| Metric | 3495033:ethusd:triple_gx:kama165_55_30 | 3495033:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 127.92% | 14.85% |
| Max Drawdown | -24.29% | -63.95% |
| Sharpe | 0.96 | 0.25 |
| Sortino | 1.52 | 0.35 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.28 | 1.04 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.28 | 1.03 |
| Outlier Win Ratio | 15.97 | 3.27 |
| Outlier Loss Ratio | 3.97 | 3.32 |
| Volatility (ann.) | 17.37% | 35.18% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.45 | 0.17 |
| Skew | 0.85 | 0.15 |
| Kurtosis | 14.18 | 10.02 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.97% | 0.82% |
| Expected Yearly % | 50.97% | 7.17% |
| Kelly Criterion | 10.65% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.0% |
| Expected Shortfall (cVaR) | -1.45% | -3.0% |
| Year | 3495033:ETHUSD | 3495033:ethusd:triple_gx:kama165_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 12.54 | -2.41 | + |
| 2025 | 21.15 | 102.53 | 4.85 | + |
| Metric | 3495033:ethusd:triple_gx:kama165_55_30 | 3495033:ETHUSD |
|---|---|---|
| MTD | 0.0% | 9.1% |
| 3M | 61.36% | 82.8% |
| 6M | 102.53% | 50.15% |
| YTD | 102.53% | 21.15% |
| 1Y | 145.98% | 72.15% |
| 3Y (ann.) | 83.8% | 10.77% |
| 5Y (ann.) | 83.8% | 10.77% |
| Metric | 3495033:ethusd:triple_gx:kama165_55_30 | 3495033:ETHUSD |
|---|---|---|
| Max Drawdown | -24.29% | -63.95% |
| Longest DD Days | 191.0 | 234.0 |
| Avg. Drawdown | -4.25% | -18.07% |
| Avg. Drawdown Days | 10.0 | 54.0 |
| Recovery Factor | 5.27 | 0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2024-12-04 | -24.29 | 191 |
| 2025-06-11 | 2025-07-11 | -12.82 | 29 |
| 2024-12-06 | 2024-12-16 | -12.26 | 9 |
| 2025-05-29 | 2025-06-10 | -11.33 | 12 |
| 2025-05-14 | 2025-05-23 | -11.24 | 9 |
| 2025-05-23 | 2025-05-27 | -7.34 | 4 |
| 2024-05-23 | 2024-05-27 | -5.31 | 4 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2025-05-01 | 2025-05-08 | -4.77 | 6 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| Metric | 3495033:ethusd:triple_gx:kama165_55_30 | 3495033:ETHUSD |
|---|---|---|
| Best Day | 7.85% | 16.51% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -9.1% | -20.52% |
| Best Month | 41.26% | 48.75% |
| Worst Month | -9.86% | -32.24% |
| Best Year | 102.53% | 21.15% |
| Worst Year | 12.54% | -5.2% |
| Avg. Up Day | 1.22% | 1.22% |
| Avg. Down Day | -1.02% | -1.03% |
| Avg. Up Week | 6.46% | 9.44% |
| Avg. Down Week | -3.14% | -5.39% |
| Avg. Up Month | 27.37% | 40.49% |
| Avg. Down Month | -4.99% | -4.88% |
| Win Days % | 51.42% | 50.38% |
| Win Month % | 54.55% | 35.29% |
| Win Week % | 62.5% | 51.39% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |