| Metric | 3444093:btcusd:triple_gx:kama90_65_40 | 3444093:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 109.01% | 142.37% |
| Max Drawdown | -23.29% | -67.18% |
| Sharpe | 0.46 | 0.39 |
| Sortino | 0.68 | 0.57 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.2 | 1.04 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 17.3 | 4.06 |
| Outlier Loss Ratio | 4.27 | 3.8 |
| Volatility (ann.) | 15.23% | 26.78% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.12 | 0.48 |
| Skew | 0.41 | 0.18 |
| Kurtosis | 18.01 | 6.15 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.91% | 2.3% |
| Expected Yearly % | 20.24% | 24.77% |
| Kelly Criterion | 4.4% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.28% |
| Expected Shortfall (cVaR) | -1.29% | -2.28% |
| Year | 3444093:BTCUSD | 3444093:btcusd:triple_gx:kama90_65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 6.57 | -0.12 | + |
| 2023 | 155.54 | 76.60 | 0.49 | - |
| 2024 | 121.00 | 18.86 | 0.16 | - |
| 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% | 23.79% |
| 3Y (ann.) | 27.26% | 24.94% |
| 5Y (ann.) | 26.16% | 32.19% |
| Metric | 3444093:btcusd:triple_gx:kama90_65_40 | 3444093:BTCUSD |
|---|---|---|
| Max Drawdown | -23.29% | -67.18% |
| Longest DD Days | 261.0 | 683.0 |
| Avg. Drawdown | -3.77% | -6.09% |
| Avg. Drawdown Days | 20.0 | 28.0 |
| Recovery Factor | 4.68 | 2.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2024-12-04 | -23.29 | 261 |
| 2022-03-29 | 2022-09-09 | -19.08 | 163 |
| 2024-12-17 | 2025-03-26 | -18.29 | 98 |
| 2022-09-13 | 2023-01-13 | -18.07 | 122 |
| 2023-04-14 | 2023-10-23 | -14.44 | 192 |
| 2024-01-11 | 2024-02-26 | -12.60 | 46 |
| 2022-02-10 | 2022-03-29 | -11.79 | 46 |
| 2023-02-21 | 2023-03-17 | -10.47 | 24 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| Metric | 3444093:btcusd:triple_gx:kama90_65_40 | 3444093:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.43% | 35.75% |
| Worst Week | -10.76% | -29.64% |
| Best Month | 32.29% | 43.77% |
| Worst Month | -11.78% | -37.12% |
| Best Year | 76.6% | 155.54% |
| Worst Year | -6.57% | -53.69% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.64% | 7.15% |
| Avg. Down Week | -4.23% | -5.45% |
| Avg. Up Month | 9.5% | 17.44% |
| Avg. Down Month | -6.13% | -14.62% |
| Win Days % | 50.14% | 51.08% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 58.95% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |