| Metric | 3468843:btcusd:triple_gx:kama75_45_40 | 3468843:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 160.36% | 1,440.76% |
| Max Drawdown | -34.53% | -76.67% |
| Sharpe | 0.77 | 1.19 |
| Sortino | 1.28 | 1.8 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.26 | 1.2 |
| Common Sense Ratio | 1.54 | 1.31 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.22 | 1.09 |
| Outlier Win Ratio | 21.64 | 3.24 |
| Outlier Loss Ratio | 3.52 | 3.27 |
| Volatility (ann.) | 30.44% | 62.12% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.6 | 0.94 |
| Skew | 1.96 | 0.2 |
| Kurtosis | 22.74 | 3.43 |
| Expected Daily % | 0.05% | 0.15% |
| Expected Monthly % | 1.58% | 4.59% |
| Expected Yearly % | 17.29% | 57.75% |
| Kelly Criterion | 9.97% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -5.15% |
| Expected Shortfall (cVaR) | -2.56% | -5.15% |
| Year | 3468843:BTCUSD | 3468843:btcusd:triple_gx:kama75_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 442.34 | 98.26 | 0.22 | - |
| 2021 | 59.34 | -8.74 | -0.15 | - |
| 2022 | -64.22 | -2.84 | 0.04 | + |
| 2023 | 155.54 | 0.00 | 0.00 | - |
| 2024 | 121.00 | 54.76 | 0.45 | - |
| 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 | 48.1% | 17.82% |
| 3Y (ann.) | 13.97% | 20.15% |
| 5Y (ann.) | 18.81% | 69.52% |
| Metric | 3468843:btcusd:triple_gx:kama75_45_40 | 3468843:BTCUSD |
|---|---|---|
| Max Drawdown | -34.53% | -76.67% |
| Longest DD Days | 1093.0 | 846.0 |
| Avg. Drawdown | -6.55% | -8.5% |
| Avg. Drawdown Days | 52.0 | 33.0 |
| Recovery Factor | 4.64 | 18.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-11-09 | 2024-11-06 | -34.53 | 1093 |
| 2025-01-22 | 2025-03-30 | -21.48 | 67 |
| 2020-05-08 | 2020-06-01 | -14.46 | 24 |
| 2020-03-25 | 2020-04-02 | -13.18 | 8 |
| 2024-12-18 | 2025-01-21 | -12.80 | 34 |
| 2020-06-02 | 2020-07-27 | -11.79 | 55 |
| 2020-04-09 | 2020-04-23 | -10.12 | 14 |
| 2021-10-26 | 2021-11-02 | -7.32 | 7 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2020-03-21 | 2020-03-23 | -6.27 | 2 |
| Metric | 3468843:btcusd:triple_gx:kama75_45_40 | 3468843:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 19.48% |
| Worst Day | -10.43% | -15.42% |
| Best Week | 18.93% | 38.59% |
| Worst Week | -13.91% | -29.64% |
| Best Month | 37.42% | 47.19% |
| Worst Month | -17.69% | -37.12% |
| Best Year | 98.26% | 442.34% |
| Worst Year | -8.74% | -64.22% |
| Avg. Up Day | 2.32% | 2.33% |
| Avg. Down Day | -1.97% | -2.14% |
| Avg. Up Week | 5.94% | 6.16% |
| Avg. Down Week | -4.32% | -4.24% |
| Avg. Up Month | 13.85% | 16.58% |
| Avg. Down Month | -10.44% | -10.48% |
| Win Days % | 51.35% | 51.09% |
| Win Month % | 68.18% | 59.02% |
| Win Week % | 57.14% | 53.36% |
| Win Quarter % | 60.0% | 61.9% |
| Win Year % | 40.0% | 66.67% |