| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 48.08% | 36.07% |
| Max Drawdown | -22.5% | -27.95% |
| Sharpe | 0.98 | 0.64 |
| Sortino | 1.6 | 0.95 |
| Payoff Ratio | 1.11 | 1.35 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.48 | 1.16 |
| CPC Index | 0.7 | 0.74 |
| Tail Ratio | 1.19 | 1.06 |
| Outlier Win Ratio | 11.84 | 3.3 |
| Outlier Loss Ratio | 3.52 | 2.88 |
| Volatility (ann.) | 28.38% | 46.0% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.21 | 0.74 |
| Skew | 1.26 | 0.29 |
| Kurtosis | 13.3 | 1.86 |
| Expected Daily % | 0.07% | 0.05% |
| Expected Monthly % | 1.89% | 1.48% |
| Expected Yearly % | 21.69% | 16.65% |
| Kelly Criterion | 6.55% | 12.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -3.88% |
| Expected Shortfall (cVaR) | -2.37% | -3.88% |
| Year | 3150560:BTCUSD | 3150560:btcusd:triple_gx:kama175_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 56.59 | 1.78 | + |
| 2025 | 3.20 | -5.43 | -1.70 | - |
| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| MTD | -2.96% | -12.86% |
| 3M | 3.84% | -19.17% |
| 6M | -2.71% | -7.87% |
| YTD | -5.43% | 3.2% |
| 1Y | -2.83% | 4.59% |
| 3Y (ann.) | 27.13% | 20.72% |
| 5Y (ann.) | 27.13% | 20.72% |
| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| Max Drawdown | -22.5% | -27.95% |
| Longest DD Days | 333.0 | 203.0 |
| Avg. Drawdown | -4.34% | -8.01% |
| Avg. Drawdown Days | 35.0 | 33.0 |
| Recovery Factor | 2.14 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -22.50 | 333 |
| 2024-08-10 | 2024-10-17 | -9.23 | 68 |
| 2024-07-30 | 2024-08-09 | -7.48 | 10 |
| 2024-07-02 | 2024-07-15 | -7.06 | 13 |
| 2024-04-02 | 2024-05-16 | -6.18 | 44 |
| 2024-11-24 | 2024-12-17 | -4.27 | 23 |
| 2024-05-22 | 2024-06-08 | -3.10 | 17 |
| 2024-11-20 | 2024-11-21 | -1.42 | 1 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-07-20 | 2024-07-22 | -0.94 | 2 |
| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 15.51% | 15.55% |
| Worst Week | -9.71% | -14.34% |
| Best Month | 22.42% | 34.46% |
| Worst Month | -6.45% | -19.77% |
| Best Year | 56.59% | 31.85% |
| Worst Year | -5.43% | 3.2% |
| Avg. Up Day | 1.69% | 2.11% |
| Avg. Down Day | -1.52% | -1.56% |
| Avg. Up Week | 3.5% | 5.63% |
| Avg. Down Week | -2.85% | -4.35% |
| Avg. Up Month | 9.05% | 12.59% |
| Avg. Down Month | -3.42% | -8.33% |
| Win Days % | 50.88% | 49.75% |
| Win Month % | 47.62% | 52.38% |
| Win Week % | 56.76% | 56.32% |
| Win Quarter % | 62.5% | 50.0% |
| Win Year % | 50.0% | 100.0% |