| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 40.9% | 55.15% |
| Max Drawdown | -24.15% | -31.17% |
| Sharpe | 0.25 | 0.2 |
| Sortino | 0.36 | 0.28 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 1.07 | 1.03 |
| Common Sense Ratio | 1.22 | 1.03 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 20.09 | 3.56 |
| Outlier Loss Ratio | 3.93 | 3.54 |
| Volatility (ann.) | 5.64% | 10.65% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.42 | 1.47 |
| Skew | -0.16 | -0.08 |
| Kurtosis | 45.28 | 9.44 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.31% | 2.97% |
| Expected Yearly % | 18.7% | 24.56% |
| Kelly Criterion | 2.99% | 5.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -0.91% |
| Expected Shortfall (cVaR) | -0.48% | -0.91% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 36.44 | 1.10 | + |
| 2025 | 16.61 | 3.27 | 0.20 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 9.27% | 15.58% |
| 3M | 8.04% | 22.89% |
| 6M | -4.3% | 17.06% |
| YTD | 3.27% | 16.61% |
| 1Y | 35.43% | 56.92% |
| 3Y (ann.) | 34.34% | 45.96% |
| 5Y (ann.) | 34.34% | 45.96% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -24.15% | -31.17% |
| Longest DD Days | 186.0 | 204.0 |
| Avg. Drawdown | -2.25% | -3.29% |
| Avg. Drawdown Days | 9.0 | 9.0 |
| Recovery Factor | 1.69 | 1.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-28 | -24.15 | 186 |
| 2024-08-08 | 2024-10-29 | -13.89 | 81 |
| 2024-07-10 | 2024-08-08 | -7.36 | 29 |
| 2024-04-01 | 2024-04-22 | -6.71 | 21 |
| 2024-07-01 | 2024-07-10 | -5.78 | 8 |
| 2024-05-16 | 2024-07-01 | -5.01 | 45 |
| 2024-05-07 | 2024-05-15 | -4.75 | 8 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-29 | 2024-11-06 | -2.55 | 7 |
| 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 | 15.65% | 18.93% |
| Worst Week | -9.07% | -12.33% |
| Best Month | 27.03% | 37.42% |
| Worst Month | -7.87% | -17.69% |
| Best Year | 36.44% | 33.06% |
| Worst Year | 3.27% | 16.61% |
| Avg. Up Day | 0.35% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.77% | 7.47% |
| Avg. Down Week | -2.56% | -4.6% |
| Avg. Up Month | 8.61% | 14.38% |
| Avg. Down Month | -4.52% | -9.34% |
| Win Days % | 49.84% | 50.7% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 46.3% | 50.79% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |