| Metric | 3490758:ethusd:triple_gx:kama50_25_20 | 3490758:ETHUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 110.36% | 63.29% |
| Max Drawdown | -30.56% | -64.9% |
| Sharpe | 0.4 | 0.28 |
| Sortino | 0.65 | 0.4 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.31 | 1.05 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 20.01 | 3.66 |
| Outlier Loss Ratio | 4.4 | 3.65 |
| Volatility (ann.) | 17.67% | 34.06% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.82 | 0.24 |
| Skew | 2.42 | 0.23 |
| Kurtosis | 42.99 | 8.94 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.83% | 1.2% |
| Expected Yearly % | 20.43% | 13.04% |
| Kelly Criterion | 2.75% | 7.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.91% |
| Expected Shortfall (cVaR) | -1.5% | -2.91% |
| Year | 3490758:ETHUSD | 3490758:ethusd:triple_gx:kama50_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.59 | 5.63 | -0.10 | + |
| 2023 | 91.16 | 59.05 | 0.65 | - |
| 2024 | 45.75 | 8.25 | 0.18 | - |
| 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.) | 27.56% | 41.37% |
| 5Y (ann.) | 25.08% | 15.9% |
| Metric | 3490758:ethusd:triple_gx:kama50_25_20 | 3490758:ETHUSD |
|---|---|---|
| Max Drawdown | -30.56% | -64.9% |
| Longest DD Days | 420.0 | 648.0 |
| Avg. Drawdown | -5.64% | -10.49% |
| Avg. Drawdown Days | 30.0 | 66.0 |
| Recovery Factor | 3.61 | 0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-07-18 | -30.56 | 420 |
| 2022-05-07 | 2022-08-12 | -25.73 | 97 |
| 2023-01-21 | 2023-04-14 | -20.27 | 83 |
| 2022-08-15 | 2023-01-08 | -19.81 | 146 |
| 2025-08-15 | 2025-09-01 | -17.32 | 16 |
| 2023-07-03 | 2023-11-09 | -17.13 | 129 |
| 2024-02-29 | 2024-05-20 | -14.21 | 81 |
| 2024-01-11 | 2024-02-12 | -12.09 | 32 |
| 2025-07-21 | 2025-07-27 | -6.52 | 5 |
| 2023-05-30 | 2023-06-22 | -5.53 | 22 |
| Metric | 3490758:ethusd:triple_gx:kama50_25_20 | 3490758:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 17.31% | 27.26% |
| Worst Week | -14.74% | -34.61% |
| Best Month | 34.53% | 56.93% |
| Worst Month | -18.5% | -44.86% |
| Best Year | 59.05% | 91.16% |
| Worst Year | 5.63% | -55.59% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -1.0% | -1.01% |
| Avg. Up Week | 6.76% | 10.62% |
| Avg. Down Week | -4.88% | -6.94% |
| Avg. Up Month | 13.3% | 23.83% |
| Avg. Down Month | -10.96% | -12.23% |
| Win Days % | 47.58% | 50.48% |
| Win Month % | 60.53% | 51.22% |
| Win Week % | 50.47% | 53.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |