| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 89.08% | 154.39% |
| Max Drawdown | -11.63% | -14.74% |
| Sharpe | 3.85 | 4.03 |
| Sortino | 7.44 | 7.21 |
| Payoff Ratio | 1.26 | 1.55 |
| Profit Factor | 2.05 | 1.85 |
| Common Sense Ratio | 4.43 | 3.13 |
| CPC Index | 1.52 | 1.69 |
| Tail Ratio | 2.16 | 1.69 |
| Outlier Win Ratio | 7.08 | 3.48 |
| Outlier Loss Ratio | 4.1 | 3.25 |
| Volatility (ann.) | 35.77% | 51.06% |
| R^2 | 0.51 | 0.51 |
| Calmar | 23.63 | 40.27 |
| Skew | 0.84 | 0.41 |
| Kurtosis | 4.13 | 2.06 |
| Expected Daily % | 0.36% | 0.53% |
| Expected Monthly % | 11.2% | 16.84% |
| Expected Yearly % | 37.51% | 59.49% |
| Kelly Criterion | 25.62% | 32.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -3.83% |
| Expected Shortfall (cVaR) | -2.7% | -3.83% |
| Year | 3083436:BTCUSD | 3083436:btcusd:triple_gx:kama85_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.25 | 29.08 | 0.56 | - |
| 2024 | 67.08 | 46.49 | 0.69 | - |
| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| MTD | 20.81% | 15.24% |
| 3M | 46.49% | 67.05% |
| 6M | 89.08% | 154.39% |
| YTD | 46.49% | 67.08% |
| 1Y | 89.08% | 154.39% |
| 3Y (ann.) | 274.73% | 593.33% |
| 5Y (ann.) | 274.73% | 593.33% |
| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| Max Drawdown | -11.63% | -14.74% |
| Longest DD Days | 70.0 | 31.0 |
| Avg. Drawdown | -3.82% | -4.12% |
| Avg. Drawdown Days | 12.0 | 7.0 |
| Recovery Factor | 7.66 | 10.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-07 | 2024-02-15 | -11.63 | 70 |
| 2023-11-12 | 2023-12-05 | -7.96 | 23 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2024-02-16 | 2024-02-28 | -6.33 | 12 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-10-09 | 2023-10-17 | -2.49 | 8 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2023-10-06 | 2023-10-07 | -1.29 | 1 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2023-10-28 | 2023-11-02 | -0.48 | 5 |
| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| Best Day | 7.63% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 18.37% | 19.61% |
| Worst Week | -4.69% | -10.89% |
| Best Month | 24.63% | 43.01% |
| Worst Month | -2.71% | 1.38% |
| Best Year | 46.49% | 67.08% |
| Worst Year | 29.08% | 52.25% |
| Avg. Up Day | 1.89% | 2.2% |
| Avg. Down Day | -1.5% | -1.42% |
| Avg. Up Week | 7.61% | 10.19% |
| Avg. Down Week | -2.71% | -3.19% |
| Avg. Up Month | 18.31% | 23.62% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 58.47% | 59.09% |
| Win Month % | 66.67% | 100.0% |
| Win Week % | 54.17% | 62.96% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |