| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 105.71% | 148.82% |
| Max Drawdown | -11.86% | -20.26% |
| Sharpe | 0.97 | 0.84 |
| Sortino | 1.51 | 1.25 |
| Payoff Ratio | 1.14 | 1.15 |
| Profit Factor | 1.27 | 1.14 |
| Common Sense Ratio | 1.67 | 1.25 |
| CPC Index | 0.76 | 0.68 |
| Tail Ratio | 1.32 | 1.09 |
| Outlier Win Ratio | 13.86 | 4.15 |
| Outlier Loss Ratio | 3.87 | 3.84 |
| Volatility (ann.) | 6.79% | 10.09% |
| R^2 | 0.45 | 0.45 |
| Calmar | 30.18 | 28.84 |
| Skew | 1.04 | 0.19 |
| Kurtosis | 25.47 | 7.97 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 12.77% | 16.41% |
| Expected Yearly % | 43.43% | 57.74% |
| Kelly Criterion | 10.7% | 10.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -0.85% |
| Expected Shortfall (cVaR) | -0.57% | -0.85% |
| Year | 3150340:BTCUSD | 3150340:btcusd:triple_gx:kama170_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 50.68 | 35.70 | 0.70 | - |
| 2024 | 65.13 | 51.59 | 0.79 | - |
| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| MTD | 20.65% | 14.03% |
| 3M | 51.59% | 63.82% |
| 6M | 105.71% | 148.82% |
| YTD | 51.59% | 65.13% |
| 1Y | 105.71% | 148.82% |
| 3Y (ann.) | 358.04% | 584.32% |
| 5Y (ann.) | 358.04% | 584.32% |
| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| Max Drawdown | -11.86% | -20.26% |
| Longest DD Days | 37.0 | 31.0 |
| Avg. Drawdown | -1.41% | -1.98% |
| Avg. Drawdown Days | 2.0 | 2.0 |
| Recovery Factor | 8.91 | 7.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-02 | 2024-02-09 | -11.86 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -9.31 | 24 |
| 2023-12-14 | 2024-01-02 | -4.99 | 18 |
| 2024-02-20 | 2024-02-27 | -4.29 | 6 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| 2024-03-26 | 2024-03-29 | -3.82 | 2 |
| 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 |
| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 15.77% | 23.06% |
| Worst Week | -5.32% | -8.21% |
| Best Month | 27.58% | 43.77% |
| Worst Month | -1.52% | 0.73% |
| Best Year | 51.59% | 65.13% |
| Worst Year | 35.7% | 50.68% |
| Avg. Up Day | 0.38% | 0.39% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.92% | 8.63% |
| Avg. Down Week | -2.66% | -3.45% |
| Avg. Up Month | 20.62% | 23.34% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.5% | 51.93% |
| Win Month % | 66.67% | 100.0% |
| Win Week % | 63.64% | 69.23% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |