| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 43.55% | 55.15% |
| Max Drawdown | -27.17% | -31.17% |
| Sharpe | 0.24 | 0.2 |
| Sortino | 0.35 | 0.28 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.07 | 1.03 |
| Common Sense Ratio | 1.21 | 1.03 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 16.43 | 3.65 |
| Outlier Loss Ratio | 4.0 | 3.64 |
| Volatility (ann.) | 6.09% | 10.65% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.34 | 1.47 |
| Skew | -0.18 | -0.08 |
| Kurtosis | 34.61 | 9.44 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.44% | 2.97% |
| Expected Yearly % | 19.81% | 24.56% |
| Kelly Criterion | 2.68% | 4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.91% |
| Expected Shortfall (cVaR) | -0.52% | -0.91% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 40.67 | 1.23 | + |
| 2025 | 16.61 | 2.04 | 0.12 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 5.63% | 15.58% |
| 3M | 6.75% | 22.89% |
| 6M | -10.25% | 17.06% |
| YTD | 2.04% | 16.61% |
| 1Y | 39.55% | 56.92% |
| 3Y (ann.) | 36.51% | 45.96% |
| 5Y (ann.) | 36.51% | 45.96% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -27.17% | -31.17% |
| Longest DD Days | 186.0 | 204.0 |
| Avg. Drawdown | -1.91% | -3.29% |
| Avg. Drawdown Days | 6.0 | 9.0 |
| Recovery Factor | 1.6 | 1.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-28 | -27.17 | 186 |
| 2024-08-08 | 2024-10-29 | -13.67 | 81 |
| 2024-07-18 | 2024-08-08 | -6.96 | 21 |
| 2024-04-01 | 2024-05-06 | -6.71 | 35 |
| 2024-07-01 | 2024-07-10 | -5.78 | 8 |
| 2024-05-07 | 2024-05-15 | -4.75 | 8 |
| 2024-07-10 | 2024-07-13 | -4.10 | 3 |
| 2024-05-17 | 2024-06-05 | -3.95 | 18 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-07-16 | 2024-07-16 | -3.13 | 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 | -8.83% | -12.33% |
| Best Month | 23.91% | 37.42% |
| Worst Month | -12.04% | -17.69% |
| Best Year | 40.67% | 33.06% |
| Worst Year | 2.04% | 16.61% |
| Avg. Up Day | 0.35% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.93% | 7.65% |
| Avg. Down Week | -2.67% | -4.54% |
| Avg. Up Month | 7.26% | 12.34% |
| Avg. Down Month | -5.68% | -9.34% |
| Win Days % | 50.2% | 50.7% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 47.27% | 50.79% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |