| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 216.78% | 241.91% |
| Max Drawdown | -26.92% | -32.34% |
| Sharpe | 0.42 | 0.3 |
| Sortino | 0.61 | 0.42 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | 1.26 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 15.3 | 3.79 |
| Outlier Loss Ratio | 4.06 | 3.67 |
| Volatility (ann.) | 5.89% | 9.85% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.7 | 2.45 |
| Skew | 0.2 | -0.01 |
| Kurtosis | 30.06 | 9.74 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.53% | 4.84% |
| Expected Yearly % | 46.87% | 50.65% |
| Kelly Criterion | 4.65% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.84% |
| Expected Shortfall (cVaR) | -0.5% | -0.84% |
| Year | 3150678:BTCUSD | 3150678:btcusd:triple_gx:kama195_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.15 | 32.08 | 0.63 | - |
| 2024 | 121.00 | 155.42 | 1.28 | + |
| 2025 | 2.35 | -6.10 | -2.59 | - |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| MTD | -3.19% | -12.78% |
| 3M | -5.43% | -18.67% |
| 6M | -4.76% | -7.38% |
| YTD | -6.1% | 2.35% |
| 1Y | -11.8% | 5.42% |
| 3Y (ann.) | 72.73% | 79.1% |
| 5Y (ann.) | 72.73% | 79.1% |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Max Drawdown | -26.92% | -32.34% |
| Longest DD Days | 359.0 | 236.0 |
| Avg. Drawdown | -1.55% | -2.49% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 8.05 | 7.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-11-17 | -26.92 | 359 |
| 2024-08-08 | 2024-10-29 | -13.45 | 81 |
| 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 |
| 2024-03-28 | 2024-05-15 | -8.11 | 48 |
| 2024-07-01 | 2024-07-14 | -5.73 | 12 |
| 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 |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.91% | 23.06% |
| Worst Week | -8.63% | -12.33% |
| Best Month | 32.41% | 43.77% |
| Worst Month | -8.75% | -17.69% |
| Best Year | 155.42% | 121.0% |
| Worst Year | -6.1% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.04% | 7.35% |
| Avg. Down Week | -2.75% | -4.23% |
| Avg. Up Month | 10.63% | 14.36% |
| Avg. Down Month | -6.28% | -9.54% |
| Win Days % | 50.6% | 50.94% |
| Win Month % | 69.23% | 65.38% |
| Win Week % | 53.12% | 54.87% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 100.0% |