| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 47.93% | 36.19% |
| Max Drawdown | -29.31% | -31.17% |
| Sharpe | 0.2 | 0.13 |
| Sortino | 0.29 | 0.18 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.13 | 1.0 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.07 | 0.97 |
| Outlier Win Ratio | 15.14 | 3.75 |
| Outlier Loss Ratio | 4.09 | 3.67 |
| Volatility (ann.) | 5.91% | 9.78% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.92 | 0.67 |
| Skew | 0.22 | -0.07 |
| Kurtosis | 35.98 | 10.33 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.88% | 1.48% |
| Expected Yearly % | 21.63% | 16.7% |
| Kelly Criterion | 1.87% | 4.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -0.84% |
| Expected Shortfall (cVaR) | -0.51% | -0.84% |
| Year | 3150330:BTCUSD | 3150330:btcusd:triple_gx:kama125_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 67.52 | 2.04 | + |
| 2025 | 2.35 | -11.70 | -4.97 | - |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.78% |
| 3M | -4.64% | -18.67% |
| 6M | -3.65% | -7.38% |
| YTD | -11.7% | 2.35% |
| 1Y | -7.53% | 5.42% |
| 3Y (ann.) | 27.05% | 20.78% |
| 5Y (ann.) | 27.05% | 20.78% |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Max Drawdown | -29.31% | -31.17% |
| Longest DD Days | 346.0 | 204.0 |
| Avg. Drawdown | -2.13% | -3.44% |
| Avg. Drawdown Days | 8.0 | 10.0 |
| Recovery Factor | 1.64 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -29.31 | 346 |
| 2024-08-08 | 2024-10-15 | -16.02 | 67 |
| 2024-05-21 | 2024-07-15 | -11.88 | 55 |
| 2024-04-01 | 2024-04-22 | -9.94 | 21 |
| 2024-07-29 | 2024-08-08 | -9.02 | 10 |
| 2024-04-23 | 2024-05-04 | -4.04 | 11 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-15 | 2024-10-16 | -3.38 | 0 |
| 2024-07-22 | 2024-07-29 | -3.19 | 6 |
| 2024-05-04 | 2024-05-15 | -3.17 | 11 |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.39% | 18.93% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 32.1% | 37.42% |
| Worst Month | -10.59% | -17.69% |
| Best Year | 67.52% | 33.06% |
| Worst Year | -11.7% | 2.35% |
| Avg. Up Day | 0.32% | 0.32% |
| Avg. Down Day | -0.3% | -0.3% |
| Avg. Up Week | 4.61% | 6.41% |
| Avg. Down Week | -2.94% | -4.6% |
| Avg. Up Month | 8.11% | 11.37% |
| Avg. Down Month | -4.05% | -9.12% |
| Win Days % | 49.7% | 50.66% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 48.1% | 50.0% |
| Win Quarter % | 75.0% | 62.5% |
| Win Year % | 50.0% | 100.0% |