| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 70.82% | 289.75% |
| Max Drawdown | -25.86% | -32.34% |
| Sharpe | 0.28 | 0.38 |
| Sortino | 0.41 | 0.55 |
| Payoff Ratio | 1.08 | 1.1 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.25 | 1.09 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.14 | 1.03 |
| Outlier Win Ratio | 23.48 | 3.58 |
| Outlier Loss Ratio | 3.65 | 3.53 |
| Volatility (ann.) | 5.37% | 10.5% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.5 | 4.01 |
| Skew | -0.13 | -0.02 |
| Kurtosis | 46.55 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.71% | 7.04% |
| Expected Yearly % | 19.54% | 57.37% |
| Kelly Criterion | 3.57% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -0.89% |
| Expected Shortfall (cVaR) | -0.46% | -0.89% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.24 | 9.55 | 0.19 | - |
| 2024 | 121.00 | 73.22 | 0.61 | - |
| 2025 | 16.61 | -9.98 | -0.60 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 3.25% | 15.58% |
| 3M | -5.7% | 22.89% |
| 6M | -18.47% | 17.06% |
| YTD | -9.98% | 16.61% |
| 1Y | 10.68% | 56.92% |
| 3Y (ann.) | 38.73% | 129.72% |
| 5Y (ann.) | 38.73% | 129.72% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -25.86% | -32.34% |
| Longest DD Days | 187.0 | 236.0 |
| Avg. Drawdown | -2.12% | -2.27% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | 2.74 | 8.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-28 | -25.86 | 187 |
| 2024-08-08 | 2024-10-29 | -14.26 | 81 |
| 2024-01-02 | 2024-02-09 | -10.34 | 38 |
| 2024-03-05 | 2024-03-25 | -9.81 | 20 |
| 2024-03-26 | 2024-05-03 | -7.89 | 38 |
| 2024-07-10 | 2024-08-08 | -7.19 | 29 |
| 2023-10-25 | 2023-12-20 | -6.92 | 55 |
| 2024-07-01 | 2024-07-10 | -5.43 | 8 |
| 2024-02-17 | 2024-02-26 | -5.13 | 9 |
| 2024-05-07 | 2024-05-15 | -4.75 | 8 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.01% | 23.06% |
| Worst Week | -9.29% | -12.33% |
| Best Month | 24.92% | 43.77% |
| Worst Month | -9.43% | -17.69% |
| Best Year | 73.22% | 121.0% |
| Worst Year | -9.98% | 16.61% |
| Avg. Up Day | 0.38% | 0.39% |
| Avg. Down Day | -0.35% | -0.35% |
| Avg. Up Week | 3.79% | 8.27% |
| Avg. Down Week | -2.4% | -4.53% |
| Avg. Up Month | 8.83% | 18.86% |
| Avg. Down Month | -5.71% | -7.93% |
| Win Days % | 50.04% | 51.06% |
| Win Month % | 60.0% | 70.0% |
| Win Week % | 51.43% | 56.82% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 66.67% | 100.0% |