| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 153.33% | 202.84% |
| Max Drawdown | -20.32% | -24.78% |
| Sharpe | 3.52 | 3.45 |
| Sortino | 10.39 | 6.4 |
| Payoff Ratio | 3.74 | 1.71 |
| Profit Factor | 2.16 | 1.7 |
| Common Sense Ratio | 6.2 | 2.59 |
| CPC Index | 2.15 | 1.7 |
| Tail Ratio | 2.86 | 1.52 |
| Outlier Win Ratio | 3.38 | 4.54 |
| Outlier Loss Ratio | 8.95 | 2.45 |
| Volatility (ann.) | 72.29% | 91.23% |
| R^2 | 0.63 | 0.63 |
| Calmar | 4.26 | 4.45 |
| Skew | 2.61 | 0.88 |
| Kurtosis | 8.49 | 2.97 |
| Expected Daily % | 0.63% | 0.75% |
| Expected Monthly % | 5.3% | 6.35% |
| Expected Yearly % | 36.32% | 44.68% |
| Kelly Criterion | 6.88% | 34.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.53% | -6.99% |
| Expected Shortfall (cVaR) | -5.53% | -6.99% |
| Year | 3083436:BTCUSD | 3083436:btcusd:triple_gx:kama85_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 55.14 | 30.22 | 0.55 | - |
| 2024 | 120.79 | 117.86 | 0.98 | - |
| 2025 | -11.59 | -10.70 | 0.92 | + |
| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| MTD | -3.23% | 5.37% |
| 3M | -10.7% | -11.59% |
| 6M | 20.09% | 34.99% |
| YTD | -10.7% | -11.59% |
| 1Y | 39.52% | 23.97% |
| 3Y (ann.) | 86.58% | 110.32% |
| 5Y (ann.) | 86.58% | 110.32% |
| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| Max Drawdown | -20.32% | -24.78% |
| Longest DD Days | 71.0 | 225.0 |
| Avg. Drawdown | -2.76% | -6.47% |
| Avg. Drawdown Days | 16.0 | 30.0 |
| Recovery Factor | 7.54 | 8.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-03-31 | -20.32 | 71 |
| 2023-12-14 | 2024-02-13 | -10.13 | 61 |
| 2024-12-04 | 2025-01-17 | -8.27 | 43 |
| 2024-02-15 | 2024-02-29 | -6.39 | 13 |
| 2024-07-19 | 2024-08-11 | -6.29 | 22 |
| 2024-05-20 | 2024-07-17 | -5.73 | 57 |
| 2024-03-25 | 2024-05-06 | -5.09 | 42 |
| 2023-11-16 | 2023-12-06 | -4.65 | 20 |
| 2024-10-25 | 2024-10-31 | -2.02 | 6 |
| 2024-05-06 | 2024-05-17 | -1.88 | 11 |
| Metric | 3083436:btcusd:triple_gx:kama85_80_45 | 3083436:BTCUSD |
|---|---|---|
| Best Day | 19.38% | 19.6% |
| Worst Day | -6.27% | -13.38% |
| Best Week | 21.47% | 24.49% |
| Worst Week | -10.74% | -18.79% |
| Best Month | 27.87% | 44.86% |
| Worst Month | -13.63% | -24.78% |
| Best Year | 117.86% | 120.79% |
| Worst Year | -10.7% | -11.59% |
| Avg. Up Day | 4.91% | 5.1% |
| Avg. Down Day | -1.31% | -2.99% |
| Avg. Up Week | 6.17% | 8.44% |
| Avg. Down Week | -2.34% | -5.11% |
| Avg. Up Month | 11.79% | 17.2% |
| Avg. Down Month | -7.51% | -9.32% |
| Win Days % | 26.53% | 58.5% |
| Win Month % | 72.22% | 66.67% |
| Win Week % | 44.29% | 62.86% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |