| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 101.74% | 124.64% |
| Max Drawdown | -24.96% | -61.91% |
| Sharpe | 2.66 | 2.72 |
| Sortino | 7.65 | 4.35 |
| Payoff Ratio | 4.54 | 2.38 |
| Profit Factor | 1.9 | 1.67 |
| Common Sense Ratio | 4.48 | 3.72 |
| CPC Index | 1.76 | 2.13 |
| Tail Ratio | 2.36 | 2.22 |
| Outlier Win Ratio | 3.13 | 4.92 |
| Outlier Loss Ratio | 10.51 | 3.32 |
| Volatility (ann.) | 130.92% | 176.64% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.07 | 0.51 |
| Skew | 2.87 | -0.34 |
| Kurtosis | 9.83 | 9.17 |
| Expected Daily % | 0.75% | 0.86% |
| Expected Monthly % | 2.37% | 2.73% |
| Expected Yearly % | 19.18% | 22.43% |
| Kelly Criterion | 2.92% | 34.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.32% | -13.89% |
| Expected Shortfall (cVaR) | -10.32% | -13.89% |
| Year | 3422610:BTCUSD | 3422610:btcusd:double_slow_high_gx:kama130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.32 | -13.75 | 0.25 | + |
| 2023 | 115.74 | 60.58 | 0.52 | - |
| 2024 | 141.46 | 68.94 | 0.49 | - |
| 2025 | -3.48 | -13.78 | 3.96 | - |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| MTD | -7.54% | -2.93% |
| 3M | 17.22% | 47.75% |
| 6M | 12.62% | 61.3% |
| YTD | -13.78% | -3.48% |
| 1Y | 52.11% | 130.89% |
| 3Y (ann.) | 26.66% | 31.33% |
| 5Y (ann.) | 26.66% | 31.33% |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Max Drawdown | -24.96% | -61.91% |
| Longest DD Days | 344.0 | 685.0 |
| Avg. Drawdown | -5.84% | -17.16% |
| Avg. Drawdown Days | 59.0 | 150.0 |
| Recovery Factor | 4.08 | 2.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-11-11 | -24.96 | 173 |
| 2022-02-20 | 2023-01-31 | -17.50 | 344 |
| 2023-12-07 | 2024-02-21 | -14.73 | 76 |
| 2025-01-22 | 2025-02-04 | -13.78 | 13 |
| 2023-06-23 | 2023-11-14 | -7.08 | 144 |
| 2024-11-27 | 2024-12-05 | -2.32 | 7 |
| 2023-02-05 | 2023-02-21 | -0.19 | 15 |
| 2024-02-21 | 2024-03-06 | -0.18 | 13 |
| 2023-11-15 | 2023-11-16 | -0.18 | 1 |
| 2024-03-24 | 2024-03-26 | -0.18 | 1 |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Best Day | 30.54% | 30.78% |
| Worst Day | -13.12% | -46.15% |
| Best Week | 33.43% | 33.87% |
| Worst Week | -13.12% | -46.15% |
| Best Month | 35.09% | 43.7% |
| Worst Month | -17.5% | -46.15% |
| Best Year | 68.94% | 141.46% |
| Worst Year | -13.78% | -55.32% |
| Avg. Up Day | 10.0% | 10.2% |
| Avg. Down Day | -2.2% | -4.29% |
| Avg. Up Week | 11.99% | 13.9% |
| Avg. Down Week | -3.3% | -5.99% |
| Avg. Up Month | 16.4% | 17.91% |
| Avg. Down Month | -5.28% | -8.13% |
| Win Days % | 20.43% | 53.76% |
| Win Month % | 36.67% | 53.33% |
| Win Week % | 30.77% | 51.92% |
| Win Quarter % | 46.15% | 46.15% |
| Win Year % | 50.0% | 50.0% |