| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 26.16% | 36.07% |
| Max Drawdown | -30.16% | -27.95% |
| Sharpe | 0.61 | 0.64 |
| Sortino | 0.96 | 0.95 |
| Payoff Ratio | 1.12 | 1.24 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.4 | 1.16 |
| CPC Index | 0.61 | 0.68 |
| Tail Ratio | 1.24 | 1.06 |
| Outlier Win Ratio | 10.17 | 3.4 |
| Outlier Loss Ratio | 3.82 | 3.18 |
| Volatility (ann.) | 30.99% | 46.0% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.51 | 0.74 |
| Skew | 0.98 | 0.29 |
| Kurtosis | 9.77 | 1.86 |
| Expected Daily % | 0.04% | 0.05% |
| Expected Monthly % | 1.11% | 1.48% |
| Expected Yearly % | 12.32% | 16.65% |
| Kelly Criterion | 1.99% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.62% | -3.88% |
| Expected Shortfall (cVaR) | -2.62% | -3.88% |
| Year | 3083413:BTCUSD | 3083413:btcusd:triple_gx:kama85_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 53.03 | 1.67 | + |
| 2025 | 3.20 | -17.56 | -5.49 | - |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| MTD | -1.82% | -12.86% |
| 3M | -3.36% | -19.17% |
| 6M | -10.75% | -7.87% |
| YTD | -17.56% | 3.2% |
| 1Y | -20.98% | 4.59% |
| 3Y (ann.) | 15.27% | 20.72% |
| 5Y (ann.) | 15.27% | 20.72% |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Max Drawdown | -30.16% | -27.95% |
| Longest DD Days | 344.0 | 203.0 |
| Avg. Drawdown | -4.91% | -8.01% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 0.87 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-17 | -30.16 | 344 |
| 2024-07-23 | 2024-08-24 | -10.61 | 32 |
| 2024-05-21 | 2024-07-15 | -9.63 | 55 |
| 2024-04-02 | 2024-05-16 | -8.67 | 44 |
| 2024-10-08 | 2024-10-16 | -3.80 | 8 |
| 2024-09-15 | 2024-09-27 | -3.79 | 12 |
| 2024-08-26 | 2024-09-14 | -3.42 | 19 |
| 2024-11-24 | 2024-12-07 | -3.02 | 13 |
| 2024-09-29 | 2024-10-05 | -2.42 | 6 |
| 2024-10-26 | 2024-10-29 | -2.21 | 3 |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 18.28% | 15.55% |
| Worst Week | -14.44% | -14.34% |
| Best Month | 27.47% | 34.46% |
| Worst Month | -14.42% | -19.77% |
| Best Year | 53.03% | 31.85% |
| Worst Year | -17.56% | 3.2% |
| Avg. Up Day | 1.73% | 2.01% |
| Avg. Down Day | -1.55% | -1.62% |
| Avg. Up Week | 3.75% | 5.56% |
| Avg. Down Week | -2.65% | -4.77% |
| Avg. Up Month | 8.65% | 13.54% |
| Avg. Down Month | -5.38% | -7.56% |
| Win Days % | 48.31% | 49.75% |
| Win Month % | 47.62% | 52.38% |
| Win Week % | 51.28% | 56.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |