84% |
| Year | 3083194:BTCUSD | 3083194:btcusd:triple_gx:kama95_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.20 | 25.73 | 0.49 | - |
| 2024 | 121.00 | 131.89 | 1.09 | + |
| 2025 | 2.35 | -10.63 | -4.52 | - |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| MTD | -2.07% | -12.78% |
| 3M | -0.78% | -18.67% |
| 6M | -6.14% | -7.38% |
| YTD | -10.63% | 2.35% |
| 1Y | -13.26% | 5.42% |
| 3Y (ann.) | 57.08% | 79.14% |
| 5Y (ann.) | 57.08% | 79.14% |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Max Drawdown | -30.25% | -32.34% |
| Longest DD Days | 346.0 | 236.0 |
| Avg. Drawdown | -1.75% | -2.46% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 5.31 | 7.55 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -30.25 | 346 |
| 2023-12-14 | 2024-02-27 | -14.30 | 74 |
| 2024-05-17 | 2024-07-15 | -11.45 | 58 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-03-28 | 2024-05-15 | -9.72 | 48 |
| 2024-08-08 | 2024-09-19 | -8.09 | 41 |
| 2023-11-09 | 2023-12-04 | -7.96 | 24 |
| 2024-07-22 | 2024-08-08 | -5.56 | 16 |
| 2024-10-07 | 2024-10-15 | -5.55 | 7 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 24.05% | 23.06% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 25.23% | 43.77% |
| Worst Month | -9.83% | -17.69% |
| Best Year | 131.89% | 121.0% |
| Worst Year | -10.63% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 4.91% | 7.26% |
| Avg. Down Week | -2.53% | -4.39% |
| Avg. Up Month | 9.93% | 15.46% |
| Avg. Down Month | -5.57% | -9.54% |
| Win Days % | 50.32% | 50.94% |
| Win Month % | 65.38% | 65.38% |
| Win Week % | 50.0% | 55.26% |
| Win Quarter % | 55.56% | 66.67% |
| Win Year % | 66.67% | 100.0% |