| Metric | 3150656:btcusd:triple_gx:kama185_85_45 | 3150656:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 190.96% | 209.57% |
| Max Drawdown | -27.8% | -32.34% |
| Sharpe | 0.5 | 0.36 |
| Sortino | 0.75 | 0.51 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 15.56 | 3.86 |
| Outlier Loss Ratio | 3.96 | 3.67 |
| Volatility (ann.) | 6.45% | 10.63% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.88 | 3.61 |
| Skew | 0.4 | -0.05 |
| Kurtosis | 31.38 | 8.78 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 6.11% | 6.48% |
| Expected Yearly % | 42.76% | 45.74% |
| Kelly Criterion | 5.66% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -0.91% |
| Expected Shortfall (cVaR) | -0.55% | -0.91% |
| Year | 3150656:BTCUSD | 3150656:btcusd:triple_gx:kama185_85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.24 | 42.95 | 0.84 | - |
| 2024 | 121.00 | 129.46 | 1.07 | + |
| 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 | 37.1% | 28.66% |
| 3Y (ann.) | 107.79% | 116.81% |
| 5Y (ann.) | 107.79% | 116.81% |
| Metric | 3150656:btcusd:triple_gx:kama185_85_45 | 3150656:BTCUSD |
|---|---|---|
| Max Drawdown | -27.8% | -32.34% |
| Longest DD Days | 122.0 | 236.0 |
| Avg. Drawdown | -1.69% | -2.27% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 6.87 | 6.48 |
| 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 |
| 2024-01-02 | 2024-02-09 | -11.25 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -9.36 | 24 |
| 2024-07-18 | 2024-08-08 | -6.87 | 21 |
| 2024-03-28 | 2024-04-08 | -6.73 | 10 |
| 2024-04-08 | 2024-05-07 | -6.56 | 28 |
| 2024-07-01 | 2024-07-10 | -6.12 | 8 |
| 2024-02-17 | 2024-02-26 | -5.15 | 9 |
| Metric | 3150656:btcusd:triple_gx:kama185_85_45 | 3150656:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.1% | 23.06% |
| Worst Week | -7.18% | -12.33% |
| Best Month | 32.19% | 43.77% |
| Worst Month | -10.62% | -17.69% |
| Best Year | 129.46% | 121.0% |
| Worst Year | -11.3% | -7.38% |
| Avg. Up Day | 0.37% | 0.37% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.89% | 8.36% |
| Avg. Down Week | -2.19% | -4.44% |
| Avg. Up Month | 14.49% | 17.61% |
| Avg. Down Month | -6.88% | -11.97% |
| Win Days % | 51.15% | 51.23% |
| Win Month % | 66.67% | 72.22% |
| Win Week % | 52.94% | 54.43% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |