| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 195.73% | 242.32% |
| Max Drawdown | -25.61% | -32.34% |
| Sharpe | 0.4 | 0.3 |
| Sortino | 0.59 | 0.42 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | 1.28 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 16.48 | 3.77 |
| Outlier Loss Ratio | 4.02 | 3.66 |
| Volatility (ann.) | 5.81% | 9.85% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.62 | 2.44 |
| Skew | 0.52 | -0.01 |
| Kurtosis | 37.22 | 9.75 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.26% | 4.85% |
| Expected Yearly % | 43.54% | 50.71% |
| Kelly Criterion | 4.5% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -0.84% |
| Expected Shortfall (cVaR) | -0.49% | -0.84% |
| Year | 3150560:BTCUSD | 3150560:btcusd:triple_gx:kama175_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.33 | 47.25 | 0.92 | - |
| 2024 | 121.00 | 112.37 | 0.93 | - |
| 2025 | 2.35 | -5.43 | -2.31 | - |
| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| MTD | -2.96% | -12.78% |
| 3M | 3.84% | -18.67% |
| 6M | -2.71% | -7.38% |
| YTD | -5.43% | 2.35% |
| 1Y | -2.83% | 5.42% |
| 3Y (ann.) | 67.08% | 79.06% |
| 5Y (ann.) | 67.08% | 79.06% |
| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| Max Drawdown | -25.61% | -32.34% |
| Longest DD Days | 334.0 | 236.0 |
| Avg. Drawdown | -1.78% | -2.46% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 7.64 | 7.49 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-11-17 | -25.61 | 334 |
| 2024-08-08 | 2024-10-28 | -12.86 | 80 |
| 2024-01-02 | 2024-02-09 | -11.22 | 37 |
| 2024-07-29 | 2024-08-08 | -9.82 | 10 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-07-01 | 2024-07-14 | -8.41 | 13 |
| 2024-12-05 | 2024-12-16 | -7.82 | 11 |
| 2024-03-28 | 2024-05-15 | -7.41 | 47 |
| 2023-11-09 | 2023-12-04 | -7.26 | 24 |
| 2024-02-10 | 2024-02-28 | -6.59 | 17 |
| Metric | 3150560:btcusd:triple_gx:kama175_65_45 | 3150560:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.55% | 23.06% |
| Worst Week | -8.4% | -12.33% |
| Best Month | 28.57% | 43.77% |
| Worst Month | -5.97% | -17.69% |
| Best Year | 112.37% | 121.0% |
| Worst Year | -5.43% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 4.99% | 7.32% |
| Avg. Down Week | -3.02% | -4.3% |
| Avg. Up Month | 11.57% | 15.84% |
| Avg. Down Month | -3.47% | -9.43% |
| Win Days % | 50.4% | 50.95% |
| Win Month % | 57.69% | 65.38% |
| Win Week % | 56.25% | 54.87% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 66.67% | 100.0% |