| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 100.26% | 152.85% |
| Max Drawdown | -12.01% | -14.74% |
| Sharpe | 4.38 | 4.05 |
| Sortino | 8.66 | 7.24 |
| Payoff Ratio | 1.2 | 1.51 |
| Profit Factor | 2.49 | 1.85 |
| Common Sense Ratio | 5.57 | 3.12 |
| CPC Index | 1.91 | 1.65 |
| Tail Ratio | 2.23 | 1.69 |
| Outlier Win Ratio | 8.32 | 3.43 |
| Outlier Loss Ratio | 3.98 | 3.46 |
| Volatility (ann.) | 34.69% | 51.4% |
| R^2 | 0.47 | 0.47 |
| Calmar | 27.72 | 41.25 |
| Skew | 1.01 | 0.4 |
| Kurtosis | 6.34 | 2.01 |
| Expected Daily % | 0.4% | 0.53% |
| Expected Monthly % | 12.27% | 16.72% |
| Expected Yearly % | 41.51% | 59.01% |
| Kelly Criterion | 33.73% | 31.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.57% | -3.86% |
| Expected Shortfall (cVaR) | -2.57% | -3.86% |
| Year | 3150336:BTCUSD | 3150336:btcusd:triple_gx:kama155_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.33 | 32.87 | 0.64 | - |
| 2024 | 67.08 | 50.71 | 0.76 | - |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| MTD | 20.84% | 15.24% |
| 3M | 50.71% | 67.05% |
| 6M | 100.26% | 152.85% |
| YTD | 50.71% | 67.08% |
| 1Y | 100.26% | 152.85% |
| 3Y (ann.) | 332.8% | 607.91% |
| 5Y (ann.) | 332.8% | 607.91% |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Max Drawdown | -12.01% | -14.74% |
| Longest DD Days | 57.0 | 31.0 |
| Avg. Drawdown | -3.01% | -4.29% |
| Avg. Drawdown Days | 8.0 | 8.0 |
| Recovery Factor | 8.35 | 10.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-15 | 2024-02-10 | -12.01 | 57 |
| 2023-11-12 | 2023-12-05 | -9.41 | 23 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2024-02-20 | 2024-02-28 | -2.17 | 8 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2023-12-08 | 2023-12-09 | -1.23 | 1 |
| 2024-03-25 | 2024-03-26 | -1.12 | 1 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2024-02-16 | 2024-02-17 | -0.68 | 1 |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Best Day | 9.16% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 18.08% | 19.61% |
| Worst Week | -5.32% | -10.89% |
| Best Month | 28.08% | 43.01% |
| Worst Month | -2.62% | 1.38% |
| Best Year | 50.71% | 67.08% |
| Worst Year | 32.87% | 51.33% |
| Avg. Up Day | 2.07% | 2.48% |
| Avg. Down Day | -1.72% | -1.65% |
| Avg. Up Week | 8.49% | 10.7% |
| Avg. Down Week | -1.13% | -1.54% |
| Avg. Up Month | 20.56% | 23.43% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 63.83% | 58.96% |
| Win Month % | 66.67% | 100.0% |
| Win Week % | 57.14% | 65.38% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |