| Metric | 3490758:ethusd:triple_gx:kama50_25_20 | 3490758:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 10.46% | 25.11% |
| Max Drawdown | -30.56% | -63.95% |
| Sharpe | 0.19 | 0.29 |
| Sortino | 0.29 | 0.42 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.06 | 1.05 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.08 | 1.03 |
| Outlier Win Ratio | 19.96 | 3.19 |
| Outlier Loss Ratio | 4.09 | 3.46 |
| Volatility (ann.) | 17.73% | 35.45% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.24 | 0.27 |
| Skew | 2.85 | 0.27 |
| Kurtosis | 60.63 | 10.11 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.55% | 1.25% |
| Expected Yearly % | 5.1% | 11.85% |
| Kelly Criterion | 0.08% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.02% |
| Expected Shortfall (cVaR) | -1.52% | -3.02% |
| Year | 3490758:ETHUSD | 3490758:ethusd:triple_gx:kama50_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | -4.50 | 0.87 | + |
| 2025 | 31.97 | 15.67 | 0.49 | - |
| Metric | 3490758:ethusd:triple_gx:kama50_25_20 | 3490758:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 14.1% | 73.76% |
| 6M | 43.38% | 98.28% |
| YTD | 15.67% | 31.97% |
| 1Y | 18.25% | 74.9% |
| 3Y (ann.) | 7.26% | 17.1% |
| 5Y (ann.) | 7.26% | 17.1% |
| Metric | 3490758:ethusd:triple_gx:kama50_25_20 | 3490758:ETHUSD |
|---|---|---|
| Max Drawdown | -30.56% | -63.95% |
| Longest DD Days | 420.0 | 235.0 |
| Avg. Drawdown | -6.21% | -13.99% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 0.34 | 0.39 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-07-18 | -30.56 | 420 |
| 2025-08-15 | 2025-09-01 | -17.32 | 16 |
| 2024-04-09 | 2024-05-20 | -13.45 | 41 |
| 2025-07-21 | 2025-07-27 | -6.52 | 5 |
| 2025-07-18 | 2025-07-20 | -3.50 | 2 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2024-05-21 | 2024-05-21 | -0.78 | 0 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| Metric | 3490758:ethusd:triple_gx:kama50_25_20 | 3490758:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.95% | -14.0% |
| Best Week | 17.03% | 27.26% |
| Worst Week | -12.43% | -20.52% |
| Best Month | 34.53% | 48.75% |
| Worst Month | -18.5% | -32.24% |
| Best Year | 15.67% | 31.97% |
| Worst Year | -4.5% | -5.2% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.08% | -1.09% |
| Avg. Up Week | 6.7% | 10.83% |
| Avg. Down Week | -8.49% | -8.02% |
| Avg. Up Month | 20.03% | 33.09% |
| Avg. Down Month | -10.77% | -12.12% |
| Win Days % | 46.49% | 50.56% |
| Win Month % | 46.67% | 38.89% |
| Win Week % | 58.54% | 52.63% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |