| Metric | 3490353:ethusd:triple_gx:kama50_25_15 | 3490353:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 31.93% | 25.11% |
| Max Drawdown | -30.58% | -63.95% |
| Sharpe | 0.37 | 0.29 |
| Sortino | 0.59 | 0.42 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.07 | 1.03 |
| Outlier Win Ratio | 21.27 | 3.25 |
| Outlier Loss Ratio | 4.16 | 3.37 |
| Volatility (ann.) | 17.18% | 35.45% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.7 | 0.27 |
| Skew | 3.3 | 0.27 |
| Kurtosis | 67.32 | 10.11 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.55% | 1.25% |
| Expected Yearly % | 14.86% | 11.85% |
| Kelly Criterion | 2.64% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.02% |
| Expected Shortfall (cVaR) | -1.46% | -3.02% |
| Year | 3490353:ETHUSD | 3490353:ethusd:triple_gx:kama50_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | -0.74 | 0.14 | + |
| 2025 | 31.97 | 32.92 | 1.03 | + |
| Metric | 3490353:ethusd:triple_gx:kama50_25_15 | 3490353:ETHUSD |
|---|---|---|
| MTD | 0.07% | 0.07% |
| 3M | 18.72% | 73.76% |
| 6M | 43.6% | 98.28% |
| YTD | 32.92% | 31.97% |
| 1Y | 35.95% | 74.9% |
| 3Y (ann.) | 21.56% | 17.1% |
| 5Y (ann.) | 21.56% | 17.1% |
| Metric | 3490353:ethusd:triple_gx:kama50_25_15 | 3490353:ETHUSD |
|---|---|---|
| Max Drawdown | -30.58% | -63.95% |
| Longest DD Days | 155.0 | 235.0 |
| Avg. Drawdown | -6.28% | -13.99% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 1.04 | 0.39 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-05-10 | -30.58 | 155 |
| 2024-08-24 | 2024-12-05 | -23.87 | 102 |
| 2025-05-29 | 2025-07-14 | -14.78 | 45 |
| 2024-04-08 | 2024-05-20 | -14.25 | 42 |
| 2025-08-24 | 2025-09-01 | -11.64 | 7 |
| 2025-07-28 | 2025-08-09 | -6.84 | 12 |
| 2024-05-23 | 2024-07-17 | -5.31 | 54 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2025-07-18 | 2025-07-20 | -3.50 | 2 |
| Metric | 3490353:ethusd:triple_gx:kama50_25_15 | 3490353:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.12% | -14.0% |
| Best Week | 19.08% | 27.26% |
| Worst Week | -12.64% | -20.52% |
| Best Month | 22.49% | 48.75% |
| Worst Month | -13.22% | -32.24% |
| Best Year | 32.92% | 31.97% |
| Worst Year | -0.74% | -5.2% |
| Avg. Up Day | 1.23% | 1.24% |
| Avg. Down Day | -1.04% | -1.05% |
| Avg. Up Week | 7.42% | 10.69% |
| Avg. Down Week | -7.73% | -6.74% |
| Avg. Up Month | 13.18% | 26.33% |
| Avg. Down Month | -9.2% | -10.16% |
| Win Days % | 47.22% | 50.56% |
| Win Month % | 56.25% | 38.89% |
| Win Week % | 51.22% | 52.63% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |