| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 106.13% | 170.96% |
| Max Drawdown | -27.2% | -67.18% |
| Sharpe | 0.49 | 0.41 |
| Sortino | 0.77 | 0.6 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 21.88 | 3.75 |
| Outlier Loss Ratio | 4.49 | 3.62 |
| Volatility (ann.) | 12.44% | 26.31% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.88 | 0.51 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 24.72 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.78% | 2.46% |
| Expected Yearly % | 19.82% | 28.3% |
| Kelly Criterion | 4.72% | 8.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.24% |
| Expected Shortfall (cVaR) | -1.05% | -2.24% |
| 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 | 121.00 | 70.00 | 0.58 | - |
| 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.) | 34.72% | 72.09% |
| 5Y (ann.) | 23.9% | 34.35% |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Max Drawdown | -27.2% | -67.18% |
| Longest DD Days | 332.0 | 683.0 |
| Avg. Drawdown | -4.2% | -6.9% |
| Avg. Drawdown Days | 31.0 | 35.0 |
| Recovery Factor | 3.9 | 2.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-11 | -27.20 | 157 |
| 2022-02-16 | 2023-01-14 | -18.24 | 332 |
| 2023-11-11 | 2024-02-14 | -17.16 | 95 |
| 2024-11-23 | 2025-06-18 | -16.57 | 207 |
| 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 |
| Metric | 3422610:btcusd:double_slow_high_gx:kama130_90 | 3422610:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -9.73% | -29.64% |
| Best Month | 37.32% | 43.77% |
| Worst Month | -14.17% | -37.12% |
| Best Year | 70.0% | 155.54% |
| Worst Year | -13.91% | -57.08% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 6.15% | 7.83% |
| Avg. Down Week | -3.7% | -4.2% |
| Avg. Up Month | 12.02% | 18.51% |
| Avg. Down Month | -5.33% | -10.34% |
| Win Days % | 49.55% | 51.28% |
| Win Month % | 48.48% | 58.54% |
| Win Week % | 45.78% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |