| Metric | 3150329:btcusd:triple_gx:kama120_70_40 | 3150329:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 159.08% | 248.57% |
| Max Drawdown | -29.26% | -32.34% |
| Sharpe | 0.34 | 0.3 |
| Sortino | 0.49 | 0.43 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 1.22 | 1.04 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 14.4 | 3.82 |
| Outlier Loss Ratio | 4.1 | 3.77 |
| Volatility (ann.) | 6.15% | 9.84% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.94 | 2.48 |
| Skew | 0.33 | -0.01 |
| Kurtosis | 31.23 | 9.76 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.73% | 4.92% |
| Expected Yearly % | 37.34% | 51.62% |
| Kelly Criterion | 3.48% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.84% |
| Expected Shortfall (cVaR) | -0.52% | -0.84% |
| Year | 3150329:BTCUSD | 3150329:btcusd:triple_gx:kama120_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.10 | 29.18 | 0.54 | - |
| 2024 | 121.00 | 131.50 | 1.09 | + |
| 2025 | 2.35 | -13.37 | -5.68 | - |
| Metric | 3150329:btcusd:triple_gx:kama120_70_40 | 3150329:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.78% |
| 3M | -5.0% | -18.67% |
| 6M | -5.31% | -7.38% |
| YTD | -13.37% | 2.35% |
| 1Y | -9.23% | 5.42% |
| 3Y (ann.) | 56.75% | 80.33% |
| 5Y (ann.) | 56.75% | 80.33% |
| Metric | 3150329:btcusd:triple_gx:kama120_70_40 | 3150329:BTCUSD |
|---|---|---|
| Max Drawdown | -29.26% | -32.34% |
| Longest DD Days | 346.0 | 236.0 |
| Avg. Drawdown | -1.81% | -2.39% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 5.44 | 7.69 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -29.26 | 346 |
| 2023-12-14 | 2024-02-13 | -14.19 | 61 |
| 2024-08-08 | 2024-10-14 | -13.34 | 66 |
| 2024-05-21 | 2024-07-15 | -11.13 | 55 |
| 2024-03-21 | 2024-05-15 | -10.84 | 55 |
| 2023-11-09 | 2023-12-05 | -10.56 | 25 |
| 2024-07-29 | 2024-08-08 | -10.35 | 10 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-10-21 | 2024-10-29 | -5.56 | 8 |
| 2024-02-20 | 2024-02-26 | -4.28 | 6 |
| Metric | 3150329:btcusd:triple_gx:kama120_70_40 | 3150329:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.26% | 23.06% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 32.16% | 43.77% |
| Worst Month | -10.28% | -17.69% |
| Best Year | 131.5% | 121.0% |
| Worst Year | -13.37% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.31% | 6.98% |
| Avg. Down Week | -3.13% | -4.65% |
| Avg. Up Month | 12.1% | 16.61% |
| Avg. Down Month | -4.16% | -9.07% |
| Win Days % | 50.28% | 50.95% |
| Win Month % | 53.85% | 65.38% |
| Win Week % | 50.49% | 55.26% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 66.67% | 100.0% |