| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 119.02% | 156.75% |
| Max Drawdown | -7.37% | -14.74% |
| Sharpe | 5.29 | 4.14 |
| Sortino | 10.49 | 7.41 |
| Payoff Ratio | 1.3 | 1.74 |
| Profit Factor | 2.93 | 1.88 |
| Common Sense Ratio | 7.69 | 3.15 |
| CPC Index | 2.56 | 1.95 |
| Tail Ratio | 2.62 | 1.68 |
| Outlier Win Ratio | 7.49 | 3.14 |
| Outlier Loss Ratio | 4.03 | 3.18 |
| Volatility (ann.) | 32.52% | 51.63% |
| R^2 | 0.44 | 0.44 |
| Calmar | 58.79 | 44.0 |
| Skew | 0.62 | 0.39 |
| Kurtosis | 5.07 | 1.97 |
| Expected Daily % | 0.46% | 0.55% |
| Expected Monthly % | 13.96% | 17.02% |
| Expected Yearly % | 47.99% | 60.24% |
| Kelly Criterion | 42.19% | 36.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -3.86% |
| Expected Shortfall (cVaR) | -2.33% | -3.86% |
| Year | 3150678:BTCUSD | 3150678:btcusd:triple_gx:kama195_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.67 | 32.08 | 0.60 | - |
| 2024 | 67.08 | 65.83 | 0.98 | - |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| MTD | 20.51% | 15.24% |
| 3M | 65.83% | 67.05% |
| 6M | 119.02% | 156.75% |
| YTD | 65.83% | 67.08% |
| 1Y | 119.02% | 156.75% |
| 3Y (ann.) | 433.07% | 648.36% |
| 5Y (ann.) | 433.07% | 648.36% |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Max Drawdown | -7.37% | -14.74% |
| Longest DD Days | 35.0 | 31.0 |
| Avg. Drawdown | -2.34% | -4.2% |
| Avg. Drawdown Days | 7.0 | 8.0 |
| Recovery Factor | 16.16 | 10.64 |
| Ulcer Index | 0.94 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-12 | 2023-12-05 | -7.37 | 23 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2024-01-04 | 2024-02-08 | -5.47 | 35 |
| 2024-02-16 | 2024-02-27 | -3.43 | 11 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-12-24 | 2024-01-02 | -2.26 | 9 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2023-10-27 | 2023-10-30 | -1.06 | 3 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2023-12-07 | 2023-12-09 | -0.80 | 2 |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Best Day | 7.63% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 18.19% | 19.61% |
| Worst Week | -3.06% | -10.89% |
| Best Month | 35.7% | 43.01% |
| Worst Month | 0.38% | 1.38% |
| Best Year | 65.83% | 67.08% |
| Worst Year | 32.08% | 53.67% |
| Avg. Up Day | 1.88% | 2.4% |
| Avg. Down Day | -1.45% | -1.37% |
| Avg. Up Week | 6.72% | 9.0% |
| Avg. Down Week | -2.09% | -2.13% |
| Avg. Up Month | 14.59% | 17.74% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 67.35% | 59.65% |
| Win Month % | 100.0% | 100.0% |
| Win Week % | 76.19% | 65.38% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |