| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 218.77% | 242.06% |
| Max Drawdown | -26.52% | -32.34% |
| Sharpe | 0.42 | 0.3 |
| Sortino | 0.62 | 0.42 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.26 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 15.8 | 3.78 |
| Outlier Loss Ratio | 3.99 | 3.66 |
| Volatility (ann.) | 5.88% | 9.85% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.76 | 2.44 |
| Skew | 0.44 | -0.01 |
| Kurtosis | 35.23 | 9.76 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.56% | 4.84% |
| Expected Yearly % | 47.17% | 50.67% |
| Kelly Criterion | 4.71% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.84% |
| Expected Shortfall (cVaR) | -0.5% | -0.84% |
| Year | 3150338:BTCUSD | 3150338:btcusd:triple_gx:kama165_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.22 | 31.92 | 0.62 | - |
| 2024 | 121.00 | 160.53 | 1.33 | + |
| 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.) | 73.12% | 79.0% |
| 5Y (ann.) | 73.12% | 79.0% |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Max Drawdown | -26.52% | -32.34% |
| Longest DD Days | 346.0 | 236.0 |
| Avg. Drawdown | -1.66% | -2.47% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 8.25 | 7.49 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -26.52 | 346 |
| 2023-12-14 | 2024-02-09 | -12.63 | 57 |
| 2023-11-09 | 2023-12-05 | -10.91 | 26 |
| 2024-03-26 | 2024-05-15 | -10.05 | 50 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-08-08 | 2024-09-19 | -9.56 | 41 |
| 2024-07-22 | 2024-08-08 | -9.24 | 17 |
| 2024-07-01 | 2024-07-14 | -8.98 | 12 |
| 2024-09-27 | 2024-10-14 | -4.88 | 16 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| Metric | 3150338:btcusd:triple_gx:kama165_70_40 | 3150338:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.57% | 23.06% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 27.35% | 43.77% |
| Worst Month | -7.63% | -17.69% |
| Best Year | 160.53% | 121.0% |
| Worst Year | -7.25% | 2.35% |
| Avg. Up Day | 0.33% | 0.34% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.19% | 7.09% |
| Avg. Down Week | -2.92% | -4.03% |
| Avg. Up Month | 12.56% | 15.77% |
| Avg. Down Month | -4.02% | -8.75% |
| Win Days % | 50.61% | 50.96% |
| Win Month % | 57.69% | 65.38% |
| Win Week % | 55.21% | 54.87% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 66.67% | 100.0% |