| Metric | 3150656:btcusd:triple_gx:kama185_85_45 | 3150656:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 28.44% | 23.24% |
| Max Drawdown | -27.8% | -31.17% |
| Sharpe | 0.2 | 0.14 |
| Sortino | 0.29 | 0.19 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.06 | 1.02 |
| Common Sense Ratio | 1.16 | 0.99 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | 1.1 | 0.97 |
| Outlier Win Ratio | 17.39 | 3.66 |
| Outlier Loss Ratio | 3.96 | 3.58 |
| Volatility (ann.) | 6.1% | 10.87% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.04 | 0.76 |
| Skew | -0.16 | -0.14 |
| Kurtosis | 37.97 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.94% | 1.62% |
| Expected Yearly % | 13.33% | 11.01% |
| Kelly Criterion | 2.11% | 3.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.93% |
| Expected Shortfall (cVaR) | -0.52% | -0.93% |
| Year | 3150656:BTCUSD | 3150656:btcusd:triple_gx:kama185_85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 44.80 | 1.36 | + |
| 2025 | -7.38 | -11.30 | 1.53 | - |
| Metric | 3150656:btcusd:triple_gx:kama185_85_45 | 3150656:BTCUSD |
|---|---|---|
| MTD | -6.12% | 2.57% |
| 3M | -14.29% | -8.76% |
| 6M | 5.37% | 36.0% |
| YTD | -11.3% | -7.38% |
| 1Y | 28.44% | 23.24% |
| 3Y (ann.) | 28.89% | 23.6% |
| 5Y (ann.) | 28.89% | 23.6% |
| Metric | 3150656:btcusd:triple_gx:kama185_85_45 | 3150656:BTCUSD |
|---|---|---|
| Max Drawdown | -27.8% | -31.17% |
| Longest DD Days | 122.0 | 204.0 |
| Avg. Drawdown | -1.98% | -3.38% |
| Avg. Drawdown Days | 6.0 | 9.0 |
| Recovery Factor | 1.02 | 0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-25 | -27.80 | 122 |
| 2024-08-08 | 2024-10-28 | -11.34 | 80 |
| 2024-07-18 | 2024-08-08 | -6.87 | 21 |
| 2024-04-01 | 2024-04-08 | -6.68 | 7 |
| 2024-04-08 | 2024-05-07 | -6.56 | 28 |
| 2024-07-01 | 2024-07-10 | -6.12 | 8 |
| 2024-05-07 | 2024-05-15 | -4.85 | 8 |
| 2024-05-17 | 2024-06-30 | -4.44 | 44 |
| 2024-07-10 | 2024-07-13 | -4.10 | 3 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| Metric | 3150656:btcusd:triple_gx:kama185_85_45 | 3150656:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.42% | 18.93% |
| Worst Week | -7.18% | -12.33% |
| Best Month | 22.87% | 37.42% |
| Worst Month | -10.62% | -17.69% |
| Best Year | 44.8% | 33.06% |
| Worst Year | -11.3% | -7.38% |
| Avg. Up Day | 0.35% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 4.74% | 8.11% |
| Avg. Down Week | -2.28% | -4.79% |
| Avg. Up Month | 7.27% | 11.63% |
| Avg. Down Month | -6.88% | -11.97% |
| Win Days % | 50.26% | 50.88% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 46.81% | 46.3% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |