| Metric | 3443710:btcusd:triple_gx:kama100_45_35 | 3443710:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 25.5% | 26.73% |
| Max Drawdown | -21.41% | -28.38% |
| Sharpe | 0.45 | 0.37 |
| Sortino | 0.68 | 0.54 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.15 | 0.99 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.04 | 0.94 |
| Outlier Win Ratio | 13.36 | 3.87 |
| Outlier Loss Ratio | 3.87 | 3.48 |
| Volatility (ann.) | 16.59% | 25.84% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.29 | 1.02 |
| Skew | 0.87 | 0.14 |
| Kurtosis | 14.15 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.91% | 1.99% |
| Expected Yearly % | 12.03% | 12.58% |
| Kelly Criterion | 4.09% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.2% |
| Expected Shortfall (cVaR) | -1.41% | -2.2% |
| Year | 3443710:BTCUSD | 3443710:btcusd:triple_gx:kama100_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 43.93 | 38.20 | 0.87 | - |
| 2025 | -11.95 | -9.19 | 0.77 | + |
| Metric | 3443710:btcusd:triple_gx:kama100_45_35 | 3443710:BTCUSD |
|---|---|---|
| MTD | -5.92% | -2.49% |
| 3M | -9.19% | -12.15% |
| 6M | 28.58% | 24.81% |
| YTD | -9.19% | -11.95% |
| 1Y | 25.5% | 26.73% |
| 3Y (ann.) | 27.62% | 28.96% |
| 5Y (ann.) | 27.62% | 28.96% |
| Metric | 3443710:btcusd:triple_gx:kama100_45_35 | 3443710:BTCUSD |
|---|---|---|
| Max Drawdown | -21.41% | -28.38% |
| Longest DD Days | 103.0 | 144.0 |
| Avg. Drawdown | -4.14% | -5.22% |
| Avg. Drawdown Days | 12.0 | 13.0 |
| Recovery Factor | 1.19 | 0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-10-29 | -21.41 | 92 |
| 2024-12-17 | 2025-03-31 | -20.69 | 103 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-06-07 | 2024-07-16 | -7.38 | 39 |
| 2024-10-30 | 2024-11-06 | -6.78 | 7 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-06-05 | -5.83 | 15 |
| 2024-11-13 | 2024-11-27 | -5.47 | 13 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 3443710:btcusd:triple_gx:kama100_45_35 | 3443710:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 13.78% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 26.84% | 37.42% |
| Worst Month | -13.74% | -17.69% |
| Best Year | 38.2% | 43.93% |
| Worst Year | -9.19% | -11.95% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 5.17% | 5.92% |
| Avg. Down Week | -3.66% | -4.51% |
| Avg. Up Month | 9.62% | 13.3% |
| Avg. Down Month | -5.8% | -7.85% |
| Win Days % | 48.75% | 51.28% |
| Win Month % | 54.55% | 50.0% |
| Win Week % | 50.0% | 49.02% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |