| Metric | 3492256:ethusd:triple_gx:kama170_55_40 | 3492256:ETHUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 0.15% | -54.7% |
| Max Drawdown | -27.65% | -63.27% |
| Sharpe | 0.08 | -0.37 |
| Sortino | 0.11 | -0.51 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.02 | 0.94 |
| Common Sense Ratio | 1.04 | 0.89 |
| CPC Index | 0.54 | 0.5 |
| Tail Ratio | 1.01 | 0.95 |
| Outlier Win Ratio | 22.05 | 3.02 |
| Outlier Loss Ratio | 4.05 | 3.36 |
| Volatility (ann.) | 15.0% | 35.39% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.01 | -0.85 |
| Skew | 0.03 | -0.02 |
| Kurtosis | 21.93 | 11.26 |
| Expected Daily % | 0.0% | -0.05% |
| Expected Monthly % | 0.01% | -5.91% |
| Expected Yearly % | 0.08% | -32.69% |
| Kelly Criterion | 0.47% | 2.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.08% |
| Expected Shortfall (cVaR) | -1.29% | -3.08% |
| Year | 3492256:ETHUSD | 3492256:ethusd:triple_gx:kama170_55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 0.15 | -0.03 | + |
| 2025 | -52.22 | 0.00 | -0.00 | + |
| Metric | 3492256:ethusd:triple_gx:kama170_55_40 | 3492256:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.66% |
| 3M | 0.0% | -56.23% |
| 6M | 19.21% | -34.78% |
| YTD | 0.0% | -52.22% |
| 1Y | 0.15% | -53.92% |
| 3Y (ann.) | 0.15% | -54.02% |
| 5Y (ann.) | 0.15% | -54.02% |
| Metric | 3492256:ethusd:triple_gx:kama170_55_40 | 3492256:ETHUSD |
|---|---|---|
| Max Drawdown | -27.65% | -63.27% |
| Longest DD Days | 184.0 | 191.0 |
| Avg. Drawdown | -6.52% | -17.99% |
| Avg. Drawdown Days | 26.0 | 41.0 |
| Recovery Factor | 0.01 | -0.86 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2024-11-27 | -27.65 | 184 |
| 2024-12-16 | 2025-04-08 | -17.02 | 112 |
| 2024-12-06 | 2024-12-16 | -12.26 | 9 |
| 2024-05-23 | 2024-05-27 | -5.31 | 4 |
| 2024-12-01 | 2024-12-04 | -4.28 | 2 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2024-11-28 | 2024-11-30 | -2.83 | 2 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2024-11-30 | 2024-11-30 | -1.08 | 0 |
| 2024-05-21 | 2024-05-21 | -0.81 | 0 |
| Metric | 3492256:ethusd:triple_gx:kama170_55_40 | 3492256:ETHUSD |
|---|---|---|
| Best Day | 7.2% | 16.51% |
| Worst Day | -6.55% | -14.0% |
| Best Week | 20.44% | 20.47% |
| Worst Week | -14.32% | -20.52% |
| Best Month | 38.56% | 47.37% |
| Worst Month | -12.9% | -32.24% |
| Best Year | 0.15% | -5.2% |
| Worst Year | 0.0% | -52.22% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -1.03% | -1.05% |
| Avg. Up Week | 5.79% | 9.49% |
| Avg. Down Week | -7.36% | -6.56% |
| Avg. Up Month | 14.49% | 25.24% |
| Avg. Down Month | -8.86% | -6.99% |
| Win Days % | 47.81% | 49.02% |
| Win Month % | 42.86% | 23.08% |
| Win Week % | 55.56% | 43.64% |
| Win Quarter % | 33.33% | 20.0% |
| Win Year % | 100.0% | 0.0% |