| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 24.94% | 56.09% |
| Max Drawdown | -25.02% | -27.95% |
| Sharpe | 0.82 | 1.02 |
| Sortino | 1.37 | 1.55 |
| Payoff Ratio | 1.09 | 1.5 |
| Profit Factor | 1.24 | 1.16 |
| Common Sense Ratio | 1.35 | 1.28 |
| CPC Index | 0.67 | 0.89 |
| Tail Ratio | 1.09 | 1.1 |
| Outlier Win Ratio | 15.74 | 3.24 |
| Outlier Loss Ratio | 3.78 | 2.83 |
| Volatility (ann.) | 28.19% | 49.55% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.84 | 1.67 |
| Skew | 1.9 | 0.33 |
| Kurtosis | 18.53 | 1.56 |
| Expected Daily % | 0.05% | 0.1% |
| Expected Monthly % | 1.5% | 3.01% |
| Expected Yearly % | 11.78% | 24.93% |
| Kelly Criterion | 3.61% | 18.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -4.13% |
| Expected Shortfall (cVaR) | -2.36% | -4.13% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 36.08 | 1.13 | + |
| 2025 | 18.38 | -8.19 | -0.45 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 5.48% | 15.52% |
| 3M | -3.19% | 13.51% |
| 6M | -15.54% | 11.68% |
| YTD | -8.19% | 18.38% |
| 1Y | 15.06% | 58.86% |
| 3Y (ann.) | 21.13% | 46.71% |
| 5Y (ann.) | 21.13% | 46.71% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -25.02% | -27.95% |
| Longest DD Days | 176.0 | 203.0 |
| Avg. Drawdown | -7.28% | -7.24% |
| Avg. Drawdown Days | 48.0 | 33.0 |
| Recovery Factor | 1.0 | 2.01 |
| Ulcer Index | 2.75 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-28 | -25.02 | 176 |
| 2024-08-10 | 2024-10-30 | -12.57 | 81 |
| 2024-04-02 | 2024-04-23 | -6.37 | 21 |
| 2024-07-02 | 2024-08-09 | -4.39 | 38 |
| 2024-05-08 | 2024-05-16 | -3.52 | 8 |
| 2024-11-13 | 2024-11-22 | -3.30 | 9 |
| 2024-05-17 | 2024-07-01 | -2.97 | 45 |
| 2024-10-31 | 2024-11-07 | -0.11 | 7 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 10.42% | 15.55% |
| Worst Week | -9.89% | -14.34% |
| Best Month | 20.76% | 34.46% |
| Worst Month | -9.93% | -19.77% |
| Best Year | 36.08% | 31.85% |
| Worst Year | -8.19% | 18.38% |
| Avg. Up Day | 1.78% | 2.5% |
| Avg. Down Day | -1.63% | -1.66% |
| Avg. Up Week | 3.46% | 6.26% |
| Avg. Down Week | -3.24% | -5.23% |
| Avg. Up Month | 5.95% | 14.4% |
| Avg. Down Month | -6.51% | -9.59% |
| Win Days % | 49.7% | 50.94% |
| Win Month % | 71.43% | 53.33% |
| Win Week % | 54.72% | 58.06% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |