| Metric | 3150636:btcusd:triple_gx:kama185_80_45 | 3150636:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 242.51% | 272.59% |
| Max Drawdown | -26.99% | -32.34% |
| Sharpe | 0.53 | 0.38 |
| Sortino | 0.79 | 0.54 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.35 | 1.09 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 15.55 | 3.83 |
| Outlier Loss Ratio | 3.98 | 3.72 |
| Volatility (ann.) | 6.39% | 10.53% |
| R^2 | 0.36 | 0.36 |
| Calmar | 4.28 | 3.93 |
| Skew | 0.33 | -0.02 |
| Kurtosis | 31.11 | 9.11 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 6.35% | 6.8% |
| Expected Yearly % | 50.74% | 55.03% |
| Kelly Criterion | 6.12% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -0.9% |
| Expected Shortfall (cVaR) | -0.54% | -0.9% |
| Year | 3150636:BTCUSD | 3150636:btcusd:triple_gx:kama185_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.24 | 50.12 | 0.98 | - |
| 2024 | 121.00 | 122.35 | 1.01 | + |
| 2025 | 11.47 | 2.62 | 0.23 | - |
| Metric | 3150636:btcusd:triple_gx:kama185_80_45 | 3150636:BTCUSD |
|---|---|---|
| MTD | 6.13% | 10.49% |
| 3M | 1.48% | 7.7% |
| 6M | -4.23% | 19.15% |
| YTD | 2.62% | 11.47% |
| 1Y | 43.82% | 57.1% |
| 3Y (ann.) | 115.58% | 127.2% |
| 5Y (ann.) | 115.58% | 127.2% |
| Metric | 3150636:btcusd:triple_gx:kama185_80_45 | 3150636:BTCUSD |
|---|---|---|
| Max Drawdown | -26.99% | -32.34% |
| Longest DD Days | 174.0 | 236.0 |
| Avg. Drawdown | -1.65% | -2.29% |
| Avg. Drawdown Days | 4.0 | 5.0 |
| Recovery Factor | 8.99 | 8.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-16 | -26.99 | 174 |
| 2024-08-08 | 2024-10-29 | -12.76 | 81 |
| 2024-01-02 | 2024-02-09 | -11.67 | 38 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -9.24 | 24 |
| 2024-07-29 | 2024-08-08 | -7.70 | 10 |
| 2024-04-08 | 2024-05-15 | -6.73 | 37 |
| 2024-04-01 | 2024-04-08 | -6.68 | 7 |
| 2024-02-17 | 2024-02-26 | -6.24 | 9 |
| 2024-05-21 | 2024-07-01 | -6.18 | 41 |
| Metric | 3150636:btcusd:triple_gx:kama185_80_45 | 3150636:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.39% | 23.06% |
| Worst Week | -9.42% | -12.33% |
| Best Month | 29.9% | 43.77% |
| Worst Month | -9.63% | -17.69% |
| Best Year | 122.35% | 121.0% |
| Worst Year | 2.62% | 11.47% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.81% | 7.77% |
| Avg. Down Week | -2.34% | -4.45% |
| Avg. Up Month | 13.65% | 16.73% |
| Avg. Down Month | -5.41% | -9.34% |
| Win Days % | 51.22% | 51.07% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 53.33% | 55.81% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |