| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 34.45% | 36.19% |
| Max Drawdown | -26.75% | -31.17% |
| Sharpe | 0.17 | 0.13 |
| Sortino | 0.24 | 0.18 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.12 | 1.0 |
| CPC Index | 0.54 | 0.54 |
| Tail Ratio | 1.07 | 0.97 |
| Outlier Win Ratio | 18.02 | 3.59 |
| Outlier Loss Ratio | 4.07 | 3.57 |
| Volatility (ann.) | 5.35% | 9.78% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.74 | 0.67 |
| Skew | -0.01 | -0.07 |
| Kurtosis | 44.07 | 10.33 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.42% | 1.48% |
| Expected Yearly % | 15.95% | 16.7% |
| Kelly Criterion | 1.66% | 3.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -0.84% |
| Expected Shortfall (cVaR) | -0.46% | -0.84% |
| Year | 3150564:BTCUSD | 3150564:btcusd:triple_gx:kama195_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 60.38 | 1.83 | + |
| 2025 | 2.35 | -16.16 | -6.87 | - |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| MTD | -2.96% | -12.78% |
| 3M | -2.38% | -18.67% |
| 6M | -10.11% | -7.38% |
| YTD | -16.16% | 2.35% |
| 1Y | -15.09% | 5.42% |
| 3Y (ann.) | 19.84% | 20.78% |
| 5Y (ann.) | 19.84% | 20.78% |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Max Drawdown | -26.75% | -31.17% |
| Longest DD Days | 334.0 | 204.0 |
| Avg. Drawdown | -1.81% | -3.44% |
| Avg. Drawdown Days | 8.0 | 10.0 |
| Recovery Factor | 1.29 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-11-17 | -26.75 | 334 |
| 2024-08-08 | 2024-10-29 | -13.01 | 81 |
| 2024-12-05 | 2024-12-17 | -8.38 | 11 |
| 2024-04-01 | 2024-05-16 | -7.29 | 45 |
| 2024-07-29 | 2024-08-08 | -5.76 | 10 |
| 2024-07-01 | 2024-07-14 | -5.57 | 12 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-07-16 | 2024-07-16 | -3.37 | 0 |
| 2024-05-21 | 2024-06-05 | -3.35 | 15 |
| 2024-07-27 | 2024-07-29 | -2.74 | 1 |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.42% | 18.93% |
| Worst Week | -8.74% | -12.33% |
| Best Month | 22.35% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 60.38% | 33.06% |
| Worst Year | -16.16% | 2.35% |
| Avg. Up Day | 0.31% | 0.31% |
| Avg. Down Day | -0.3% | -0.3% |
| Avg. Up Week | 4.43% | 6.82% |
| Avg. Down Week | -3.18% | -4.17% |
| Avg. Up Month | 7.32% | 11.37% |
| Avg. Down Month | -4.36% | -8.75% |
| Win Days % | 49.71% | 50.66% |
| Win Month % | 52.38% | 57.14% |
| Win Week % | 49.33% | 50.0% |
| Win Quarter % | 62.5% | 62.5% |
| Win Year % | 50.0% | 100.0% |