| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 178.91% | 247.01% |
| Max Drawdown | -29.31% | -32.34% |
| Sharpe | 0.36 | 0.3 |
| Sortino | 0.53 | 0.42 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 1.23 | 1.04 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 14.42 | 3.83 |
| Outlier Loss Ratio | 4.1 | 3.76 |
| Volatility (ann.) | 6.17% | 9.84% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.13 | 2.47 |
| Skew | 0.45 | -0.01 |
| Kurtosis | 32.14 | 9.76 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.02% | 4.9% |
| Expected Yearly % | 40.76% | 51.4% |
| Kelly Criterion | 3.78% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.84% |
| Expected Shortfall (cVaR) | -0.53% | -0.84% |
| Year | 3150330:BTCUSD | 3150330:btcusd:triple_gx:kama125_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.41 | 30.12 | 0.56 | - |
| 2024 | 121.00 | 142.75 | 1.18 | + |
| 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.) | 62.31% | 79.95% |
| 5Y (ann.) | 62.31% | 79.95% |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Max Drawdown | -29.31% | -32.34% |
| Longest DD Days | 346.0 | 236.0 |
| Avg. Drawdown | -1.81% | -2.39% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 6.1 | 7.64 |
| 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 |
| 2023-12-14 | 2024-02-09 | -13.19 | 56 |
| 2024-05-21 | 2024-07-15 | -11.88 | 55 |
| 2024-03-26 | 2024-04-22 | -10.80 | 27 |
| 2023-11-09 | 2023-12-05 | -10.55 | 25 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-07-29 | 2024-08-08 | -9.02 | 10 |
| 2024-03-21 | 2024-03-25 | -6.40 | 4 |
| 2024-02-20 | 2024-02-26 | -4.14 | 6 |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.43% | 23.06% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 32.1% | 43.77% |
| Worst Month | -10.59% | -17.69% |
| Best Year | 142.75% | 121.0% |
| Worst Year | -11.7% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.29% | 6.97% |
| Avg. Down Week | -3.17% | -4.64% |
| Avg. Up Month | 12.21% | 16.57% |
| Avg. Down Month | -4.05% | -9.12% |
| Win Days % | 50.25% | 50.95% |
| Win Month % | 57.69% | 65.38% |
| Win Week % | 51.46% | 55.26% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 66.67% | 100.0% |