| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 35.49% | 36.07% |
| Max Drawdown | -25.04% | -27.95% |
| Sharpe | 0.75 | 0.64 |
| Sortino | 1.18 | 0.95 |
| Payoff Ratio | 1.1 | 1.27 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.48 | 1.16 |
| CPC Index | 0.63 | 0.69 |
| Tail Ratio | 1.27 | 1.06 |
| Outlier Win Ratio | 9.75 | 3.4 |
| Outlier Loss Ratio | 3.82 | 3.18 |
| Volatility (ann.) | 31.31% | 46.0% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.81 | 0.74 |
| Skew | 1.01 | 0.29 |
| Kurtosis | 9.45 | 1.86 |
| Expected Daily % | 0.05% | 0.05% |
| Expected Monthly % | 1.46% | 1.48% |
| Expected Yearly % | 16.4% | 16.65% |
| Kelly Criterion | 3.54% | 10.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.63% | -3.88% |
| Expected Shortfall (cVaR) | -2.63% | -3.88% |
| Year | 3083436:BTCUSD | 3083436:btcusd:triple_gx:kama85_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 50.34 | 1.58 | + |
| 2025 | 3.20 | -9.88 | -3.09 | - |
| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| MTD | -3.35% | -12.86% |
| 3M | -4.32% | -19.17% |
| 6M | -11.39% | -7.87% |
| YTD | -9.88% | 3.2% |
| 1Y | -13.93% | 4.59% |
| 3Y (ann.) | 20.41% | 20.72% |
| 5Y (ann.) | 20.41% | 20.72% |
| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| Max Drawdown | -25.04% | -27.95% |
| Longest DD Days | 344.0 | 203.0 |
| Avg. Drawdown | -4.56% | -8.01% |
| Avg. Drawdown Days | 35.0 | 33.0 |
| Recovery Factor | 1.42 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-17 | -25.04 | 344 |
| 2024-04-02 | 2024-07-16 | -10.93 | 105 |
| 2024-07-23 | 2024-08-24 | -10.61 | 32 |
| 2024-10-08 | 2024-10-16 | -3.89 | 8 |
| 2024-08-26 | 2024-09-14 | -3.51 | 19 |
| 2024-09-15 | 2024-09-25 | -3.28 | 10 |
| 2024-10-31 | 2024-11-07 | -2.53 | 7 |
| 2024-11-24 | 2024-12-07 | -2.50 | 13 |
| 2024-09-29 | 2024-10-05 | -2.42 | 6 |
| 2024-10-26 | 2024-10-29 | -2.21 | 3 |
| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 18.46% | 15.55% |
| Worst Week | -9.58% | -14.34% |
| Best Month | 25.33% | 34.46% |
| Worst Month | -10.15% | -19.77% |
| Best Year | 50.34% | 31.85% |
| Worst Year | -9.88% | 3.2% |
| Avg. Up Day | 1.7% | 2.02% |
| Avg. Down Day | -1.54% | -1.59% |
| Avg. Up Week | 3.91% | 5.76% |
| Avg. Down Week | -2.54% | -4.77% |
| Avg. Up Month | 9.32% | 13.54% |
| Avg. Down Month | -5.21% | -7.56% |
| Win Days % | 49.4% | 49.75% |
| Win Month % | 47.62% | 52.38% |
| Win Week % | 48.72% | 56.32% |
| Win Quarter % | 37.5% | 50.0% |
| Win Year % | 50.0% | 100.0% |