| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 102.94% | 154.19% |
| Max Drawdown | -9.06% | -14.74% |
| Sharpe | 4.32 | 4.08 |
| Sortino | 8.84 | 7.31 |
| Payoff Ratio | 1.27 | 1.59 |
| Profit Factor | 2.7 | 1.86 |
| Common Sense Ratio | 6.55 | 3.13 |
| CPC Index | 2.17 | 1.76 |
| Tail Ratio | 2.43 | 1.68 |
| Outlier Win Ratio | 8.42 | 3.4 |
| Outlier Loss Ratio | 4.57 | 3.53 |
| Volatility (ann.) | 36.11% | 51.53% |
| R^2 | 0.46 | 0.46 |
| Calmar | 38.51 | 42.35 |
| Skew | 1.53 | 0.4 |
| Kurtosis | 10.76 | 1.99 |
| Expected Daily % | 0.41% | 0.54% |
| Expected Monthly % | 12.52% | 16.82% |
| Expected Yearly % | 42.46% | 59.43% |
| Kelly Criterion | 34.66% | 33.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -3.86% |
| Expected Shortfall (cVaR) | -2.68% | -3.86% |
| Year | 3150559:BTCUSD | 3150559:btcusd:triple_gx:kama170_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.13 | 47.79 | 0.92 | - |
| 2024 | 67.08 | 37.32 | 0.56 | - |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| MTD | 18.05% | 15.24% |
| 3M | 37.32% | 67.05% |
| 6M | 102.94% | 154.19% |
| YTD | 37.32% | 67.08% |
| 1Y | 102.94% | 154.19% |
| 3Y (ann.) | 349.01% | 624.08% |
| 5Y (ann.) | 349.01% | 624.08% |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Max Drawdown | -9.06% | -14.74% |
| Longest DD Days | 37.0 | 31.0 |
| Avg. Drawdown | -3.07% | -4.26% |
| Avg. Drawdown Days | 9.0 | 8.0 |
| Recovery Factor | 11.36 | 10.46 |
| Ulcer Index | 0.95 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-04 | 2024-02-10 | -9.06 | 37 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2023-11-12 | 2023-12-05 | -5.69 | 23 |
| 2024-02-15 | 2024-02-29 | -4.54 | 14 |
| 2023-12-15 | 2024-01-02 | -3.02 | 18 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-12-08 | 2023-12-09 | -2.02 | 1 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2023-10-30 | 2023-11-02 | -0.48 | 3 |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Best Day | 11.25% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 20.72% | 19.61% |
| Worst Week | -4.55% | -10.89% |
| Best Month | 28.09% | 43.01% |
| Worst Month | -2.6% | 1.38% |
| Best Year | 47.79% | 67.08% |
| Worst Year | 37.32% | 52.13% |
| Avg. Up Day | 2.05% | 2.32% |
| Avg. Down Day | -1.61% | -1.46% |
| Avg. Up Week | 7.97% | 10.7% |
| Avg. Down Week | -2.15% | -2.13% |
| Avg. Up Month | 16.13% | 20.76% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 63.44% | 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% |