| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 100.06% | 148.82% |
| Max Drawdown | -11.22% | -20.26% |
| Sharpe | 0.94 | 0.84 |
| Sortino | 1.49 | 1.25 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.26 | 1.14 |
| Common Sense Ratio | 1.59 | 1.25 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.26 | 1.09 |
| Outlier Win Ratio | 14.21 | 4.12 |
| Outlier Loss Ratio | 3.95 | 3.83 |
| Volatility (ann.) | 6.7% | 10.09% |
| R^2 | 0.44 | 0.44 |
| Calmar | 29.58 | 28.84 |
| Skew | 1.16 | 0.19 |
| Kurtosis | 26.85 | 7.97 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 12.25% | 16.41% |
| Expected Yearly % | 41.44% | 57.74% |
| Kelly Criterion | 10.35% | 9.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -0.85% |
| Expected Shortfall (cVaR) | -0.56% | -0.85% |
| Year | 3150559:BTCUSD | 3150559:btcusd:triple_gx:kama170_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 50.68 | 47.79 | 0.94 | - |
| 2024 | 65.13 | 35.37 | 0.54 | - |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| MTD | 16.37% | 14.03% |
| 3M | 35.37% | 63.82% |
| 6M | 100.06% | 148.82% |
| YTD | 35.37% | 65.13% |
| 1Y | 100.06% | 148.82% |
| 3Y (ann.) | 331.93% | 584.32% |
| 5Y (ann.) | 331.93% | 584.32% |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Max Drawdown | -11.22% | -20.26% |
| Longest DD Days | 37.0 | 31.0 |
| Avg. Drawdown | -1.48% | -1.98% |
| Avg. Drawdown Days | 2.0 | 2.0 |
| Recovery Factor | 8.92 | 7.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-02 | 2024-02-09 | -11.22 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -7.26 | 24 |
| 2024-02-10 | 2024-02-28 | -6.44 | 17 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| 2024-03-26 | 2024-03-28 | -3.82 | 2 |
| 2023-12-05 | 2024-01-02 | -3.55 | 27 |
| 2024-02-28 | 2024-03-04 | -3.43 | 4 |
| 2024-03-11 | 2024-03-13 | -2.83 | 1 |
| 2023-10-24 | 2023-11-01 | -2.75 | 8 |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 16.55% | 23.06% |
| Worst Week | -4.19% | -8.21% |
| Best Month | 28.57% | 43.77% |
| Worst Month | -1.91% | 0.73% |
| Best Year | 47.79% | 65.13% |
| Worst Year | 35.37% | 50.68% |
| Avg. Up Day | 0.38% | 0.38% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 7.06% | 8.63% |
| Avg. Down Week | -1.86% | -3.45% |
| Avg. Up Month | 15.65% | 20.45% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.32% | 51.93% |
| Win Month % | 83.33% | 100.0% |
| Win Week % | 59.09% | 69.23% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |