| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 169.16% | 222.48% |
| Max Drawdown | -20.35% | -22.55% |
| Sharpe | 3.94 | 3.54 |
| Sortino | 10.77 | 5.97 |
| Payoff Ratio | 3.65 | 1.62 |
| Profit Factor | 2.29 | 1.75 |
| Common Sense Ratio | 5.86 | 2.67 |
| CPC Index | 2.4 | 1.66 |
| Tail Ratio | 2.56 | 1.53 |
| Outlier Win Ratio | 3.27 | 4.05 |
| Outlier Loss Ratio | 11.86 | 3.23 |
| Volatility (ann.) | 63.01% | 87.17% |
| R^2 | 0.53 | 0.53 |
| Calmar | 4.86 | 5.56 |
| Skew | 2.17 | 0.18 |
| Kurtosis | 6.47 | 2.34 |
| Expected Daily % | 0.63% | 0.74% |
| Expected Monthly % | 5.65% | 6.72% |
| Expected Yearly % | 39.1% | 47.74% |
| Kelly Criterion | 9.14% | 32.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.74% | -6.66% |
| Expected Shortfall (cVaR) | -4.74% | -6.66% |
| Year | 3150560:BTCUSD | 3150560:btcusd:triple_gx:kama175_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 58.61 | 47.52 | 0.81 | - |
| 2024 | 121.98 | 112.37 | 0.92 | - |
| 2025 | -8.41 | -14.08 | 1.67 | - |
| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| MTD | -5.97% | -8.94% |
| 3M | -16.47% | -15.65% |
| 6M | 16.27% | 38.21% |
| YTD | -14.08% | -8.41% |
| 1Y | 41.2% | 20.56% |
| 3Y (ann.) | 98.79% | 125.35% |
| 5Y (ann.) | 98.79% | 125.35% |
| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| Max Drawdown | -20.35% | -22.55% |
| Longest DD Days | 63.0 | 226.0 |
| Avg. Drawdown | -2.28% | -6.09% |
| Avg. Drawdown Days | 12.0 | 28.0 |
| Recovery Factor | 8.31 | 9.87 |
| Ulcer Index | 0.98 | 0.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-25 | -20.35 | 62 |
| 2023-12-14 | 2024-02-10 | -8.82 | 58 |
| 2024-08-14 | 2024-10-16 | -8.60 | 63 |
| 2024-12-25 | 2025-01-17 | -5.95 | 22 |
| 2023-11-20 | 2023-12-06 | -4.72 | 16 |
| 2024-02-15 | 2024-02-28 | -4.65 | 13 |
| 2024-07-27 | 2024-08-10 | -3.25 | 14 |
| 2023-12-07 | 2023-12-08 | -2.51 | 1 |
| 2024-06-30 | 2024-07-16 | -2.30 | 15 |
| 2024-12-05 | 2024-12-15 | -2.01 | 10 |
| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| Best Day | 15.63% | 15.84% |
| Worst Day | -6.52% | -13.83% |
| Best Week | 22.44% | 22.3% |
| Worst Week | -6.91% | -14.82% |
| Best Month | 28.49% | 44.33% |
| Worst Month | -5.97% | -11.29% |
| Best Year | 112.37% | 121.98% |
| Worst Year | -14.08% | -8.41% |
| Avg. Up Day | 4.24% | 4.43% |
| Avg. Down Day | -1.16% | -2.74% |
| Avg. Up Week | 6.06% | 8.08% |
| Avg. Down Week | -1.69% | -5.19% |
| Avg. Up Month | 12.4% | 16.32% |
| Avg. Down Month | -3.23% | -4.69% |
| Win Days % | 28.66% | 58.6% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 42.42% | 65.15% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |