| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 87.46% | 153.33% |
| Max Drawdown | -13.19% | -20.26% |
| Sharpe | 0.82 | 0.85 |
| Sortino | 1.26 | 1.26 |
| Payoff Ratio | 1.11 | 1.13 |
| Profit Factor | 1.21 | 1.15 |
| Common Sense Ratio | 1.48 | 1.25 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | 1.22 | 1.09 |
| Outlier Win Ratio | 12.8 | 4.14 |
| Outlier Loss Ratio | 4.03 | 3.98 |
| Volatility (ann.) | 6.98% | 10.07% |
| R^2 | 0.47 | 0.47 |
| Calmar | 20.54 | 29.37 |
| Skew | 0.9 | 0.18 |
| Kurtosis | 23.24 | 8.0 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 11.04% | 16.76% |
| Expected Yearly % | 36.92% | 59.16% |
| Kelly Criterion | 8.68% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -0.84% |
| Expected Shortfall (cVaR) | -0.59% | -0.84% |
| Year | 3150330:BTCUSD | 3150330:btcusd:triple_gx:kama125_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.41 | 30.12 | 0.56 | - |
| 2024 | 65.13 | 44.07 | 0.68 | - |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| MTD | 13.4% | 14.03% |
| 3M | 43.5% | 63.82% |
| 6M | 87.46% | 153.33% |
| YTD | 44.07% | 65.13% |
| 1Y | 87.46% | 153.33% |
| 3Y (ann.) | 270.85% | 594.98% |
| 5Y (ann.) | 270.85% | 594.98% |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Max Drawdown | -13.19% | -20.26% |
| Longest DD Days | 56.0 | 31.0 |
| Avg. Drawdown | -1.42% | -1.88% |
| Avg. Drawdown Days | 2.0 | 2.0 |
| Recovery Factor | 6.63 | 7.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-14 | 2024-02-09 | -13.19 | 56 |
| 2023-11-09 | 2023-12-05 | -10.55 | 25 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-03-21 | 2024-03-25 | -6.40 | 4 |
| 2024-02-20 | 2024-02-26 | -4.14 | 6 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| 2024-03-26 | 2024-03-29 | -3.82 | 2 |
| 2023-10-08 | 2023-10-16 | -2.92 | 8 |
| 2024-03-11 | 2024-03-13 | -2.83 | 1 |
| 2023-10-24 | 2023-11-01 | -2.75 | 8 |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 20.43% | 23.06% |
| Worst Week | -6.08% | -8.21% |
| Best Month | 28.58% | 43.77% |
| Worst Month | -1.94% | 0.73% |
| Best Year | 44.07% | 65.13% |
| Worst Year | 30.12% | 53.41% |
| Avg. Up Day | 0.37% | 0.38% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 6.56% | 7.99% |
| Avg. Down Week | -3.63% | -4.19% |
| Avg. Up Month | 18.18% | 23.9% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.88% | 51.92% |
| Win Month % | 66.67% | 100.0% |
| Win Week % | 60.0% | 70.37% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |