| Metric | 3443710:btcusd:triple_gx:kama100_45_35 | 3443710:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 150.57% | 122.28% |
| Max Drawdown | -25.65% | -67.18% |
| Sharpe | 0.52 | 0.37 |
| Sortino | 0.78 | 0.53 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.26 | 1.04 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 15.06 | 4.15 |
| Outlier Loss Ratio | 4.25 | 3.96 |
| Volatility (ann.) | 16.72% | 26.65% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.31 | 0.43 |
| Skew | 0.66 | 0.18 |
| Kurtosis | 16.54 | 6.24 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.38% | 2.07% |
| Expected Yearly % | 25.81% | 22.1% |
| Kelly Criterion | 5.06% | 7.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.27% |
| Expected Shortfall (cVaR) | -1.42% | -2.27% |
| Year | 3443710:BTCUSD | 3443710:btcusd:triple_gx:kama100_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 1.91 | -0.03 | + |
| 2023 | 155.54 | 73.32 | 0.47 | - |
| 2024 | 121.00 | 56.22 | 0.46 | - |
| 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 | 7.89% | 18.06% |
| 3Y (ann.) | 23.71% | 20.38% |
| 5Y (ann.) | 33.51% | 28.57% |
| Metric | 3443710:btcusd:triple_gx:kama100_45_35 | 3443710:BTCUSD |
|---|---|---|
| Max Drawdown | -25.65% | -67.18% |
| Longest DD Days | 509.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.47% |
| Avg. Drawdown Days | 24.0 | 31.0 |
| Recovery Factor | 5.87 | 1.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-10-23 | -25.65 | 509 |
| 2024-04-01 | 2024-11-06 | -24.13 | 219 |
| 2024-12-17 | 2025-03-31 | -20.69 | 103 |
| 2022-02-10 | 2022-03-24 | -13.70 | 41 |
| 2022-03-29 | 2022-05-30 | -10.58 | 62 |
| 2023-12-09 | 2024-02-12 | -9.79 | 65 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-03-05 | 2024-03-31 | -6.30 | 26 |
| 2024-11-13 | 2024-11-27 | -5.47 | 13 |
| 2023-11-16 | 2023-11-22 | -4.55 | 6 |
| Metric | 3443710:btcusd:triple_gx:kama100_45_35 | 3443710:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 16.6% | 35.75% |
| Worst Week | -14.83% | -29.64% |
| Best Month | 31.03% | 43.77% |
| Worst Month | -16.04% | -37.12% |
| Best Year | 73.32% | 155.54% |
| Worst Year | -9.19% | -55.3% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 5.64% | 7.33% |
| Avg. Down Week | -4.36% | -4.66% |
| Avg. Up Month | 11.25% | 16.81% |
| Avg. Down Month | -7.74% | -11.73% |
| Win Days % | 49.9% | 51.07% |
| Win Month % | 55.56% | 58.97% |
| Win Week % | 54.0% | 49.41% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 75.0% | 50.0% |