| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 190.48% | 241.65% |
| Max Drawdown | -24.69% | -32.34% |
| Sharpe | 0.39 | 0.3 |
| Sortino | 0.57 | 0.42 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | 1.25 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 15.57 | 3.78 |
| Outlier Loss Ratio | 4.02 | 3.68 |
| Volatility (ann.) | 5.9% | 9.84% |
| R^2 | 0.36 | 0.36 |
| Calmar | 2.66 | 2.44 |
| Skew | 0.37 | -0.01 |
| Kurtosis | 34.61 | 9.76 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.19% | 4.84% |
| Expected Yearly % | 42.68% | 50.61% |
| Kelly Criterion | 4.29% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.84% |
| Expected Shortfall (cVaR) | -0.5% | -0.84% |
| Year | 3150336:BTCUSD | 3150336:btcusd:triple_gx:kama155_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.04 | 32.87 | 0.64 | - |
| 2024 | 121.00 | 146.91 | 1.21 | + |
| 2025 | 2.35 | -11.46 | -4.87 | - |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.78% |
| 3M | -10.27% | -18.67% |
| 6M | -9.49% | -7.38% |
| YTD | -11.46% | 2.35% |
| 1Y | -8.66% | 5.42% |
| 3Y (ann.) | 65.67% | 78.9% |
| 5Y (ann.) | 65.67% | 78.9% |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Max Drawdown | -24.69% | -32.34% |
| Longest DD Days | 346.0 | 236.0 |
| Avg. Drawdown | -1.67% | -2.44% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 7.72 | 7.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -24.69 | 346 |
| 2023-12-14 | 2024-02-09 | -12.60 | 56 |
| 2023-11-09 | 2023-12-05 | -10.91 | 26 |
| 2024-08-08 | 2024-09-23 | -10.43 | 45 |
| 2024-03-26 | 2024-05-15 | -9.83 | 50 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-07-29 | 2024-08-08 | -9.09 | 10 |
| 2024-07-01 | 2024-07-14 | -8.98 | 12 |
| 2024-09-27 | 2024-10-14 | -4.76 | 16 |
| 2024-02-20 | 2024-02-27 | -4.21 | 6 |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.57% | 23.06% |
| Worst Week | -9.58% | -12.33% |
| Best Month | 26.64% | 43.77% |
| Worst Month | -5.71% | -17.69% |
| Best Year | 146.91% | 121.0% |
| Worst Year | -11.46% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.37% | 7.21% |
| Avg. Down Week | -2.78% | -4.06% |
| Avg. Up Month | 11.65% | 15.76% |
| Avg. Down Month | -4.1% | -8.75% |
| Win Days % | 50.49% | 50.95% |
| Win Month % | 57.69% | 65.38% |
| Win Week % | 51.52% | 54.87% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 100.0% |