| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -4.79% | 26.68% |
| Max Drawdown | -26.5% | -26.06% |
| Sharpe | -0.08 | 0.74 |
| Sortino | -0.12 | 1.07 |
| Payoff Ratio | 1.03 | 1.07 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 0.89 | 1.14 |
| CPC Index | 0.49 | 0.62 |
| Tail Ratio | 0.91 | 1.02 |
| Outlier Win Ratio | 19.03 | 3.0 |
| Outlier Loss Ratio | 3.46 | 2.9 |
| Volatility (ann.) | 24.68% | 51.14% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.19 | 1.07 |
| Skew | 0.85 | -0.12 |
| Kurtosis | 12.04 | 2.64 |
| Expected Daily % | -0.01% | 0.07% |
| Expected Monthly % | -0.38% | 1.84% |
| Expected Yearly % | -2.42% | 12.55% |
| Kelly Criterion | -2.13% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -4.3% |
| Expected Shortfall (cVaR) | -2.13% | -4.3% |
| Year | 3422610:BTCUSD | 3422610:btcusd:double_slow_high_gx:kama130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 41.14 | 10.42 | 0.25 | - |
| 2025 | -10.25 | -13.78 | 1.34 | - |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.01% |
| 3M | -13.78% | -12.61% |
| 6M | 15.09% | 26.49% |
| YTD | -13.78% | -10.25% |
| 1Y | -4.79% | 26.68% |
| 3Y (ann.) | -4.97% | 27.88% |
| 5Y (ann.) | -4.97% | 27.88% |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Max Drawdown | -26.5% | -26.06% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -9.42% | -9.09% |
| Avg. Drawdown Days | 61.0 | 30.0 |
| Recovery Factor | -0.18 | 1.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2024-11-12 | -26.50 | 157 |
| 2024-11-23 | 2025-04-01 | -15.52 | 129 |
| 2024-05-22 | 2024-06-05 | -3.94 | 14 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-06-06 | 2024-06-07 | -0.14 | 1 |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -5.47% | -13.23% |
| Best Week | 11.22% | 15.41% |
| Worst Week | -9.74% | -18.81% |
| Best Month | 21.61% | 34.43% |
| Worst Month | -12.46% | -23.44% |
| Best Year | 10.42% | 41.14% |
| Worst Year | -13.78% | -10.25% |
| Avg. Up Day | 1.68% | 1.84% |
| Avg. Down Day | -1.63% | -1.73% |
| Avg. Up Week | 5.63% | 6.69% |
| Avg. Down Week | -5.88% | -4.15% |
| Avg. Up Month | 10.36% | 18.47% |
| Avg. Down Month | -9.31% | -15.08% |
| Win Days % | 48.21% | 51.85% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 50.0% | 51.92% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |