| Metric | 3490763:ethusd:triple_gx:kama65_25_20 | 3490763:ETHUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 148.14% | 87.78% |
| Max Drawdown | -32.75% | -64.23% |
| Sharpe | 0.49 | 0.31 |
| Sortino | 0.79 | 0.45 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 21.18 | 3.62 |
| Outlier Loss Ratio | 4.36 | 3.6 |
| Volatility (ann.) | 16.62% | 33.97% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.96 | 0.33 |
| Skew | 2.32 | 0.22 |
| Kurtosis | 45.09 | 9.01 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.24% | 1.55% |
| Expected Yearly % | 25.51% | 17.06% |
| Kelly Criterion | 4.12% | 8.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.9% |
| Expected Shortfall (cVaR) | -1.41% | -2.9% |
| Year | 3490763:ETHUSD | 3490763:ethusd:triple_gx:kama65_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.93 | 8.49 | -0.17 | + |
| 2023 | 91.16 | 64.75 | 0.71 | - |
| 2024 | 45.75 | 33.13 | 0.72 | - |
| 2025 | 31.97 | 4.28 | 0.13 | - |
| Metric | 3490763:ethusd:triple_gx:kama65_25_20 | 3490763:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 13.66% | 73.76% |
| 6M | 29.47% | 98.28% |
| YTD | 4.28% | 31.97% |
| 1Y | 13.53% | 74.9% |
| 3Y (ann.) | 38.75% | 41.37% |
| 5Y (ann.) | 31.57% | 20.95% |
| Metric | 3490763:ethusd:triple_gx:kama65_25_20 | 3490763:ETHUSD |
|---|---|---|
| Max Drawdown | -32.75% | -64.23% |
| Longest DD Days | 244.0 | 609.0 |
| Avg. Drawdown | -5.7% | -9.74% |
| Avg. Drawdown Days | 27.0 | 57.0 |
| Recovery Factor | 4.52 | 1.37 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-20 | 2022-10-26 | -32.75 | 159 |
| 2024-12-06 | 2025-08-08 | -29.15 | 244 |
| 2024-05-23 | 2024-12-04 | -28.57 | 195 |
| 2023-02-04 | 2023-04-14 | -19.38 | 68 |
| 2023-07-03 | 2023-11-09 | -18.68 | 129 |
| 2025-08-15 | 2025-09-01 | -16.82 | 16 |
| 2022-10-29 | 2022-12-05 | -10.07 | 36 |
| 2024-01-11 | 2024-02-12 | -8.11 | 32 |
| 2022-12-05 | 2022-12-13 | -5.61 | 8 |
| 2023-05-30 | 2023-06-23 | -5.53 | 24 |
| Metric | 3490763:ethusd:triple_gx:kama65_25_20 | 3490763:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 17.31% | 27.26% |
| Worst Week | -10.77% | -34.61% |
| Best Month | 35.41% | 56.93% |
| Worst Month | -17.4% | -44.86% |
| Best Year | 64.75% | 91.16% |
| Worst Year | 4.28% | -48.93% |
| Avg. Up Day | 1.17% | 1.17% |
| Avg. Down Day | -0.98% | -1.0% |
| Avg. Up Week | 6.48% | 10.61% |
| Avg. Down Week | -4.88% | -7.24% |
| Avg. Up Month | 13.18% | 23.83% |
| Avg. Down Month | -7.93% | -12.62% |
| Win Days % | 48.03% | 50.58% |
| Win Month % | 54.05% | 51.22% |
| Win Week % | 54.35% | 53.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |