| Metric | 3150337:btcusd:triple_gx:kama160_70_40 | 3150337:BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 96.02% | 152.85% |
| Max Drawdown | -12.27% | -14.74% |
| Sharpe | 4.25 | 4.05 |
| Sortino | 8.26 | 7.24 |
| Payoff Ratio | 1.17 | 1.51 |
| Profit Factor | 2.41 | 1.85 |
| Common Sense Ratio | 5.13 | 3.12 |
| CPC Index | 1.82 | 1.65 |
| Tail Ratio | 2.13 | 1.69 |
| Outlier Win Ratio | 8.38 | 3.41 |
| Outlier Loss Ratio | 3.75 | 3.46 |
| Volatility (ann.) | 34.69% | 51.4% |
| R^2 | 0.47 | 0.47 |
| Calmar | 25.56 | 41.25 |
| Skew | 0.97 | 0.4 |
| Kurtosis | 6.29 | 2.01 |
| Expected Daily % | 0.39% | 0.53% |
| Expected Monthly % | 11.87% | 16.72% |
| Expected Yearly % | 40.01% | 59.01% |
| Kelly Criterion | 34.15% | 31.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -3.86% |
| Expected Shortfall (cVaR) | -2.58% | -3.86% |
| Year | 3150337:BTCUSD | 3150337:btcusd:triple_gx:kama160_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.33 | 31.00 | 0.60 | - |
| 2024 | 67.08 | 49.63 | 0.74 | - |
| Metric | 3150337:btcusd:triple_gx:kama160_70_40 | 3150337:BTCUSD |
|---|---|---|
| MTD | 20.7% | 15.24% |
| 3M | 49.63% | 67.05% |
| 6M | 96.02% | 152.85% |
| YTD | 49.63% | 67.08% |
| 1Y | 96.02% | 152.85% |
| 3Y (ann.) | 313.69% | 607.91% |
| 5Y (ann.) | 313.69% | 607.91% |
| Metric | 3150337:btcusd:triple_gx:kama160_70_40 | 3150337:BTCUSD |
|---|---|---|
| Max Drawdown | -12.27% | -14.74% |
| Longest DD Days | 57.0 | 31.0 |
| Avg. Drawdown | -3.33% | -4.29% |
| Avg. Drawdown Days | 9.0 | 8.0 |
| Recovery Factor | 7.82 | 10.37 |
| Ulcer Index | 0.95 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-15 | 2024-02-10 | -12.27 | 57 |
| 2023-11-12 | 2023-12-06 | -10.24 | 24 |
| 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 | 3150337:btcusd:triple_gx:kama160_70_40 | 3150337: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 | 27.3% | 43.01% |
| Worst Month | -2.73% | 1.38% |
| Best Year | 49.63% | 67.08% |
| Worst Year | 31.0% | 51.33% |
| Avg. Up Day | 2.06% | 2.48% |
| Avg. Down Day | -1.76% | -1.65% |
| Avg. Up Week | 8.41% | 10.7% |
| Avg. Down Week | -1.44% | -1.54% |
| Avg. Up Month | 20.19% | 23.43% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 64.52% | 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% |