| Metric | 3490762:ethusd:triple_gx:kama60_25_20 | 3490762:ETHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 40.19% | 25.11% |
| Max Drawdown | -29.09% | -63.95% |
| Sharpe | 0.42 | 0.29 |
| Sortino | 0.68 | 0.42 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 19.6 | 3.19 |
| Outlier Loss Ratio | 4.08 | 3.39 |
| Volatility (ann.) | 17.63% | 35.45% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.92 | 0.27 |
| Skew | 3.1 | 0.27 |
| Kurtosis | 61.52 | 10.11 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.89% | 1.25% |
| Expected Yearly % | 18.4% | 11.85% |
| Kelly Criterion | 3.15% | 8.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.02% |
| Expected Shortfall (cVaR) | -1.5% | -3.02% |
| Year | 3490762:ETHUSD | 3490762:ethusd:triple_gx:kama60_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 15.37 | -2.96 | + |
| 2025 | 31.97 | 21.52 | 0.67 | - |
| Metric | 3490762:ethusd:triple_gx:kama60_25_20 | 3490762:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.6% | 73.76% |
| 6M | 51.88% | 98.28% |
| YTD | 21.52% | 31.97% |
| 1Y | 32.1% | 74.9% |
| 3Y (ann.) | 26.88% | 17.1% |
| 5Y (ann.) | 26.88% | 17.1% |
| Metric | 3490762:ethusd:triple_gx:kama60_25_20 | 3490762:ETHUSD |
|---|---|---|
| Max Drawdown | -29.09% | -63.95% |
| Longest DD Days | 195.0 | 235.0 |
| Avg. Drawdown | -7.42% | -13.99% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 1.38 | 0.39 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2024-12-05 | -29.09 | 195 |
| 2024-12-06 | 2025-05-13 | -27.07 | 157 |
| 2025-05-29 | 2025-07-17 | -21.28 | 49 |
| 2025-08-15 | 2025-09-01 | -16.82 | 16 |
| 2025-07-21 | 2025-07-27 | -6.52 | 5 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 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 |
| Metric | 3490762:ethusd:triple_gx:kama60_25_20 | 3490762:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.95% | -14.0% |
| Best Week | 18.4% | 27.26% |
| Worst Week | -11.2% | -20.52% |
| Best Month | 36.05% | 48.75% |
| Worst Month | -17.4% | -32.24% |
| Best Year | 21.52% | 31.97% |
| Worst Year | 15.37% | -5.2% |
| Avg. Up Day | 1.27% | 1.28% |
| Avg. Down Day | -1.07% | -1.08% |
| Avg. Up Week | 7.13% | 10.83% |
| Avg. Down Week | -7.98% | -8.64% |
| Avg. Up Month | 22.38% | 33.09% |
| Avg. Down Month | -10.29% | -11.76% |
| Win Days % | 47.29% | 50.56% |
| Win Month % | 50.0% | 38.89% |
| Win Week % | 58.97% | 52.63% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |