| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 75.61% | 289.75% |
| Max Drawdown | -25.18% | -32.34% |
| Sharpe | 0.29 | 0.38 |
| Sortino | 0.42 | 0.55 |
| Payoff Ratio | 1.08 | 1.1 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.26 | 1.09 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 22.9 | 3.59 |
| Outlier Loss Ratio | 3.69 | 3.53 |
| Volatility (ann.) | 5.42% | 10.5% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.63 | 4.01 |
| Skew | -0.09 | -0.02 |
| Kurtosis | 45.27 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.86% | 7.04% |
| Expected Yearly % | 20.65% | 57.37% |
| Kelly Criterion | 3.65% | 6.49% |
| 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 | 8.51 | 0.17 | - |
| 2024 | 121.00 | 77.35 | 0.64 | - |
| 2025 | 16.61 | -8.75 | -0.53 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 4.43% | 15.58% |
| 3M | -4.84% | 22.89% |
| 6M | -16.83% | 17.06% |
| YTD | -8.75% | 16.61% |
| 1Y | 17.09% | 56.92% |
| 3Y (ann.) | 41.1% | 129.72% |
| 5Y (ann.) | 41.1% | 129.72% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -25.18% | -32.34% |
| Longest DD Days | 187.0 | 236.0 |
| Avg. Drawdown | -2.14% | -2.27% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | 3.0 | 8.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-28 | -25.18 | 187 |
| 2024-08-08 | 2024-10-29 | -14.69 | 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 | -9.63 | 38 |
| 2024-07-10 | 2024-08-08 | -7.78 | 29 |
| 2023-10-25 | 2023-12-20 | -6.93 | 55 |
| 2024-07-01 | 2024-07-10 | -5.78 | 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 | 15.09% | 23.06% |
| Worst Week | -9.91% | -12.33% |
| Best Month | 24.29% | 43.77% |
| Worst Month | -8.86% | -17.69% |
| Best Year | 77.35% | 121.0% |
| Worst Year | -8.75% | 16.61% |
| Avg. Up Day | 0.37% | 0.38% |
| Avg. Down Day | -0.35% | -0.35% |
| Avg. Up Week | 3.73% | 8.1% |
| Avg. Down Week | -2.87% | -4.0% |
| Avg. Up Month | 9.14% | 18.86% |
| Avg. Down Month | -5.78% | -7.93% |
| Win Days % | 49.99% | 51.06% |
| Win Month % | 60.0% | 70.0% |
| Win Week % | 57.14% | 56.82% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |