| Metric | 3444142:btcusd:triple_gx:kama95_75_40 | 3444142:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 5.67% | 33.39% |
| Max Drawdown | -25.35% | -28.38% |
| Sharpe | 0.17 | 0.43 |
| Sortino | 0.26 | 0.62 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.96 | 1.0 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 0.92 | 0.93 |
| Outlier Win Ratio | 14.99 | 3.86 |
| Outlier Loss Ratio | 3.8 | 3.38 |
| Volatility (ann.) | 15.58% | 25.96% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.24 | 1.3 |
| Skew | 0.52 | 0.14 |
| Kurtosis | 12.2 | 6.22 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.43% |
| Expected Yearly % | 2.8% | 15.5% |
| Kelly Criterion | 0.66% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.2% |
| Expected Shortfall (cVaR) | -1.33% | -2.2% |
| Year | 3444142:BTCUSD | 3444142:btcusd:triple_gx:kama95_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 43.93 | 22.32 | 0.51 | - |
| 2025 | -7.32 | -13.61 | 1.86 | - |
| Metric | 3444142:btcusd:triple_gx:kama95_75_40 | 3444142:BTCUSD |
|---|---|---|
| MTD | -2.4% | 2.63% |
| 3M | -13.61% | -12.25% |
| 6M | 17.99% | 34.61% |
| YTD | -13.61% | -7.32% |
| 1Y | 5.67% | 33.39% |
| 3Y (ann.) | 6.17% | 36.75% |
| 5Y (ann.) | 6.17% | 36.75% |
| Metric | 3444142:btcusd:triple_gx:kama95_75_40 | 3444142:BTCUSD |
|---|---|---|
| Max Drawdown | -25.35% | -28.38% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -4.44% | -5.22% |
| Avg. Drawdown Days | 14.0 | 13.0 |
| Recovery Factor | 0.22 | 1.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-13 | -25.35 | 107 |
| 2024-12-17 | 2025-03-26 | -23.17 | 98 |
| 2024-06-07 | 2024-07-21 | -7.43 | 44 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-06-05 | -5.83 | 15 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-26 | 2024-11-27 | -1.76 | 0 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 3444142:btcusd:triple_gx:kama95_75_40 | 3444142:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 34.61% | 37.42% |
| Worst Month | -13.6% | -17.69% |
| Best Year | 22.32% | 43.93% |
| Worst Year | -13.61% | -7.32% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.48% | 6.21% |
| Avg. Down Week | -4.25% | -4.66% |
| Avg. Up Month | 10.16% | 15.68% |
| Avg. Down Month | -7.25% | -11.18% |
| Win Days % | 47.7% | 51.34% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |