| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 173.09% | 241.91% |
| Max Drawdown | -26.75% | -32.34% |
| Sharpe | 0.38 | 0.3 |
| Sortino | 0.56 | 0.42 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | 1.25 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 17.0 | 3.73 |
| Outlier Loss Ratio | 4.03 | 3.64 |
| Volatility (ann.) | 5.67% | 9.85% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.28 | 2.45 |
| Skew | 0.41 | -0.01 |
| Kurtosis | 38.77 | 9.74 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.94% | 4.84% |
| Expected Yearly % | 39.78% | 50.65% |
| Kelly Criterion | 4.33% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -0.84% |
| Expected Shortfall (cVaR) | -0.48% | -0.84% |
| Year | 3150564:BTCUSD | 3150564:btcusd:triple_gx:kama195_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.15 | 46.87 | 0.92 | - |
| 2024 | 121.00 | 121.79 | 1.01 | + |
| 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.) | 61.0% | 79.1% |
| 5Y (ann.) | 61.0% | 79.1% |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Max Drawdown | -26.75% | -32.34% |
| Longest DD Days | 334.0 | 236.0 |
| Avg. Drawdown | -1.67% | -2.49% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 6.47 | 7.48 |
| 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 |
| 2024-01-02 | 2024-02-09 | -11.22 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-12-05 | 2024-12-17 | -8.38 | 11 |
| 2023-11-09 | 2023-12-04 | -8.22 | 24 |
| 2024-03-28 | 2024-05-20 | -7.58 | 53 |
| 2024-07-29 | 2024-08-08 | -5.76 | 10 |
| 2024-07-01 | 2024-07-14 | -5.57 | 12 |
| 2024-02-10 | 2024-02-27 | -4.97 | 16 |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.55% | 23.06% |
| Worst Week | -8.74% | -12.33% |
| Best Month | 25.44% | 43.77% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 121.79% | 121.0% |
| Worst Year | -16.16% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.15% | 7.53% |
| Avg. Down Week | -3.05% | -4.14% |
| Avg. Up Month | 11.23% | 15.83% |
| Avg. Down Month | -4.36% | -8.75% |
| Win Days % | 50.51% | 50.94% |
| Win Month % | 57.69% | 65.38% |
| Win Week % | 53.68% | 54.87% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 100.0% |