| Metric | 3444093:btcusd:triple_gx:kama90_65_40 | 3444093:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 3.21% | 33.39% |
| Max Drawdown | -21.05% | -28.38% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.19 | 0.62 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.97 | 1.0 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 0.94 | 0.93 |
| Outlier Win Ratio | 13.36 | 3.81 |
| Outlier Loss Ratio | 3.91 | 3.47 |
| Volatility (ann.) | 15.92% | 25.96% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.17 | 1.3 |
| Skew | 0.32 | 0.14 |
| Kurtosis | 10.62 | 6.22 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.43% |
| Expected Yearly % | 1.59% | 15.5% |
| Kelly Criterion | -0.04% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.2% |
| Expected Shortfall (cVaR) | -1.36% | -2.2% |
| Year | 3444093:BTCUSD | 3444093:btcusd:triple_gx:kama90_65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 43.93 | 10.46 | 0.24 | - |
| 2025 | -7.32 | -6.57 | 0.90 | + |
| Metric | 3444093:btcusd:triple_gx:kama90_65_40 | 3444093:BTCUSD |
|---|---|---|
| MTD | -1.54% | 2.63% |
| 3M | -6.57% | -12.25% |
| 6M | 10.67% | 34.61% |
| YTD | -6.57% | -7.32% |
| 1Y | 3.21% | 33.39% |
| 3Y (ann.) | 3.49% | 36.75% |
| 5Y (ann.) | 3.49% | 36.75% |
| Metric | 3444093:btcusd:triple_gx:kama90_65_40 | 3444093:BTCUSD |
|---|---|---|
| Max Drawdown | -21.05% | -28.38% |
| Longest DD Days | 121.0 | 144.0 |
| Avg. Drawdown | -4.26% | -5.22% |
| Avg. Drawdown Days | 14.0 | 13.0 |
| Recovery Factor | 0.15 | 1.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-27 | -21.05 | 121 |
| 2024-12-17 | 2025-03-26 | -18.29 | 98 |
| 2024-06-07 | 2024-07-15 | -11.01 | 38 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-20 | 2024-06-05 | -6.00 | 15 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 3444093:btcusd:triple_gx:kama90_65_40 | 3444093:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 11.79% | 18.93% |
| Worst Week | -8.16% | -12.33% |
| Best Month | 19.23% | 37.42% |
| Worst Month | -10.62% | -17.69% |
| Best Year | 10.46% | 43.93% |
| Worst Year | -6.57% | -7.32% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.06% | 6.46% |
| Avg. Down Week | -4.11% | -5.06% |
| Avg. Up Month | 6.97% | 13.69% |
| Avg. Down Month | -7.06% | -11.18% |
| Win Days % | 47.65% | 51.34% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 51.61% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |