| Metric | 3490353:ethusd:triple_gx:kama50_25_15 | 3490353:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 138.25% | 63.29% |
| Max Drawdown | -30.58% | -64.9% |
| Sharpe | 0.45 | 0.28 |
| Sortino | 0.73 | 0.4 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 1.29 | 1.05 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 19.12 | 3.71 |
| Outlier Loss Ratio | 4.46 | 3.66 |
| Volatility (ann.) | 17.89% | 34.06% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.98 | 0.24 |
| Skew | 2.4 | 0.23 |
| Kurtosis | 40.61 | 8.94 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.14% | 1.2% |
| Expected Yearly % | 24.24% | 13.04% |
| Kelly Criterion | 3.54% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -2.91% |
| Expected Shortfall (cVaR) | -1.52% | -2.91% |
| Year | 3490353:ETHUSD | 3490353:ethusd:triple_gx:kama50_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.59 | 4.90 | -0.09 | + |
| 2023 | 91.16 | 20.82 | 0.23 | - |
| 2024 | 45.75 | 41.43 | 0.91 | - |
| 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.) | 28.11% | 41.37% |
| 5Y (ann.) | 29.85% | 15.9% |
| Metric | 3490353:ethusd:triple_gx:kama50_25_15 | 3490353:ETHUSD |
|---|---|---|
| Max Drawdown | -30.58% | -64.9% |
| Longest DD Days | 478.0 | 648.0 |
| Avg. Drawdown | -5.79% | -10.49% |
| Avg. Drawdown Days | 24.0 | 66.0 |
| Recovery Factor | 4.52 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-05-10 | -30.58 | 155 |
| 2022-08-13 | 2023-12-05 | -27.69 | 478 |
| 2024-08-24 | 2024-12-05 | -23.87 | 102 |
| 2022-05-07 | 2022-06-26 | -18.63 | 50 |
| 2022-06-26 | 2022-07-18 | -15.29 | 22 |
| 2025-05-29 | 2025-07-14 | -14.78 | 45 |
| 2024-03-08 | 2024-05-20 | -14.46 | 73 |
| 2025-08-24 | 2025-09-01 | -11.64 | 7 |
| 2024-01-11 | 2024-02-12 | -10.89 | 32 |
| 2022-07-30 | 2022-08-05 | -8.60 | 6 |
| Metric | 3490353:ethusd:triple_gx:kama50_25_15 | 3490353:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 23.04% | 27.26% |
| Worst Week | -12.64% | -34.61% |
| Best Month | 25.32% | 56.93% |
| Worst Month | -14.8% | -44.86% |
| Best Year | 41.43% | 91.16% |
| Worst Year | 4.9% | -55.59% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -0.98% | -0.99% |
| Avg. Up Week | 7.02% | 10.5% |
| Avg. Down Week | -5.81% | -7.23% |
| Avg. Up Month | 11.92% | 22.14% |
| Avg. Down Month | -9.15% | -14.43% |
| Win Days % | 47.67% | 50.48% |
| Win Month % | 61.54% | 51.22% |
| Win Week % | 50.46% | 53.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |