| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 59.29% | 36.19% |
| Max Drawdown | -26.52% | -31.17% |
| Sharpe | 0.24 | 0.13 |
| Sortino | 0.35 | 0.18 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.07 | 1.02 |
| Common Sense Ratio | 1.13 | 1.0 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 16.57 | 3.68 |
| Outlier Loss Ratio | 4.03 | 3.6 |
| Volatility (ann.) | 5.6% | 9.78% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.24 | 0.67 |
| Skew | 0.11 | -0.07 |
| Kurtosis | 39.31 | 10.33 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.24% | 1.48% |
| Expected Yearly % | 26.21% | 16.7% |
| Kelly Criterion | 2.55% | 4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -0.84% |
| Expected Shortfall (cVaR) | -0.48% | -0.84% |
| Year | 3150338:BTCUSD | 3150338:btcusd:triple_gx:kama165_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 71.75 | 2.17 | + |
| 2025 | 2.35 | -7.25 | -3.08 | - |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.78% |
| 3M | -5.89% | -18.67% |
| 6M | -4.08% | -7.38% |
| YTD | -7.25% | 2.35% |
| 1Y | -4.37% | 5.42% |
| 3Y (ann.) | 32.93% | 20.78% |
| 5Y (ann.) | 32.93% | 20.78% |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Max Drawdown | -26.52% | -31.17% |
| Longest DD Days | 346.0 | 204.0 |
| Avg. Drawdown | -1.81% | -3.44% |
| Avg. Drawdown Days | 7.0 | 10.0 |
| Recovery Factor | 2.24 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -26.52 | 346 |
| 2024-08-08 | 2024-09-19 | -9.56 | 41 |
| 2024-07-22 | 2024-08-08 | -9.24 | 17 |
| 2024-04-01 | 2024-05-15 | -9.18 | 44 |
| 2024-07-01 | 2024-07-14 | -8.98 | 12 |
| 2024-09-27 | 2024-10-14 | -4.88 | 16 |
| 2024-05-21 | 2024-06-05 | -3.72 | 15 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-15 | 2024-10-16 | -3.38 | 0 |
| 2024-07-16 | 2024-07-16 | -3.13 | 0 |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.57% | 18.93% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 24.92% | 37.42% |
| Worst Month | -7.63% | -17.69% |
| Best Year | 71.75% | 33.06% |
| Worst Year | -7.25% | 2.35% |
| Avg. Up Day | 0.32% | 0.32% |
| Avg. Down Day | -0.3% | -0.3% |
| Avg. Up Week | 4.25% | 6.27% |
| Avg. Down Week | -2.82% | -3.99% |
| Avg. Up Month | 8.15% | 11.03% |
| Avg. Down Month | -4.02% | -8.75% |
| Win Days % | 50.02% | 50.66% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 53.33% | 50.0% |
| Win Quarter % | 75.0% | 62.5% |
| Win Year % | 50.0% | 100.0% |