| Metric | 3492235:ethusd:triple_gx:kama185_50_40 | 3492235:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 440.24% | 145.86% |
| Max Drawdown | -33.69% | -64.23% |
| Sharpe | 0.8 | 0.37 |
| Sortino | 1.29 | 0.55 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.53 | 1.09 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.23 | 1.03 |
| Outlier Win Ratio | 17.46 | 3.77 |
| Outlier Loss Ratio | 4.09 | 3.68 |
| Volatility (ann.) | 18.34% | 33.47% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.04 | 0.5 |
| Skew | 1.62 | 0.34 |
| Kurtosis | 25.89 | 9.04 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.31% | 2.27% |
| Expected Yearly % | 52.46% | 25.22% |
| Kelly Criterion | 8.81% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.85% |
| Expected Shortfall (cVaR) | -1.54% | -2.85% |
| Year | 3492235:ETHUSD | 3492235:ethusd:triple_gx:kama185_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.13 | 50.46 | -1.52 | + |
| 2023 | 91.16 | 78.14 | 0.86 | - |
| 2024 | 45.75 | -2.21 | -0.05 | - |
| 2025 | 31.97 | 106.13 | 3.32 | + |
| Metric | 3492235:ethusd:triple_gx:kama185_50_40 | 3492235:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 47.98% | 73.76% |
| 6M | 106.13% | 98.28% |
| YTD | 106.13% | 31.97% |
| 1Y | 97.0% | 74.9% |
| 3Y (ann.) | 59.08% | 41.37% |
| 5Y (ann.) | 68.58% | 32.12% |
| Metric | 3492235:ethusd:triple_gx:kama185_50_40 | 3492235:ETHUSD |
|---|---|---|
| Max Drawdown | -33.69% | -64.23% |
| Longest DD Days | 209.0 | 515.0 |
| Avg. Drawdown | -5.87% | -9.66% |
| Avg. Drawdown Days | 20.0 | 37.0 |
| Recovery Factor | 13.07 | 2.27 |
| Ulcer Index | inf | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2024-12-06 | -33.69 | 192 |
| 2024-12-16 | 2025-05-10 | -25.82 | 144 |
| 2022-08-13 | 2023-01-12 | -21.25 | 151 |
| 2023-04-14 | 2023-11-09 | -16.15 | 209 |
| 2022-07-22 | 2022-07-28 | -15.89 | 5 |
| 2023-12-28 | 2024-02-28 | -15.07 | 62 |
| 2025-06-11 | 2025-07-15 | -14.96 | 33 |
| 2025-08-14 | 2025-08-22 | -14.23 | 8 |
| 2025-05-14 | 2025-05-29 | -12.54 | 15 |
| 2024-12-06 | 2024-12-16 | -12.26 | 9 |
| Metric | 3492235:ethusd:triple_gx:kama185_50_40 | 3492235:ETHUSD |
|---|---|---|
| Best Day | 12.3% | 16.51% |
| Worst Day | -7.75% | -14.0% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -20.81% | -34.61% |
| Best Month | 61.06% | 56.93% |
| Worst Month | -18.26% | -40.14% |
| Best Year | 106.13% | 91.16% |
| Worst Year | -2.21% | -33.13% |
| Avg. Up Day | 1.22% | 1.22% |
| Avg. Down Day | -1.02% | -1.04% |
| Avg. Up Week | 7.11% | 9.5% |
| Avg. Down Week | -5.42% | -5.95% |
| Avg. Up Month | 15.55% | 21.21% |
| Avg. Down Month | -10.53% | -5.16% |
| Win Days % | 50.35% | 50.57% |
| Win Month % | 72.41% | 52.5% |
| Win Week % | 62.2% | 53.76% |
| Win Quarter % | 75.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |