| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 160.46% | 222.48% |
| Max Drawdown | -21.07% | -22.14% |
| Sharpe | 3.86 | 3.6 |
| Sortino | 10.52 | 6.12 |
| Payoff Ratio | 3.43 | 1.54 |
| Profit Factor | 2.24 | 1.76 |
| Common Sense Ratio | 6.13 | 2.65 |
| CPC Index | 2.24 | 1.61 |
| Tail Ratio | 2.74 | 1.51 |
| Outlier Win Ratio | 3.53 | 4.34 |
| Outlier Loss Ratio | 11.11 | 3.02 |
| Volatility (ann.) | 64.91% | 89.35% |
| R^2 | 0.53 | 0.53 |
| Calmar | 4.47 | 5.66 |
| Skew | 2.2 | 0.23 |
| Kurtosis | 6.54 | 2.2 |
| Expected Daily % | 0.63% | 0.77% |
| Expected Monthly % | 5.46% | 6.72% |
| Expected Yearly % | 37.59% | 47.74% |
| Kelly Criterion | 8.48% | 33.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.9% | -6.81% |
| Expected Shortfall (cVaR) | -4.9% | -6.81% |
| Year | 3150559:BTCUSD | 3150559:btcusd:triple_gx:kama170_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 58.61 | 48.05 | 0.82 | - |
| 2024 | 119.76 | 108.40 | 0.91 | - |
| 2025 | -7.49 | -15.58 | 2.08 | - |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| MTD | -9.71% | -8.94% |
| 3M | -19.0% | -15.65% |
| 6M | 11.76% | 38.21% |
| YTD | -15.58% | -7.49% |
| 1Y | 35.92% | 20.56% |
| 3Y (ann.) | 94.31% | 125.35% |
| 5Y (ann.) | 94.31% | 125.35% |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Max Drawdown | -21.07% | -22.14% |
| Longest DD Days | 90.0 | 226.0 |
| Avg. Drawdown | -2.38% | -6.16% |
| Avg. Drawdown Days | 15.0 | 28.0 |
| Recovery Factor | 7.61 | 10.05 |
| Ulcer Index | 0.98 | 0.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-25 | -21.07 | 90 |
| 2023-12-14 | 2024-02-10 | -8.49 | 58 |
| 2024-08-14 | 2024-10-30 | -8.39 | 77 |
| 2023-11-20 | 2023-12-06 | -4.72 | 16 |
| 2024-02-14 | 2024-02-28 | -4.43 | 14 |
| 2024-07-27 | 2024-08-10 | -2.74 | 14 |
| 2023-12-07 | 2023-12-08 | -2.51 | 1 |
| 2024-12-04 | 2024-12-15 | -2.29 | 11 |
| 2024-06-30 | 2024-07-16 | -1.52 | 15 |
| 2024-07-19 | 2024-07-22 | -1.38 | 2 |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Best Day | 15.63% | 15.84% |
| Worst Day | -6.52% | -13.97% |
| Best Week | 22.44% | 22.09% |
| Worst Week | -6.52% | -14.82% |
| Best Month | 28.49% | 44.33% |
| Worst Month | -9.71% | -11.43% |
| Best Year | 108.4% | 119.76% |
| Worst Year | -15.58% | -7.49% |
| Avg. Up Day | 4.29% | 4.48% |
| Avg. Down Day | -1.25% | -2.9% |
| Avg. Up Week | 5.93% | 8.01% |
| Avg. Down Week | -2.02% | -4.72% |
| Avg. Up Month | 12.53% | 16.33% |
| Avg. Down Month | -4.68% | -4.94% |
| Win Days % | 29.14% | 59.6% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 44.62% | 63.08% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |