| Metric | 3150339:btcusd:triple_gx:kama175_70_40 | 3150339:BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 113.61% | 154.19% |
| Max Drawdown | -10.43% | -14.74% |
| Sharpe | 4.82 | 4.08 |
| Sortino | 9.78 | 7.31 |
| Payoff Ratio | 1.29 | 1.6 |
| Profit Factor | 2.81 | 1.86 |
| Common Sense Ratio | 7.39 | 3.13 |
| CPC Index | 2.37 | 1.76 |
| Tail Ratio | 2.63 | 1.68 |
| Outlier Win Ratio | 8.36 | 3.47 |
| Outlier Loss Ratio | 4.16 | 3.43 |
| Volatility (ann.) | 34.5% | 51.53% |
| R^2 | 0.47 | 0.47 |
| Calmar | 38.41 | 42.35 |
| Skew | 1.02 | 0.4 |
| Kurtosis | 6.62 | 1.99 |
| Expected Daily % | 0.44% | 0.54% |
| Expected Monthly % | 13.49% | 16.82% |
| Expected Yearly % | 46.16% | 59.43% |
| Kelly Criterion | 38.34% | 33.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.51% | -3.86% |
| Expected Shortfall (cVaR) | -2.51% | -3.86% |
| Year | 3150339:BTCUSD | 3150339:btcusd:triple_gx:kama175_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.13 | 39.34 | 0.75 | - |
| 2024 | 67.08 | 53.31 | 0.79 | - |
| Metric | 3150339:btcusd:triple_gx:kama175_70_40 | 3150339:BTCUSD |
|---|---|---|
| MTD | 22.38% | 15.24% |
| 3M | 53.31% | 67.05% |
| 6M | 113.61% | 154.19% |
| YTD | 53.31% | 67.08% |
| 1Y | 113.61% | 154.19% |
| 3Y (ann.) | 400.62% | 624.08% |
| 5Y (ann.) | 400.62% | 624.08% |
| Metric | 3150339:btcusd:triple_gx:kama175_70_40 | 3150339:BTCUSD |
|---|---|---|
| Max Drawdown | -10.43% | -14.74% |
| Longest DD Days | 37.0 | 31.0 |
| Avg. Drawdown | -3.02% | -4.26% |
| Avg. Drawdown Days | 8.0 | 8.0 |
| Recovery Factor | 10.89 | 10.46 |
| Ulcer Index | 0.94 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-04 | 2024-02-10 | -10.43 | 37 |
| 2023-11-12 | 2023-12-05 | -7.53 | 23 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-12-22 | 2024-01-02 | -2.52 | 11 |
| 2023-12-15 | 2023-12-21 | -2.43 | 6 |
| 2024-02-16 | 2024-02-27 | -1.83 | 11 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2023-12-08 | 2023-12-09 | -1.23 | 1 |
| 2024-02-13 | 2024-02-14 | -1.04 | 1 |
| Metric | 3150339:btcusd:triple_gx:kama175_70_40 | 3150339:BTCUSD |
|---|---|---|
| Best Day | 9.16% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 18.08% | 19.61% |
| Worst Week | -5.32% | -10.89% |
| Best Month | 28.64% | 43.01% |
| Worst Month | -2.62% | 1.38% |
| Best Year | 53.31% | 67.08% |
| Worst Year | 39.34% | 52.13% |
| Avg. Up Day | 2.08% | 2.48% |
| Avg. Down Day | -1.61% | -1.55% |
| Avg. Up Week | 8.59% | 10.7% |
| Avg. Down Week | -1.15% | -2.13% |
| Avg. Up Month | 17.5% | 20.76% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 65.22% | 59.3% |
| Win Month % | 83.33% | 100.0% |
| Win Week % | 61.9% | 65.38% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |