| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 26.27% | 36.19% |
| Max Drawdown | -32.57% | -31.17% |
| Sharpe | 0.13 | 0.13 |
| Sortino | 0.19 | 0.18 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.03 | 1.02 |
| Common Sense Ratio | 1.12 | 1.0 |
| CPC Index | 0.53 | 0.54 |
| Tail Ratio | 1.08 | 0.97 |
| Outlier Win Ratio | 14.51 | 3.72 |
| Outlier Loss Ratio | 4.11 | 3.71 |
| Volatility (ann.) | 5.94% | 9.78% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.47 | 0.67 |
| Skew | -0.09 | -0.07 |
| Kurtosis | 32.76 | 10.33 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.12% | 1.48% |
| Expected Yearly % | 12.37% | 16.7% |
| Kelly Criterion | 1.21% | 3.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -0.84% |
| Expected Shortfall (cVaR) | -0.51% | -0.84% |
| Year | 3083413:BTCUSD | 3083413:btcusd:triple_gx:kama85_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 52.68 | 1.59 | + |
| 2025 | 2.35 | -17.29 | -7.35 | - |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| MTD | -1.5% | -12.78% |
| 3M | -3.05% | -18.67% |
| 6M | -10.46% | -7.38% |
| YTD | -17.29% | 2.35% |
| 1Y | -20.73% | 5.42% |
| 3Y (ann.) | 15.33% | 20.78% |
| 5Y (ann.) | 15.33% | 20.78% |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Max Drawdown | -32.57% | -31.17% |
| Longest DD Days | 346.0 | 204.0 |
| Avg. Drawdown | -2.01% | -3.44% |
| Avg. Drawdown Days | 8.0 | 10.0 |
| Recovery Factor | 0.81 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -32.57 | 346 |
| 2024-07-22 | 2024-08-08 | -11.60 | 17 |
| 2024-05-17 | 2024-07-15 | -10.36 | 58 |
| 2024-04-01 | 2024-05-15 | -9.52 | 44 |
| 2024-08-23 | 2024-09-13 | -5.49 | 20 |
| 2024-10-07 | 2024-10-15 | -4.69 | 7 |
| 2024-09-13 | 2024-09-27 | -4.28 | 13 |
| 2024-08-08 | 2024-08-23 | -4.06 | 14 |
| 2024-11-22 | 2024-12-05 | -3.89 | 12 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 17.2% | 18.93% |
| Worst Week | -8.87% | -12.33% |
| Best Month | 28.36% | 37.42% |
| Worst Month | -9.67% | -17.69% |
| Best Year | 52.68% | 33.06% |
| Worst Year | -17.29% | 2.35% |
| Avg. Up Day | 0.31% | 0.31% |
| Avg. Down Day | -0.3% | -0.3% |
| Avg. Up Week | 4.88% | 6.87% |
| Avg. Down Week | -2.52% | -4.54% |
| Avg. Up Month | 7.2% | 11.2% |
| Avg. Down Month | -7.45% | -9.54% |
| Win Days % | 49.79% | 50.66% |
| Win Month % | 61.9% | 57.14% |
| Win Week % | 43.75% | 50.0% |
| Win Quarter % | 62.5% | 62.5% |
| Win Year % | 50.0% | 100.0% |