| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 84.58% | 153.0% |
| Max Drawdown | -13.83% | -20.26% |
| Sharpe | 0.76 | 0.85 |
| Sortino | 1.17 | 1.25 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.18 | 1.14 |
| Common Sense Ratio | 1.41 | 1.26 |
| CPC Index | 0.68 | 0.67 |
| Tail Ratio | 1.19 | 1.1 |
| Outlier Win Ratio | 11.56 | 4.31 |
| Outlier Loss Ratio | 4.27 | 4.06 |
| Volatility (ann.) | 7.31% | 10.04% |
| R^2 | 0.52 | 0.52 |
| Calmar | 18.55 | 28.9 |
| Skew | 0.94 | 0.18 |
| Kurtosis | 20.01 | 8.03 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 10.76% | 16.73% |
| Expected Yearly % | 35.86% | 59.06% |
| Kelly Criterion | 7.52% | 9.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.84% |
| Expected Shortfall (cVaR) | -0.61% | -0.84% |
| Year | 3083413:BTCUSD | 3083413:btcusd:triple_gx:kama85_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.21 | 31.90 | 0.60 | - |
| 2024 | 65.13 | 39.94 | 0.61 | - |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| MTD | 18.31% | 14.03% |
| 3M | 39.94% | 63.82% |
| 6M | 84.58% | 153.0% |
| YTD | 39.94% | 65.13% |
| 1Y | 84.58% | 153.0% |
| 3Y (ann.) | 256.49% | 585.54% |
| 5Y (ann.) | 256.49% | 585.54% |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Max Drawdown | -13.83% | -20.26% |
| Longest DD Days | 70.0 | 31.0 |
| Avg. Drawdown | -1.76% | -1.94% |
| Avg. Drawdown Days | 3.0 | 2.0 |
| Recovery Factor | 6.12 | 7.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-05 | 2024-02-14 | -13.83 | 70 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -9.40 | 24 |
| 2024-02-14 | 2024-02-27 | -9.31 | 12 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| 2024-03-26 | 2024-03-28 | -3.82 | 2 |
| 2024-02-28 | 2024-03-04 | -3.43 | 4 |
| 2023-10-08 | 2023-10-16 | -2.99 | 8 |
| 2024-03-11 | 2024-03-13 | -2.83 | 1 |
| 2023-10-24 | 2023-10-25 | -2.75 | 1 |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 18.67% | 23.06% |
| Worst Week | -6.97% | -8.21% |
| Best Month | 23.79% | 43.77% |
| Worst Month | -4.45% | 0.73% |
| Best Year | 39.94% | 65.13% |
| Worst Year | 31.9% | 53.21% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.32% | -0.32% |
| Avg. Up Week | 6.63% | 8.55% |
| Avg. Down Week | -3.32% | -3.4% |
| Avg. Up Month | 18.25% | 23.86% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.26% | 51.92% |
| Win Month % | 66.67% | 100.0% |
| Win Week % | 56.0% | 70.37% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |