| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 111.5% | 66.2% |
| Max Drawdown | -18.24% | -67.18% |
| Sharpe | 0.73 | 0.35 |
| Sortino | 1.17 | 0.51 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.46 | 1.04 |
| CPC Index | 0.73 | 0.63 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 22.45 | 4.0 |
| Outlier Loss Ratio | 4.47 | 3.61 |
| Volatility (ann.) | 12.85% | 26.95% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.23 | 0.39 |
| Skew | 1.45 | 0.19 |
| Kurtosis | 24.08 | 6.37 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.81% | 1.9% |
| Expected Yearly % | 28.36% | 18.45% |
| Kelly Criterion | 7.97% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.29% |
| Expected Shortfall (cVaR) | -1.08% | -2.29% |
| Year | 3422610:BTCUSD | 3422610:btcusd:double_slow_high_gx:kama130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -13.91 | 0.24 | + |
| 2023 | 155.54 | 59.58 | 0.38 | - |
| 2024 | 51.55 | 53.95 | 1.05 | + |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| MTD | 0.0% | -10.2% |
| 3M | 54.25% | 49.67% |
| 6M | 82.71% | 138.26% |
| YTD | 53.95% | 51.55% |
| 1Y | 70.08% | 110.51% |
| 3Y (ann.) | 40.68% | 26.05% |
| 5Y (ann.) | 40.68% | 26.05% |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Max Drawdown | -18.24% | -67.18% |
| Longest DD Days | 332.0 | 683.0 |
| Avg. Drawdown | -3.95% | -7.67% |
| Avg. Drawdown Days | 28.0 | 44.0 |
| Recovery Factor | 6.11 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2023-01-14 | -18.24 | 332 |
| 2023-11-11 | 2024-02-14 | -17.16 | 95 |
| 2023-07-14 | 2023-10-21 | -9.69 | 99 |
| 2023-02-21 | 2023-04-10 | -7.57 | 48 |
| 2024-03-05 | 2024-03-25 | -6.30 | 20 |
| 2023-02-16 | 2023-02-21 | -5.52 | 4 |
| 2024-02-15 | 2024-02-26 | -5.21 | 11 |
| 2023-01-30 | 2023-02-15 | -4.68 | 16 |
| 2023-07-04 | 2023-07-13 | -4.05 | 9 |
| 2023-04-11 | 2023-07-03 | -3.45 | 83 |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -5.52% | -7.86% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 37.32% | 43.77% |
| Worst Month | -14.17% | -37.12% |
| Best Year | 59.58% | 155.54% |
| Worst Year | -13.91% | -57.08% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.74% | -0.74% |
| Avg. Up Week | 6.91% | 8.77% |
| Avg. Down Week | -2.95% | -4.4% |
| Avg. Up Month | 12.79% | 18.56% |
| Avg. Down Month | -3.29% | -12.22% |
| Win Days % | 50.4% | 51.11% |
| Win Month % | 55.0% | 59.26% |
| Win Week % | 44.44% | 49.15% |
| Win Quarter % | 55.56% | 50.0% |
| Win Year % | 66.67% | 66.67% |