| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 59.66% | 36.07% |
| Max Drawdown | -24.59% | -27.95% |
| Sharpe | 1.12 | 0.64 |
| Sortino | 1.86 | 0.95 |
| Payoff Ratio | 1.09 | 1.32 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | 1.51 | 1.16 |
| CPC Index | 0.73 | 0.72 |
| Tail Ratio | 1.17 | 1.06 |
| Outlier Win Ratio | 11.95 | 3.42 |
| Outlier Loss Ratio | 3.55 | 2.84 |
| Volatility (ann.) | 29.16% | 46.0% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.35 | 0.74 |
| Skew | 1.34 | 0.29 |
| Kurtosis | 13.55 | 1.86 |
| Expected Daily % | 0.08% | 0.05% |
| Expected Monthly % | 2.25% | 1.48% |
| Expected Yearly % | 26.36% | 16.65% |
| Kelly Criterion | 7.3% | 11.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.42% | -3.88% |
| Expected Shortfall (cVaR) | -2.42% | -3.88% |
| Year | 3150338:BTCUSD | 3150338:btcusd:triple_gx:kama165_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 72.15 | 2.27 | + |
| 2025 | 3.20 | -7.25 | -2.27 | - |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.86% |
| 3M | -5.89% | -19.17% |
| 6M | -4.08% | -7.87% |
| YTD | -7.25% | 3.2% |
| 1Y | -4.37% | 4.59% |
| 3Y (ann.) | 33.12% | 20.72% |
| 5Y (ann.) | 33.12% | 20.72% |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Max Drawdown | -24.59% | -27.95% |
| Longest DD Days | 333.0 | 203.0 |
| Avg. Drawdown | -4.21% | -8.01% |
| Avg. Drawdown Days | 29.0 | 33.0 |
| Recovery Factor | 2.43 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -24.59 | 333 |
| 2024-07-02 | 2024-07-14 | -7.64 | 12 |
| 2024-07-23 | 2024-08-09 | -7.42 | 17 |
| 2024-04-02 | 2024-05-16 | -7.35 | 44 |
| 2024-08-10 | 2024-09-20 | -7.13 | 41 |
| 2024-12-08 | 2024-12-16 | -4.78 | 8 |
| 2024-09-29 | 2024-10-15 | -3.86 | 16 |
| 2024-05-22 | 2024-06-08 | -3.14 | 17 |
| 2024-11-24 | 2024-12-07 | -2.59 | 13 |
| 2024-06-22 | 2024-07-01 | -1.89 | 9 |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.95% | -7.85% |
| Best Week | 16.57% | 15.55% |
| Worst Week | -10.76% | -14.34% |
| Best Month | 25.02% | 34.46% |
| Worst Month | -8.31% | -19.77% |
| Best Year | 72.15% | 31.85% |
| Worst Year | -7.25% | 3.2% |
| Avg. Up Day | 1.68% | 2.08% |
| Avg. Down Day | -1.54% | -1.57% |
| Avg. Up Week | 4.06% | 5.63% |
| Avg. Down Week | -2.78% | -4.57% |
| Avg. Up Month | 8.16% | 11.41% |
| Avg. Down Month | -3.7% | -7.56% |
| Win Days % | 51.56% | 49.75% |
| Win Month % | 57.14% | 52.38% |
| Win Week % | 51.95% | 56.32% |
| Win Quarter % | 62.5% | 50.0% |
| Win Year % | 50.0% | 100.0% |