| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 98.97% | 149.72% |
| Max Drawdown | -12.63% | -20.26% |
| Sharpe | 0.92 | 0.85 |
| Sortino | 1.44 | 1.25 |
| Payoff Ratio | 1.13 | 1.14 |
| Profit Factor | 1.25 | 1.14 |
| Common Sense Ratio | 1.63 | 1.25 |
| CPC Index | 0.74 | 0.68 |
| Tail Ratio | 1.3 | 1.09 |
| Outlier Win Ratio | 13.99 | 4.15 |
| Outlier Loss Ratio | 3.86 | 3.84 |
| Volatility (ann.) | 6.78% | 10.09% |
| R^2 | 0.45 | 0.45 |
| Calmar | 25.89 | 29.1 |
| Skew | 1.04 | 0.19 |
| Kurtosis | 25.69 | 7.98 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 12.15% | 16.48% |
| Expected Yearly % | 41.06% | 58.02% |
| Kelly Criterion | 10.12% | 9.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -0.85% |
| Expected Shortfall (cVaR) | -0.57% | -0.85% |
| Year | 3150338:BTCUSD | 3150338:btcusd:triple_gx:kama165_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.22 | 31.92 | 0.62 | - |
| 2024 | 65.13 | 50.82 | 0.78 | - |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| MTD | 20.25% | 14.03% |
| 3M | 50.82% | 63.82% |
| 6M | 98.97% | 149.72% |
| YTD | 50.82% | 65.13% |
| 1Y | 98.97% | 149.72% |
| 3Y (ann.) | 326.94% | 589.52% |
| 5Y (ann.) | 326.94% | 589.52% |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Max Drawdown | -12.63% | -20.26% |
| Longest DD Days | 57.0 | 31.0 |
| Avg. Drawdown | -1.43% | -1.98% |
| Avg. Drawdown Days | 2.0 | 2.0 |
| Recovery Factor | 7.84 | 7.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-14 | 2024-02-09 | -12.63 | 57 |
| 2023-11-09 | 2023-12-05 | -10.91 | 26 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| 2024-03-26 | 2024-03-29 | -3.82 | 2 |
| 2024-02-20 | 2024-02-27 | -2.89 | 6 |
| 2024-03-11 | 2024-03-13 | -2.83 | 1 |
| 2023-10-24 | 2023-11-01 | -2.75 | 8 |
| 2024-02-28 | 2024-03-01 | -2.59 | 2 |
| 2024-03-10 | 2024-03-11 | -2.57 | 0 |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 15.07% | 23.06% |
| Worst Week | -5.32% | -8.21% |
| Best Month | 27.35% | 43.77% |
| Worst Month | -2.33% | 0.73% |
| Best Year | 50.82% | 65.13% |
| Worst Year | 31.92% | 51.22% |
| Avg. Up Day | 0.38% | 0.39% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 7.26% | 8.91% |
| Avg. Down Week | -2.88% | -3.45% |
| Avg. Up Month | 20.18% | 23.45% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.36% | 51.98% |
| Win Month % | 66.67% | 100.0% |
| Win Week % | 59.09% | 69.23% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |