| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 15.93% | 55.15% |
| Max Drawdown | -25.86% | -31.17% |
| Sharpe | 0.13 | 0.2 |
| Sortino | 0.18 | 0.28 |
| Payoff Ratio | 1.05 | 1.07 |
| Profit Factor | 1.04 | 1.03 |
| Common Sense Ratio | 1.12 | 1.03 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 24.27 | 3.44 |
| Outlier Loss Ratio | 3.73 | 3.49 |
| Volatility (ann.) | 5.26% | 10.65% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.52 | 1.47 |
| Skew | -0.4 | -0.08 |
| Kurtosis | 57.12 | 9.44 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.99% | 2.97% |
| Expected Yearly % | 7.67% | 24.56% |
| Kelly Criterion | 1.3% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -0.91% |
| Expected Shortfall (cVaR) | -0.45% | -0.91% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 28.79 | 0.87 | - |
| 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.) | 13.57% | 45.96% |
| 5Y (ann.) | 13.57% | 45.96% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -25.86% | -31.17% |
| Longest DD Days | 187.0 | 204.0 |
| Avg. Drawdown | -2.43% | -3.29% |
| Avg. Drawdown Days | 10.0 | 9.0 |
| Recovery Factor | 0.62 | 1.77 |
| 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 |
| 2024-07-10 | 2024-08-08 | -7.19 | 29 |
| 2024-04-01 | 2024-04-22 | -6.71 | 21 |
| 2024-07-01 | 2024-07-10 | -5.43 | 8 |
| 2024-05-07 | 2024-05-15 | -4.75 | 8 |
| 2024-11-12 | 2024-11-21 | -3.78 | 8 |
| 2024-10-29 | 2024-11-06 | -3.43 | 8 |
| 2024-05-21 | 2024-06-05 | -3.37 | 14 |
| 2024-11-10 | 2024-11-10 | -2.03 | 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 | 9.9% | 18.93% |
| Worst Week | -9.29% | -12.33% |
| Best Month | 19.26% | 37.42% |
| Worst Month | -9.43% | -17.69% |
| Best Year | 28.79% | 33.06% |
| Worst Year | -9.98% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.35% | -0.35% |
| Avg. Up Week | 3.49% | 7.53% |
| Avg. Down Week | -2.43% | -4.73% |
| Avg. Up Month | 5.46% | 13.41% |
| Avg. Down Month | -5.71% | -7.93% |
| Win Days % | 49.49% | 50.7% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 45.28% | 50.79% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |