| Metric | 3468843:btcusd:triple_gx:kama75_45_40 | 3468843:BTCUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 67.33% | 30.91% |
| Max Drawdown | -21.48% | -26.0% |
| Sharpe | 1.63 | 0.84 |
| Sortino | 2.76 | 1.31 |
| Payoff Ratio | 1.26 | 1.1 |
| Profit Factor | 1.34 | 1.13 |
| Common Sense Ratio | 1.72 | 1.26 |
| CPC Index | 0.87 | 0.61 |
| Tail Ratio | 1.28 | 1.12 |
| Outlier Win Ratio | 7.12 | 3.59 |
| Outlier Loss Ratio | 3.4 | 3.11 |
| Volatility (ann.) | 39.53% | 50.29% |
| R^2 | 0.63 | 0.63 |
| Calmar | 3.56 | 1.33 |
| Skew | 1.11 | 0.6 |
| Kurtosis | 5.8 | 2.5 |
| Expected Daily % | 0.16% | 0.08% |
| Expected Monthly % | 4.79% | 2.48% |
| Expected Yearly % | 29.36% | 14.41% |
| Kelly Criterion | 13.08% | 3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -4.21% |
| Expected Shortfall (cVaR) | -3.23% | -4.21% |
| Year | 3468843:BTCUSD | 3468843:btcusd:triple_gx:kama75_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 74.86 | 1.55 | + |
| 2025 | -11.78 | -4.30 | 0.37 | + |
| Metric | 3468843:btcusd:triple_gx:kama75_45_40 | 3468843:BTCUSD |
|---|---|---|
| MTD | 5.98% | -2.3% |
| 3M | -5.13% | -12.54% |
| 6M | 35.79% | 25.19% |
| YTD | -4.3% | -11.78% |
| 1Y | 67.33% | 30.91% |
| 3Y (ann.) | 76.42% | 34.58% |
| 5Y (ann.) | 76.42% | 34.58% |
| Metric | 3468843:btcusd:triple_gx:kama75_45_40 | 3468843:BTCUSD |
|---|---|---|
| Max Drawdown | -21.48% | -26.0% |
| Longest DD Days | 67.0 | 161.0 |
| Avg. Drawdown | -5.17% | -6.87% |
| Avg. Drawdown Days | 11.0 | 22.0 |
| Recovery Factor | 3.13 | 1.19 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-30 | -21.48 | 67 |
| 2024-08-26 | 2024-09-24 | -16.03 | 29 |
| 2024-12-18 | 2025-01-21 | -12.80 | 34 |
| 2024-09-29 | 2024-10-14 | -8.47 | 15 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-10-21 | 2024-10-28 | -3.55 | 7 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| Metric | 3468843:btcusd:triple_gx:kama75_45_40 | 3468843:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -5.64% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -12.33% | -12.33% |
| Best Month | 37.42% | 37.42% |
| Worst Month | -17.69% | -17.69% |
| Best Year | 74.86% | 48.38% |
| Worst Year | -4.3% | -11.78% |
| Avg. Up Day | 2.02% | 2.03% |
| Avg. Down Day | -1.61% | -1.84% |
| Avg. Up Week | 5.87% | 5.87% |
| Avg. Down Week | -4.5% | -4.5% |
| Avg. Up Month | 13.35% | 14.52% |
| Avg. Down Month | -10.46% | -10.46% |
| Win Days % | 51.58% | 49.24% |
| Win Month % | 77.78% | 54.55% |
| Win Week % | 60.0% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |