| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 187.52% | 223.35% |
| Max Drawdown | -21.83% | -22.26% |
| Sharpe | 4.11 | 3.63 |
| Sortino | 10.54 | 6.13 |
| Payoff Ratio | 3.78 | 1.74 |
| Profit Factor | 2.28 | 1.72 |
| Common Sense Ratio | 5.8 | 2.73 |
| CPC Index | 2.42 | 1.73 |
| Tail Ratio | 2.55 | 1.58 |
| Outlier Win Ratio | 2.84 | 3.7 |
| Outlier Loss Ratio | 10.2 | 2.94 |
| Volatility (ann.) | 66.18% | 87.25% |
| R^2 | 0.58 | 0.58 |
| Calmar | 4.94 | 5.63 |
| Skew | 1.78 | 0.19 |
| Kurtosis | 4.38 | 1.68 |
| Expected Daily % | 0.69% | 0.76% |
| Expected Monthly % | 6.04% | 6.74% |
| Expected Yearly % | 42.2% | 47.87% |
| Kelly Criterion | 9.1% | 33.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.95% | -6.64% |
| Expected Shortfall (cVaR) | -4.95% | -6.64% |
| Year | 3150338:BTCUSD | 3150338:btcusd:triple_gx:kama165_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 58.22 | 32.16 | 0.55 | - |
| 2024 | 123.41 | 160.53 | 1.30 | + |
| 2025 | -8.52 | -16.50 | 1.94 | - |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| MTD | -7.63% | -8.99% |
| 3M | -18.34% | -15.81% |
| 6M | 21.47% | 46.16% |
| YTD | -16.5% | -8.52% |
| 1Y | 49.42% | 32.16% |
| 3Y (ann.) | 107.81% | 125.42% |
| 5Y (ann.) | 107.81% | 125.42% |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Max Drawdown | -21.83% | -22.26% |
| Longest DD Days | 91.0 | 226.0 |
| Avg. Drawdown | -2.71% | -6.15% |
| Avg. Drawdown Days | 15.0 | 27.0 |
| Recovery Factor | 8.59 | 10.03 |
| Ulcer Index | 0.98 | 0.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-26 | -21.83 | 91 |
| 2023-12-14 | 2024-02-10 | -12.63 | 58 |
| 2023-11-16 | 2023-12-05 | -7.62 | 19 |
| 2024-08-13 | 2024-09-24 | -6.61 | 41 |
| 2024-03-28 | 2024-05-17 | -6.47 | 49 |
| 2024-07-22 | 2024-08-10 | -4.31 | 19 |
| 2024-09-26 | 2024-10-16 | -3.31 | 19 |
| 2024-06-21 | 2024-07-16 | -2.62 | 25 |
| 2024-02-19 | 2024-02-28 | -2.14 | 9 |
| 2024-12-05 | 2024-12-18 | -2.01 | 13 |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Best Day | 14.25% | 14.46% |
| Worst Day | -6.61% | -14.09% |
| Best Week | 19.33% | 21.64% |
| Worst Week | -9.62% | -14.09% |
| Best Month | 27.35% | 40.57% |
| Worst Month | -7.63% | -11.6% |
| Best Year | 160.53% | 123.41% |
| Worst Year | -16.5% | -8.52% |
| Avg. Up Day | 4.76% | 4.95% |
| Avg. Down Day | -1.26% | -2.84% |
| Avg. Up Week | 7.01% | 8.42% |
| Avg. Down Week | -1.95% | -4.43% |
| Avg. Up Month | 16.09% | 17.94% |
| Avg. Down Month | -5.15% | -6.25% |
| Win Days % | 28.1% | 57.52% |
| Win Month % | 61.11% | 66.67% |
| Win Week % | 42.42% | 60.61% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |