| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 117.33% | 289.75% |
| Max Drawdown | -27.09% | -32.34% |
| Sharpe | 0.38 | 0.38 |
| Sortino | 0.55 | 0.55 |
| Payoff Ratio | 1.09 | 1.11 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.33 | 1.09 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 20.45 | 3.66 |
| Outlier Loss Ratio | 3.76 | 3.56 |
| Volatility (ann.) | 5.68% | 10.5% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.24 | 4.01 |
| Skew | 0.01 | -0.02 |
| Kurtosis | 38.97 | 9.1 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.96% | 7.04% |
| Expected Yearly % | 29.53% | 57.37% |
| Kelly Criterion | 4.76% | 6.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -0.89% |
| Expected Shortfall (cVaR) | -0.48% | -0.89% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.24 | 13.72 | 0.27 | - |
| 2024 | 121.00 | 93.76 | 0.77 | - |
| 2025 | 16.61 | -1.37 | -0.08 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 8.34% | 15.58% |
| 3M | 3.49% | 22.89% |
| 6M | -10.67% | 17.06% |
| YTD | -1.37% | 16.61% |
| 1Y | 20.26% | 56.92% |
| 3Y (ann.) | 60.74% | 129.72% |
| 5Y (ann.) | 60.74% | 129.72% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -27.09% | -32.34% |
| Longest DD Days | 186.0 | 236.0 |
| Avg. Drawdown | -1.92% | -2.27% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 4.33 | 8.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-28 | -27.09 | 186 |
| 2024-08-08 | 2024-10-29 | -14.38 | 81 |
| 2024-01-02 | 2024-02-08 | -10.34 | 37 |
| 2024-03-05 | 2024-03-25 | -9.81 | 20 |
| 2024-07-10 | 2024-08-08 | -8.61 | 29 |
| 2024-03-26 | 2024-04-22 | -7.74 | 26 |
| 2023-11-20 | 2023-12-20 | -6.46 | 29 |
| 2024-07-01 | 2024-07-10 | -5.78 | 8 |
| 2024-05-16 | 2024-07-01 | -5.47 | 45 |
| 2024-02-17 | 2024-02-26 | -5.13 | 9 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.36% | 23.06% |
| Worst Week | -9.58% | -12.33% |
| Best Month | 31.75% | 43.77% |
| Worst Month | -9.43% | -17.69% |
| Best Year | 93.76% | 121.0% |
| Worst Year | -1.37% | 16.61% |
| Avg. Up Day | 0.37% | 0.38% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 4.57% | 8.1% |
| Avg. Down Week | -2.72% | -4.29% |
| Avg. Up Month | 10.39% | 17.83% |
| Avg. Down Month | -6.06% | -7.93% |
| Win Days % | 50.39% | 51.06% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 55.56% | 56.82% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |