| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 111.5% | 81.98% |
| Max Drawdown | -17.5% | -66.89% |
| Sharpe | 1.38 | 0.76 |
| Sortino | 2.53 | 1.16 |
| Payoff Ratio | 1.43 | 1.6 |
| Profit Factor | 1.46 | 1.13 |
| Common Sense Ratio | 2.09 | 1.21 |
| CPC Index | 1.01 | 0.92 |
| Tail Ratio | 1.43 | 1.07 |
| Outlier Win Ratio | 19.01 | 3.72 |
| Outlier Loss Ratio | 4.47 | 3.11 |
| Volatility (ann.) | 27.5% | 56.49% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.33 | 0.47 |
| Skew | 2.14 | 0.34 |
| Kurtosis | 16.65 | 3.79 |
| Expected Daily % | 0.09% | 0.07% |
| Expected Monthly % | 2.81% | 2.24% |
| Expected Yearly % | 28.36% | 22.09% |
| Kelly Criterion | 12.58% | 20.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.26% | -4.75% |
| Expected Shortfall (cVaR) | -2.26% | -4.75% |
| Year | 3422610:BTCUSD | 3422610:btcusd:double_slow_high_gx:kama130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.29 | -13.91 | 0.25 | + |
| 2023 | 154.85 | 60.87 | 0.39 | - |
| 2024 | 59.70 | 52.71 | 0.88 | - |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| MTD | 0.0% | -4.24% |
| 3M | 43.11% | 46.12% |
| 6M | 82.71% | 150.45% |
| YTD | 52.71% | 59.7% |
| 1Y | 70.08% | 123.54% |
| 3Y (ann.) | 40.74% | 31.41% |
| 5Y (ann.) | 40.74% | 31.41% |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Max Drawdown | -17.5% | -66.89% |
| Longest DD Days | 334.0 | 683.0 |
| Avg. Drawdown | -3.86% | -11.46% |
| Avg. Drawdown Days | 32.0 | 78.0 |
| Recovery Factor | 6.37 | 1.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2023-01-16 | -17.50 | 334 |
| 2023-12-10 | 2024-02-15 | -16.56 | 67 |
| 2023-07-15 | 2023-10-22 | -8.72 | 99 |
| 2023-02-22 | 2023-04-11 | -6.40 | 48 |
| 2023-11-13 | 2023-12-09 | -4.39 | 26 |
| 2024-02-20 | 2024-02-27 | -4.24 | 7 |
| 2023-01-31 | 2023-02-16 | -4.11 | 16 |
| 2023-02-17 | 2023-02-19 | -3.96 | 2 |
| 2023-07-05 | 2023-07-14 | -2.88 | 9 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -6.88% | -14.67% |
| Best Week | 19.69% | 28.96% |
| Worst Week | -8.25% | -30.92% |
| Best Month | 39.05% | 45.57% |
| Worst Month | -17.5% | -36.86% |
| Best Year | 60.87% | 154.85% |
| Worst Year | -13.91% | -55.29% |
| Avg. Up Day | 2.06% | 2.33% |
| Avg. Down Day | -1.44% | -1.46% |
| Avg. Up Week | 5.84% | 7.09% |
| Avg. Down Week | -3.4% | -3.96% |
| Avg. Up Month | 15.32% | 20.43% |
| Avg. Down Month | -3.48% | -9.7% |
| Win Days % | 48.5% | 51.25% |
| Win Month % | 50.0% | 55.56% |
| Win Week % | 51.92% | 53.39% |
| Win Quarter % | 55.56% | 50.0% |
| Win Year % | 66.67% | 66.67% |