| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 181.57% | 214.62% |
| Max Drawdown | -20.77% | -24.81% |
| Sharpe | 4.05 | 3.41 |
| Sortino | 11.49 | 5.62 |
| Payoff Ratio | 3.58 | 1.46 |
| Profit Factor | 2.41 | 1.72 |
| Common Sense Ratio | 6.46 | 2.67 |
| CPC Index | 2.64 | 1.49 |
| Tail Ratio | 2.68 | 1.55 |
| Outlier Win Ratio | 3.56 | 4.15 |
| Outlier Loss Ratio | 12.06 | 3.07 |
| Volatility (ann.) | 63.92% | 89.53% |
| R^2 | 0.52 | 0.52 |
| Calmar | 5.06 | 4.9 |
| Skew | 2.25 | 0.05 |
| Kurtosis | 6.62 | 2.82 |
| Expected Daily % | 0.66% | 0.73% |
| Expected Monthly % | 5.92% | 6.57% |
| Expected Yearly % | 41.21% | 46.53% |
| Kelly Criterion | 11.18% | 31.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.79% | -6.87% |
| Expected Shortfall (cVaR) | -4.79% | -6.87% |
| Year | 3150564:BTCUSD | 3150564:btcusd:triple_gx:kama195_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.75 | 47.13 | 0.86 | - |
| 2024 | 121.55 | 121.79 | 1.00 | + |
| 2025 | -8.23 | -13.72 | 1.67 | - |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| MTD | -8.27% | -8.94% |
| 3M | -16.9% | -15.65% |
| 6M | 13.82% | 38.21% |
| YTD | -13.72% | -8.23% |
| 1Y | 45.57% | 20.56% |
| 3Y (ann.) | 105.1% | 121.53% |
| 5Y (ann.) | 105.1% | 121.53% |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Max Drawdown | -20.77% | -24.81% |
| Longest DD Days | 89.0 | 226.0 |
| Avg. Drawdown | -2.11% | -6.57% |
| Avg. Drawdown Days | 14.0 | 31.0 |
| Recovery Factor | 8.74 | 8.65 |
| Ulcer Index | 0.97 | 0.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-25 | -20.77 | 89 |
| 2024-08-14 | 2024-10-30 | -8.82 | 77 |
| 2023-12-21 | 2024-02-10 | -7.44 | 51 |
| 2023-11-20 | 2023-12-06 | -4.71 | 15 |
| 2024-02-15 | 2024-02-28 | -3.34 | 13 |
| 2024-07-27 | 2024-08-10 | -2.74 | 14 |
| 2023-12-07 | 2023-12-21 | -2.51 | 14 |
| 2024-12-05 | 2024-12-15 | -1.95 | 10 |
| 2024-06-30 | 2024-07-16 | -1.52 | 15 |
| 2024-07-19 | 2024-07-22 | -1.50 | 2 |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Best Day | 15.63% | 15.84% |
| Worst Day | -6.52% | -17.19% |
| Best Week | 22.44% | 22.09% |
| Worst Week | -6.52% | -17.19% |
| Best Month | 25.36% | 44.33% |
| Worst Month | -8.27% | -11.43% |
| Best Year | 121.79% | 121.55% |
| Worst Year | -13.72% | -8.23% |
| Avg. Up Day | 3.99% | 4.18% |
| Avg. Down Day | -1.11% | -2.86% |
| Avg. Up Week | 5.89% | 7.79% |
| Avg. Down Week | -1.8% | -5.18% |
| Avg. Up Month | 12.67% | 16.02% |
| Avg. Down Month | -5.08% | -5.33% |
| Win Days % | 30.57% | 59.24% |
| Win Month % | 72.22% | 66.67% |
| Win Week % | 46.15% | 64.62% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |