| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 234.54% | 240.84% |
| Max Drawdown | -27.5% | -32.34% |
| Sharpe | 0.43 | 0.29 |
| Sortino | 0.65 | 0.42 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.27 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 15.72 | 3.78 |
| Outlier Loss Ratio | 4.0 | 3.66 |
| Volatility (ann.) | 5.89% | 9.85% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.8 | 2.43 |
| Skew | 0.45 | -0.01 |
| Kurtosis | 35.17 | 9.75 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.75% | 4.83% |
| Expected Yearly % | 49.56% | 50.49% |
| Kelly Criterion | 4.89% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.84% |
| Expected Shortfall (cVaR) | -0.5% | -0.84% |
| Year | 3150340:BTCUSD | 3150340:btcusd:triple_gx:kama170_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 50.68 | 35.70 | 0.70 | - |
| 2024 | 121.00 | 162.03 | 1.34 | + |
| 2025 | 2.35 | -5.92 | -2.52 | - |
| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.78% |
| 3M | -4.99% | -18.67% |
| 6M | -1.89% | -7.38% |
| YTD | -5.92% | 2.35% |
| 1Y | -4.62% | 5.42% |
| 3Y (ann.) | 77.12% | 78.7% |
| 5Y (ann.) | 77.12% | 78.7% |
| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| Max Drawdown | -27.5% | -32.34% |
| Longest DD Days | 346.0 | 236.0 |
| Avg. Drawdown | -1.63% | -2.47% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 8.53 | 7.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -27.50 | 346 |
| 2024-01-02 | 2024-02-09 | -11.86 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-08-08 | 2024-09-22 | -9.56 | 44 |
| 2023-11-09 | 2023-12-04 | -9.31 | 24 |
| 2024-07-22 | 2024-08-08 | -9.24 | 17 |
| 2024-03-26 | 2024-05-15 | -9.07 | 50 |
| 2024-07-01 | 2024-07-14 | -8.98 | 12 |
| 2024-09-27 | 2024-10-15 | -6.64 | 17 |
| 2023-12-14 | 2024-01-02 | -4.99 | 18 |
| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.57% | 23.06% |
| Worst Week | -9.58% | -12.33% |
| Best Month | 27.58% | 43.77% |
| Worst Month | -7.36% | -17.69% |
| Best Year | 162.03% | 121.0% |
| Worst Year | -5.92% | 2.35% |
| Avg. Up Day | 0.33% | 0.34% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.23% | 7.15% |
| Avg. Down Week | -2.78% | -4.21% |
| Avg. Up Month | 12.62% | 15.74% |
| Avg. Down Month | -3.97% | -8.75% |
| Win Days % | 50.59% | 50.95% |
| Win Month % | 57.69% | 65.38% |
| Win Week % | 54.74% | 54.87% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 66.67% | 100.0% |