| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 46.63% | 36.07% |
| Max Drawdown | -22.52% | -27.95% |
| Sharpe | 0.94 | 0.64 |
| Sortino | 1.53 | 0.95 |
| Payoff Ratio | 1.11 | 1.28 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.43 | 1.16 |
| CPC Index | 0.68 | 0.7 |
| Tail Ratio | 1.16 | 1.06 |
| Outlier Win Ratio | 11.65 | 3.42 |
| Outlier Loss Ratio | 3.71 | 2.94 |
| Volatility (ann.) | 29.61% | 46.0% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.17 | 0.74 |
| Skew | 1.27 | 0.29 |
| Kurtosis | 12.8 | 1.86 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.84% | 1.48% |
| Expected Yearly % | 21.09% | 16.65% |
| Kelly Criterion | 4.77% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -3.88% |
| Expected Shortfall (cVaR) | -2.47% | -3.88% |
| Year | 3150336:BTCUSD | 3150336:btcusd:triple_gx:kama155_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 65.61 | 2.06 | + |
| 2025 | 3.20 | -11.46 | -3.58 | - |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.86% |
| 3M | -10.27% | -19.17% |
| 6M | -9.49% | -7.87% |
| YTD | -11.46% | 3.2% |
| 1Y | -8.66% | 4.59% |
| 3Y (ann.) | 26.37% | 20.72% |
| 5Y (ann.) | 26.37% | 20.72% |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Max Drawdown | -22.52% | -27.95% |
| Longest DD Days | 333.0 | 203.0 |
| Avg. Drawdown | -4.55% | -8.01% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 2.07 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -22.52 | 333 |
| 2024-07-02 | 2024-07-14 | -7.64 | 12 |
| 2024-08-10 | 2024-09-21 | -7.27 | 42 |
| 2024-04-02 | 2024-05-16 | -7.01 | 44 |
| 2024-07-23 | 2024-08-09 | -6.80 | 17 |
| 2024-12-08 | 2024-12-16 | -4.87 | 8 |
| 2024-09-29 | 2024-10-15 | -3.73 | 16 |
| 2024-10-22 | 2024-10-30 | -3.36 | 8 |
| 2024-05-17 | 2024-06-08 | -3.21 | 22 |
| 2024-11-24 | 2024-12-07 | -2.59 | 13 |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.95% | -7.85% |
| Best Week | 16.57% | 15.55% |
| Worst Week | -10.71% | -14.34% |
| Best Month | 25.66% | 34.46% |
| Worst Month | -7.38% | -19.77% |
| Best Year | 65.61% | 31.85% |
| Worst Year | -11.46% | 3.2% |
| Avg. Up Day | 1.67% | 2.02% |
| Avg. Down Day | -1.51% | -1.58% |
| Avg. Up Week | 4.24% | 5.7% |
| Avg. Down Week | -2.64% | -4.53% |
| Avg. Up Month | 8.01% | 11.69% |
| Avg. Down Month | -3.76% | -7.56% |
| Win Days % | 50.0% | 49.75% |
| Win Month % | 52.38% | 52.38% |
| Win Week % | 47.5% | 56.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |