| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 12.01% | 55.15% |
| Max Drawdown | -26.26% | -31.17% |
| Sharpe | 0.11 | 0.2 |
| Sortino | 0.15 | 0.28 |
| Payoff Ratio | 1.03 | 1.05 |
| Profit Factor | 1.04 | 1.03 |
| Common Sense Ratio | 1.12 | 1.03 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 26.81 | 3.39 |
| Outlier Loss Ratio | 3.55 | 3.41 |
| Volatility (ann.) | 5.08% | 10.65% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.39 | 1.47 |
| Skew | -0.48 | -0.08 |
| Kurtosis | 64.87 | 9.44 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.76% | 2.97% |
| Expected Yearly % | 5.84% | 24.56% |
| Kelly Criterion | 1.03% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -0.91% |
| Expected Shortfall (cVaR) | -0.44% | -0.91% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 23.87 | 0.72 | - |
| 2025 | 16.61 | -9.57 | -0.58 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 3.73% | 15.58% |
| 3M | -5.69% | 22.89% |
| 6M | -17.9% | 17.06% |
| YTD | -9.57% | 16.61% |
| 1Y | 15.58% | 56.92% |
| 3Y (ann.) | 10.26% | 45.96% |
| 5Y (ann.) | 10.26% | 45.96% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -26.26% | -31.17% |
| Longest DD Days | 187.0 | 204.0 |
| Avg. Drawdown | -2.8% | -3.29% |
| Avg. Drawdown Days | 14.0 | 9.0 |
| Recovery Factor | 0.46 | 1.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-05-28 | -26.26 | 187 |
| 2024-08-08 | 2024-10-29 | -14.97 | 81 |
| 2024-07-10 | 2024-08-08 | -8.01 | 29 |
| 2024-04-01 | 2024-06-30 | -6.71 | 90 |
| 2024-07-01 | 2024-07-08 | -4.07 | 6 |
| 2024-07-08 | 2024-07-10 | -3.51 | 1 |
| 2024-10-29 | 2024-11-06 | -2.84 | 8 |
| 2024-11-10 | 2024-11-10 | -2.03 | 0 |
| 2024-11-06 | 2024-11-07 | -1.97 | 0 |
| 2024-07-01 | 2024-07-01 | -1.53 | 0 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 12.85% | 18.93% |
| Worst Week | -9.29% | -12.33% |
| Best Month | 22.34% | 37.42% |
| Worst Month | -9.36% | -17.69% |
| Best Year | 23.87% | 33.06% |
| Worst Year | -9.57% | 16.61% |
| Avg. Up Day | 0.37% | 0.38% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 3.38% | 7.38% |
| Avg. Down Week | -2.67% | -4.27% |
| Avg. Up Month | 5.12% | 13.5% |
| Avg. Down Month | -5.82% | -9.34% |
| Win Days % | 49.78% | 50.7% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 51.92% | 50.79% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |