| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 164.11% | 244.27% |
| Max Drawdown | -30.54% | -32.34% |
| Sharpe | 0.33 | 0.3 |
| Sortino | 0.49 | 0.42 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.08 | 1.05 |
| Common Sense Ratio | 1.2 | 1.04 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 13.24 | 3.87 |
| Outlier Loss Ratio | 4.13 | 3.79 |
| Volatility (ann.) | 6.32% | 9.84% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.9 | 2.45 |
| Skew | 0.38 | -0.01 |
| Kurtosis | 27.8 | 9.77 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.81% | 4.87% |
| Expected Yearly % | 38.23% | 51.0% |
| Kelly Criterion | 3.37% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -0.84% |
| Expected Shortfall (cVaR) | -0.54% | -0.84% |
| Year | 3150393:BTCUSD | 3150393:btcusd:triple_gx:kama95_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.20 | 25.03 | 0.48 | - |
| 2024 | 121.00 | 131.76 | 1.09 | + |
| 2025 | 2.35 | -8.85 | -3.76 | - |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| MTD | -3.97% | -12.78% |
| 3M | -5.39% | -18.67% |
| 6M | -2.25% | -7.38% |
| YTD | -8.85% | 2.35% |
| 1Y | -8.91% | 5.42% |
| 3Y (ann.) | 58.09% | 79.14% |
| 5Y (ann.) | 58.09% | 79.14% |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Max Drawdown | -30.54% | -32.34% |
| Longest DD Days | 346.0 | 236.0 |
| Avg. Drawdown | -1.75% | -2.46% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 5.37 | 7.55 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -30.54 | 346 |
| 2023-12-14 | 2024-02-27 | -14.94 | 74 |
| 2024-03-21 | 2024-07-15 | -11.63 | 115 |
| 2024-08-08 | 2024-09-19 | -11.02 | 41 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -8.93 | 24 |
| 2024-10-16 | 2024-10-29 | -5.48 | 12 |
| 2024-07-29 | 2024-08-08 | -5.34 | 9 |
| 2024-10-07 | 2024-10-14 | -4.23 | 6 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.02% | 23.06% |
| Worst Week | -7.31% | -12.33% |
| Best Month | 32.77% | 43.77% |
| Worst Month | -10.17% | -17.69% |
| Best Year | 131.76% | 121.0% |
| Worst Year | -8.85% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.13% | 7.13% |
| Avg. Down Week | -3.05% | -4.52% |
| Avg. Up Month | 11.74% | 15.96% |
| Avg. Down Month | -6.85% | -9.54% |
| Win Days % | 50.18% | 50.94% |
| Win Month % | 61.54% | 65.38% |
| Win Week % | 51.43% | 55.26% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 100.0% |