| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 221.49% | 289.75% |
| Max Drawdown | -27.17% | -32.34% |
| Sharpe | 0.5 | 0.38 |
| Sortino | 0.74 | 0.55 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.31 | 1.09 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.16 | 1.03 |
| Outlier Win Ratio | 15.2 | 3.83 |
| Outlier Loss Ratio | 4.01 | 3.71 |
| Volatility (ann.) | 6.33% | 10.5% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.83 | 4.01 |
| Skew | 0.07 | -0.02 |
| Kurtosis | 26.99 | 9.1 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 6.01% | 7.04% |
| Expected Yearly % | 47.59% | 57.37% |
| Kelly Criterion | 5.62% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -0.89% |
| Expected Shortfall (cVaR) | -0.54% | -0.89% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.24 | 36.21 | 0.71 | - |
| 2024 | 121.00 | 131.29 | 1.09 | + |
| 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.) | 104.21% | 129.72% |
| 5Y (ann.) | 104.21% | 129.72% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -27.17% | -32.34% |
| Longest DD Days | 186.0 | 236.0 |
| Avg. Drawdown | -1.6% | -2.27% |
| Avg. Drawdown Days | 4.0 | 5.0 |
| Recovery Factor | 8.15 | 8.96 |
| 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 |
| 2024-01-02 | 2024-02-08 | -10.34 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -8.65 | 24 |
| 2024-07-18 | 2024-08-08 | -6.96 | 21 |
| 2024-03-28 | 2024-05-06 | -6.90 | 39 |
| 2024-07-01 | 2024-07-10 | -5.78 | 8 |
| 2024-02-17 | 2024-02-26 | -5.13 | 9 |
| 2024-05-07 | 2024-05-15 | -4.75 | 8 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.36% | 23.06% |
| Worst Week | -8.83% | -12.33% |
| Best Month | 31.75% | 43.77% |
| Worst Month | -12.04% | -17.69% |
| Best Year | 131.29% | 121.0% |
| Worst Year | 2.04% | 16.61% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 5.77% | 8.07% |
| Avg. Down Week | -2.65% | -4.31% |
| Avg. Up Month | 11.05% | 15.39% |
| Avg. Down Month | -5.68% | -9.34% |
| Win Days % | 51.02% | 51.06% |
| Win Month % | 75.0% | 70.0% |
| Win Week % | 53.95% | 56.82% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |