| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -2.54% | 62.53% |
| Max Drawdown | -27.2% | -29.51% |
| Sharpe | 0.01 | 0.54 |
| Sortino | 0.02 | 0.78 |
| Payoff Ratio | 1.04 | 1.06 |
| Profit Factor | 1.0 | 1.09 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 21.34 | 3.38 |
| Outlier Loss Ratio | 4.18 | 3.34 |
| Volatility (ann.) | 11.64% | 25.1% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.08 | 1.73 |
| Skew | 1.13 | 0.22 |
| Kurtosis | 25.66 | 6.5 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.29% |
| Expected Yearly % | -1.28% | 27.49% |
| Kelly Criterion | -1.84% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.12% |
| Expected Shortfall (cVaR) | -1.0% | -2.12% |
| Year | 3422610:BTCUSD | 3422610:btcusd:double_slow_high_gx:kama130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 45.38 | 10.42 | 0.23 | - |
| 2025 | 11.80 | -11.74 | -1.00 | - |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| MTD | -6.59% | -0.27% |
| 3M | 2.36% | 26.2% |
| 6M | -11.74% | -1.67% |
| YTD | -11.74% | 11.8% |
| 1Y | 6.06% | 56.98% |
| 3Y (ann.) | -2.16% | 51.02% |
| 5Y (ann.) | -2.16% | 51.02% |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Max Drawdown | -27.2% | -29.51% |
| Longest DD Days | 207.0 | 144.0 |
| Avg. Drawdown | -4.4% | -5.36% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | -0.09 | 2.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -27.20 | 157 |
| 2024-11-23 | 2025-06-18 | -16.57 | 207 |
| 2024-05-27 | 2024-06-04 | -4.04 | 7 |
| 2024-05-22 | 2024-05-27 | -3.94 | 5 |
| 2024-11-16 | 2024-11-18 | -1.64 | 2 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-15 | 2024-11-15 | -0.48 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 11.87% | 18.93% |
| Worst Week | -9.73% | -12.33% |
| Best Month | 24.31% | 37.42% |
| Worst Month | -10.37% | -17.69% |
| Best Year | 10.42% | 45.38% |
| Worst Year | -11.74% | 11.8% |
| Avg. Up Day | 0.76% | 0.76% |
| Avg. Down Day | -0.73% | -0.72% |
| Avg. Up Week | 4.91% | 6.27% |
| Avg. Down Week | -5.21% | -3.81% |
| Avg. Up Month | 10.09% | 18.38% |
| Avg. Down Month | -7.36% | -8.45% |
| Win Days % | 48.02% | 51.6% |
| Win Month % | 38.46% | 53.33% |
| Win Week % | 48.28% | 52.38% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |