| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 134.43% | 246.57% |
| Max Drawdown | -32.57% | -32.34% |
| Sharpe | 0.3 | 0.3 |
| Sortino | 0.44 | 0.42 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.07 | 1.05 |
| Common Sense Ratio | 1.18 | 1.04 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 13.62 | 3.86 |
| Outlier Loss Ratio | 4.14 | 3.8 |
| Volatility (ann.) | 6.28% | 9.84% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.52 | 2.46 |
| Skew | 0.29 | -0.01 |
| Kurtosis | 28.77 | 9.77 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 3.33% | 4.9% |
| Expected Yearly % | 32.84% | 51.33% |
| Kelly Criterion | 3.1% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -0.84% |
| Expected Shortfall (cVaR) | -0.54% | -0.84% |
| Year | 3083413:BTCUSD | 3083413:btcusd:triple_gx:kama85_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.21 | 31.90 | 0.60 | - |
| 2024 | 121.00 | 114.90 | 0.95 | - |
| 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.) | 49.45% | 79.7% |
| 5Y (ann.) | 49.45% | 79.7% |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Max Drawdown | -32.57% | -32.34% |
| Longest DD Days | 346.0 | 236.0 |
| Avg. Drawdown | -1.94% | -2.43% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 4.13 | 7.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -32.57 | 346 |
| 2023-12-05 | 2024-02-14 | -13.83 | 70 |
| 2024-07-22 | 2024-08-08 | -11.60 | 17 |
| 2024-05-17 | 2024-07-15 | -10.36 | 58 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-03-28 | 2024-05-15 | -9.80 | 48 |
| 2023-11-09 | 2023-12-04 | -9.40 | 24 |
| 2024-02-14 | 2024-02-27 | -9.31 | 12 |
| 2024-08-23 | 2024-09-13 | -5.49 | 20 |
| 2024-10-07 | 2024-10-15 | -4.69 | 7 |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 18.67% | 23.06% |
| Worst Week | -8.87% | -12.33% |
| Best Month | 28.36% | 43.77% |
| Worst Month | -9.67% | -17.69% |
| Best Year | 114.9% | 121.0% |
| Worst Year | -17.29% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.5% | 7.47% |
| Avg. Down Week | -2.75% | -4.43% |
| Avg. Up Month | 11.23% | 16.03% |
| Avg. Down Month | -7.45% | -9.54% |
| Win Days % | 50.2% | 50.95% |
| Win Month % | 61.54% | 65.38% |
| Win Week % | 47.12% | 55.26% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 100.0% |