| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 87.45% | 153.32% |
| Max Drawdown | -12.48% | -14.74% |
| Sharpe | 3.79 | 4.04 |
| Sortino | 7.18 | 7.24 |
| Payoff Ratio | 1.29 | 1.47 |
| Profit Factor | 2.15 | 1.85 |
| Common Sense Ratio | 4.96 | 3.13 |
| CPC Index | 1.64 | 1.62 |
| Tail Ratio | 2.31 | 1.69 |
| Outlier Win Ratio | 7.78 | 3.51 |
| Outlier Loss Ratio | 4.29 | 3.5 |
| Volatility (ann.) | 36.37% | 51.26% |
| R^2 | 0.5 | 0.5 |
| Calmar | 21.92 | 40.9 |
| Skew | 0.94 | 0.41 |
| Kurtosis | 5.72 | 2.04 |
| Expected Daily % | 0.36% | 0.53% |
| Expected Monthly % | 11.04% | 16.76% |
| Expected Yearly % | 36.91% | 59.16% |
| Kelly Criterion | 27.31% | 31.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.75% | -3.85% |
| Expected Shortfall (cVaR) | -2.75% | -3.85% |
| Year | 3150330:BTCUSD | 3150330:btcusd:triple_gx:kama125_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.61 | 28.27 | 0.55 | - |
| 2024 | 67.08 | 46.14 | 0.69 | - |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| MTD | 15.03% | 15.24% |
| 3M | 45.3% | 67.05% |
| 6M | 87.45% | 153.32% |
| YTD | 46.14% | 67.08% |
| 1Y | 87.45% | 153.32% |
| 3Y (ann.) | 273.63% | 602.71% |
| 5Y (ann.) | 273.63% | 602.71% |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Max Drawdown | -12.48% | -14.74% |
| Longest DD Days | 57.0 | 31.0 |
| Avg. Drawdown | -3.39% | -4.29% |
| Avg. Drawdown Days | 9.0 | 8.0 |
| Recovery Factor | 7.01 | 10.4 |
| Ulcer Index | 1.26 | 1.56 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-15 | 2024-02-10 | -12.48 | 57 |
| 2023-11-12 | 2023-12-05 | -9.04 | 23 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2024-03-22 | 2024-03-29 | -6.17 | 7 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-10-09 | 2023-10-17 | -2.42 | 8 |
| 2024-02-20 | 2024-02-27 | -2.11 | 7 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2024-02-16 | 2024-02-17 | -0.68 | 1 |
| 2023-10-30 | 2023-11-02 | -0.48 | 3 |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Best Day | 9.16% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 17.92% | 19.61% |
| Worst Week | -5.32% | -10.89% |
| Best Month | 30.04% | 43.01% |
| Worst Month | -2.3% | 1.38% |
| Best Year | 46.14% | 67.08% |
| Worst Year | 28.27% | 51.61% |
| Avg. Up Day | 2.05% | 2.44% |
| Avg. Down Day | -1.59% | -1.66% |
| Avg. Up Week | 9.05% | 11.02% |
| Avg. Down Week | -1.34% | -2.88% |
| Avg. Up Month | 18.37% | 23.49% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 59.05% | 59.2% |
| Win Month % | 66.67% | 100.0% |
| Win Week % | 45.83% | 65.38% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |