| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 191.28% | 216.22% |
| Max Drawdown | -21.68% | -22.28% |
| Sharpe | 4.11 | 3.51 |
| Sortino | 10.53 | 5.85 |
| Payoff Ratio | 3.76 | 1.75 |
| Profit Factor | 2.23 | 1.68 |
| Common Sense Ratio | 5.72 | 2.72 |
| CPC Index | 2.33 | 1.68 |
| Tail Ratio | 2.57 | 1.62 |
| Outlier Win Ratio | 2.75 | 3.61 |
| Outlier Loss Ratio | 10.39 | 3.04 |
| Volatility (ann.) | 68.11% | 90.44% |
| R^2 | 0.58 | 0.58 |
| Calmar | 4.97 | 5.37 |
| Skew | 1.8 | 0.12 |
| Kurtosis | 4.53 | 1.83 |
| Expected Daily % | 0.71% | 0.76% |
| Expected Monthly % | 6.12% | 6.6% |
| Expected Yearly % | 42.81% | 46.78% |
| Kelly Criterion | 8.61% | 32.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -6.92% |
| Expected Shortfall (cVaR) | -5.1% | -6.92% |
| Year | 3150341:BTCUSD | 3150341:btcusd:triple_gx:kama180_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.73 | 37.95 | 0.69 | - |
| 2024 | 121.77 | 145.97 | 1.20 | + |
| 2025 | -7.84 | -14.15 | 1.80 | - |
| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| MTD | -5.6% | -8.99% |
| 3M | -16.75% | -15.81% |
| 6M | 18.47% | 45.58% |
| YTD | -14.15% | -7.84% |
| 1Y | 46.2% | 32.2% |
| 3Y (ann.) | 107.67% | 119.66% |
| 5Y (ann.) | 107.67% | 119.66% |
| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| Max Drawdown | -21.68% | -22.28% |
| Longest DD Days | 111.0 | 226.0 |
| Avg. Drawdown | -2.74% | -6.01% |
| Avg. Drawdown Days | 15.0 | 26.0 |
| Recovery Factor | 8.82 | 9.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-03-26 | -21.68 | 111 |
| 2023-12-21 | 2024-02-10 | -9.75 | 51 |
| 2024-08-13 | 2024-09-24 | -6.77 | 42 |
| 2024-03-28 | 2024-05-17 | -6.47 | 49 |
| 2023-11-20 | 2023-12-05 | -5.66 | 15 |
| 2024-09-27 | 2024-10-16 | -4.72 | 19 |
| 2024-07-22 | 2024-08-10 | -4.30 | 19 |
| 2024-02-15 | 2024-02-28 | -3.70 | 13 |
| 2024-05-20 | 2024-06-07 | -3.14 | 17 |
| 2023-12-14 | 2023-12-21 | -2.92 | 6 |
| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| Best Day | 15.36% | 15.57% |
| Worst Day | -6.61% | -14.36% |
| Best Week | 19.33% | 21.64% |
| Worst Week | -9.58% | -14.54% |
| Best Month | 25.95% | 40.57% |
| Worst Month | -5.76% | -9.45% |
| Best Year | 145.97% | 121.77% |
| Worst Year | -14.15% | -7.84% |
| Avg. Up Day | 5.03% | 5.22% |
| Avg. Down Day | -1.34% | -2.98% |
| Avg. Up Week | 7.0% | 8.51% |
| Avg. Down Week | -2.03% | -4.52% |
| Avg. Up Month | 14.15% | 16.62% |
| Avg. Down Month | -4.06% | -6.05% |
| Win Days % | 27.81% | 56.95% |
| Win Month % | 61.11% | 66.67% |
| Win Week % | 43.94% | 59.09% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |