| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 119.02% | 149.61% |
| Max Drawdown | -9.81% | -20.26% |
| Sharpe | 1.03 | 0.85 |
| Sortino | 1.59 | 1.26 |
| Payoff Ratio | 1.13 | 1.14 |
| Profit Factor | 1.27 | 1.14 |
| Common Sense Ratio | 1.57 | 1.25 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.24 | 1.09 |
| Outlier Win Ratio | 12.75 | 4.25 |
| Outlier Loss Ratio | 4.02 | 3.92 |
| Volatility (ann.) | 6.98% | 10.12% |
| R^2 | 0.47 | 0.47 |
| Calmar | 43.61 | 29.45 |
| Skew | 0.54 | 0.19 |
| Kurtosis | 14.8 | 7.92 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 13.96% | 16.47% |
| Expected Yearly % | 47.99% | 57.99% |
| Kelly Criterion | 10.65% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -0.85% |
| Expected Shortfall (cVaR) | -0.58% | -0.85% |
| Year | 3150678:BTCUSD | 3150678:btcusd:triple_gx:kama195_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.15 | 32.08 | 0.63 | - |
| 2024 | 65.13 | 65.83 | 1.01 | + |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| MTD | 21.53% | 14.03% |
| 3M | 65.83% | 63.82% |
| 6M | 119.02% | 149.61% |
| YTD | 65.83% | 65.13% |
| 1Y | 119.02% | 149.61% |
| 3Y (ann.) | 427.9% | 596.66% |
| 5Y (ann.) | 427.9% | 596.66% |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Max Drawdown | -9.81% | -20.26% |
| Longest DD Days | 36.0 | 31.0 |
| Avg. Drawdown | -1.36% | -2.0% |
| Avg. Drawdown Days | 2.0 | 2.0 |
| Recovery Factor | 12.13 | 7.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-01-02 | 2024-02-07 | -9.06 | 36 |
| 2023-11-09 | 2023-12-04 | -8.91 | 24 |
| 2024-02-17 | 2024-02-26 | -4.93 | 9 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| 2024-03-26 | 2024-03-28 | -3.82 | 2 |
| 2023-12-20 | 2024-01-02 | -3.61 | 12 |
| 2024-02-28 | 2024-03-04 | -3.43 | 4 |
| 2024-03-11 | 2024-03-13 | -2.83 | 1 |
| 2023-10-24 | 2023-10-25 | -2.75 | 1 |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Best Day | 2.89% | 5.23% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 19.91% | 23.06% |
| Worst Week | -3.33% | -8.21% |
| Best Month | 32.41% | 43.77% |
| Worst Month | -0.14% | 0.73% |
| Best Year | 65.83% | 65.13% |
| Worst Year | 32.08% | 51.15% |
| Avg. Up Day | 0.38% | 0.38% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 7.21% | 9.25% |
| Avg. Down Week | -2.49% | -2.98% |
| Avg. Up Month | 17.42% | 18.9% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.58% | 51.93% |
| Win Month % | 83.33% | 100.0% |
| Win Week % | 66.67% | 69.23% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |