| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -6.35% | 26.68% |
| Max Drawdown | -27.63% | -26.06% |
| Sharpe | -0.1 | 0.74 |
| Sortino | -0.15 | 1.07 |
| Payoff Ratio | 0.97 | 1.06 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 0.88 | 1.14 |
| CPC Index | 0.46 | 0.61 |
| Tail Ratio | 0.91 | 1.02 |
| Outlier Win Ratio | 16.43 | 3.14 |
| Outlier Loss Ratio | 3.2 | 2.9 |
| Volatility (ann.) | 28.33% | 51.14% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.24 | 1.07 |
| Skew | 1.14 | -0.12 |
| Kurtosis | 11.78 | 2.64 |
| Expected Daily % | -0.02% | 0.07% |
| Expected Monthly % | -0.5% | 1.84% |
| Expected Yearly % | -3.23% | 12.55% |
| Kelly Criterion | -3.83% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -4.3% |
| Expected Shortfall (cVaR) | -2.45% | -4.3% |
| Year | 3422636:BTCUSD | 3422636:btcusd:double_slow_high_gx:kama160_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 41.14 | 7.75 | 0.19 | - |
| 2025 | -10.25 | -13.09 | 1.28 | - |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.01% |
| 3M | -13.09% | -12.61% |
| 6M | 13.13% | 26.49% |
| YTD | -13.09% | -10.25% |
| 1Y | -6.35% | 26.68% |
| 3Y (ann.) | -6.6% | 27.88% |
| 5Y (ann.) | -6.6% | 27.88% |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Max Drawdown | -27.63% | -26.06% |
| Longest DD Days | 164.0 | 144.0 |
| Avg. Drawdown | -11.58% | -9.09% |
| Avg. Drawdown Days | 77.0 | 30.0 |
| Recovery Factor | -0.23 | 1.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2024-11-19 | -27.63 | 164 |
| 2024-11-23 | 2025-04-01 | -15.25 | 129 |
| 2024-05-23 | 2024-06-05 | -3.29 | 13 |
| 2024-06-06 | 2024-06-07 | -0.14 | 1 |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -6.29% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -9.74% | -18.81% |
| Best Month | 29.28% | 34.43% |
| Worst Month | -16.73% | -23.44% |
| Best Year | 7.75% | 41.14% |
| Worst Year | -13.09% | -10.25% |
| Avg. Up Day | 1.76% | 1.85% |
| Avg. Down Day | -1.81% | -1.76% |
| Avg. Up Week | 5.78% | 6.94% |
| Avg. Down Week | -6.0% | -4.02% |
| Avg. Up Month | 17.94% | 21.7% |
| Avg. Down Month | -10.74% | -15.08% |
| Win Days % | 48.8% | 51.85% |
| Win Month % | 30.0% | 61.54% |
| Win Week % | 50.0% | 51.92% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |