| Metric | 3150328:btcusd:triple_gx:kama115_70_40 | 3150328:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 41.07% | 24.65% |
| Max Drawdown | -29.73% | -31.17% |
| Sharpe | 0.25 | 0.14 |
| Sortino | 0.37 | 0.2 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.07 | 1.02 |
| Common Sense Ratio | 1.14 | 1.0 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.07 | 0.97 |
| Outlier Win Ratio | 15.09 | 3.73 |
| Outlier Loss Ratio | 4.1 | 3.69 |
| Volatility (ann.) | 6.57% | 10.85% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.39 | 0.8 |
| Skew | 0.14 | -0.14 |
| Kurtosis | 33.38 | 9.04 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.68% | 1.71% |
| Expected Yearly % | 18.77% | 11.65% |
| Kelly Criterion | 2.5% | 4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -0.93% |
| Expected Shortfall (cVaR) | -0.56% | -0.93% |
| Year | 3150328:BTCUSD | 3150328:btcusd:triple_gx:kama115_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 74.05 | 2.24 | + |
| 2025 | -6.32 | -18.95 | 3.00 | - |
| Metric | 3150328:btcusd:triple_gx:kama115_70_40 | 3150328:BTCUSD |
|---|---|---|
| MTD | -6.01% | 3.75% |
| 3M | -21.67% | -11.97% |
| 6M | 17.95% | 36.07% |
| YTD | -18.95% | -6.32% |
| 1Y | 41.07% | 24.65% |
| 3Y (ann.) | 41.47% | 24.88% |
| 5Y (ann.) | 41.47% | 24.88% |
| Metric | 3150328:btcusd:triple_gx:kama115_70_40 | 3150328:BTCUSD |
|---|---|---|
| Max Drawdown | -29.73% | -31.17% |
| Longest DD Days | 111.0 | 204.0 |
| Avg. Drawdown | -1.92% | -3.38% |
| Avg. Drawdown Days | 4.0 | 9.0 |
| Recovery Factor | 1.38 | 0.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-03-27 | -29.73 | 111 |
| 2024-05-21 | 2024-07-15 | -11.76 | 55 |
| 2024-08-08 | 2024-09-27 | -11.36 | 49 |
| 2024-07-29 | 2024-08-08 | -10.48 | 10 |
| 2024-04-01 | 2024-04-22 | -9.94 | 21 |
| 2024-10-21 | 2024-10-29 | -4.96 | 7 |
| 2024-11-17 | 2024-11-21 | -4.06 | 3 |
| 2024-04-23 | 2024-05-04 | -4.04 | 11 |
| 2024-10-07 | 2024-10-14 | -4.03 | 6 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| Metric | 3150328:btcusd:triple_gx:kama115_70_40 | 3150328:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.68% | 18.93% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 32.16% | 37.42% |
| Worst Month | -10.47% | -17.69% |
| Best Year | 74.05% | 33.06% |
| Worst Year | -18.95% | -6.32% |
| Avg. Up Day | 0.35% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.51% | 7.76% |
| Avg. Down Week | -2.99% | -4.96% |
| Avg. Up Month | 10.8% | 11.95% |
| Avg. Down Month | -3.88% | -11.16% |
| Win Days % | 50.25% | 50.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 46.3% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |