| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 41.42% | 56.09% |
| Max Drawdown | -22.17% | -27.95% |
| Sharpe | 1.16 | 1.02 |
| Sortino | 2.0 | 1.55 |
| Payoff Ratio | 1.2 | 1.48 |
| Profit Factor | 1.34 | 1.16 |
| Common Sense Ratio | 1.86 | 1.28 |
| CPC Index | 0.79 | 0.87 |
| Tail Ratio | 1.4 | 1.1 |
| Outlier Win Ratio | 14.2 | 3.36 |
| Outlier Loss Ratio | 3.92 | 2.83 |
| Volatility (ann.) | 29.29% | 49.55% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.57 | 1.67 |
| Skew | 1.84 | 0.33 |
| Kurtosis | 16.01 | 1.56 |
| Expected Daily % | 0.08% | 0.1% |
| Expected Monthly % | 2.34% | 3.01% |
| Expected Yearly % | 18.92% | 24.93% |
| Kelly Criterion | 7.32% | 17.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.43% | -4.13% |
| Expected Shortfall (cVaR) | -2.43% | -4.13% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 36.44 | 1.14 | + |
| 2025 | 18.38 | 3.65 | 0.20 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 9.67% | 15.52% |
| 3M | 8.43% | 13.51% |
| 6M | -3.95% | 11.68% |
| YTD | 3.65% | 18.38% |
| 1Y | 35.92% | 58.86% |
| 3Y (ann.) | 34.76% | 46.71% |
| 5Y (ann.) | 34.76% | 46.71% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -22.17% | -27.95% |
| Longest DD Days | 185.0 | 203.0 |
| Avg. Drawdown | -5.57% | -7.24% |
| Avg. Drawdown Days | 35.0 | 33.0 |
| Recovery Factor | 1.87 | 2.01 |
| Ulcer Index | 2.75 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-05-28 | -22.17 | 185 |
| 2024-08-10 | 2024-10-30 | -12.31 | 81 |
| 2024-04-02 | 2024-04-23 | -6.37 | 21 |
| 2024-07-19 | 2024-08-09 | -5.20 | 21 |
| 2024-07-02 | 2024-07-14 | -4.39 | 12 |
| 2024-05-17 | 2024-07-01 | -4.01 | 45 |
| 2024-05-08 | 2024-05-16 | -3.52 | 8 |
| 2024-04-24 | 2024-05-04 | -1.62 | 10 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-11-20 | 2024-11-21 | -0.45 | 1 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.72% | 15.55% |
| Worst Week | -9.62% | -14.34% |
| Best Month | 27.48% | 34.46% |
| Worst Month | -7.87% | -19.77% |
| Best Year | 36.44% | 31.85% |
| Worst Year | 3.65% | 18.38% |
| Avg. Up Day | 1.9% | 2.46% |
| Avg. Down Day | -1.59% | -1.67% |
| Avg. Up Week | 4.04% | 6.6% |
| Avg. Down Week | -2.91% | -5.28% |
| Avg. Up Month | 8.89% | 15.18% |
| Avg. Down Month | -4.93% | -9.2% |
| Win Days % | 49.44% | 50.94% |
| Win Month % | 57.14% | 53.33% |
| Win Week % | 53.7% | 58.06% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |