| Metric | 3495033:ethusd:triple_gx:kama165_55_30 | 3495033:ETHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 341.72% | 123.72% |
| Max Drawdown | -31.15% | -64.23% |
| Sharpe | 0.73 | 0.36 |
| Sortino | 1.17 | 0.52 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.44 | 1.09 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.2 | 1.03 |
| Outlier Win Ratio | 16.1 | 3.68 |
| Outlier Loss Ratio | 4.18 | 3.72 |
| Volatility (ann.) | 18.19% | 33.32% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.91 | 0.45 |
| Skew | 1.42 | 0.27 |
| Kurtosis | 20.28 | 8.89 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.88% | 2.09% |
| Expected Yearly % | 44.97% | 22.3% |
| Kelly Criterion | 7.83% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -2.84% |
| Expected Shortfall (cVaR) | -1.53% | -2.84% |
| Year | 3495033:ETHUSD | 3495033:ethusd:triple_gx:kama165_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.72 | 31.48 | -0.93 | + |
| 2023 | 91.16 | 17.57 | 0.19 | - |
| 2024 | 45.75 | 41.10 | 0.90 | - |
| 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.) | 46.51% | 33.36% |
| 5Y (ann.) | 59.59% | 28.84% |
| Metric | 3495033:ethusd:triple_gx:kama165_55_30 | 3495033:ETHUSD |
|---|---|---|
| Max Drawdown | -31.15% | -64.23% |
| Longest DD Days | 325.0 | 514.0 |
| Avg. Drawdown | -5.03% | -9.98% |
| Avg. Drawdown Days | 17.0 | 42.0 |
| Recovery Factor | 10.97 | 1.93 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-14 | 2024-03-05 | -31.15 | 325 |
| 2024-05-27 | 2024-12-04 | -24.29 | 191 |
| 2022-08-13 | 2023-01-13 | -19.57 | 153 |
| 2022-07-22 | 2022-07-28 | -15.89 | 5 |
| 2022-07-09 | 2022-07-15 | -15.48 | 6 |
| 2023-02-20 | 2023-04-13 | -14.36 | 52 |
| 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 |
| Metric | 3495033:ethusd:triple_gx:kama165_55_30 | 3495033:ETHUSD |
|---|---|---|
| Best Day | 10.83% | 16.51% |
| Worst Day | -6.01% | -14.0% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -17.89% | -34.61% |
| Best Month | 41.26% | 56.93% |
| Worst Month | -11.49% | -40.66% |
| Best Year | 102.53% | 91.16% |
| Worst Year | 17.57% | -33.72% |
| Avg. Up Day | 1.15% | 1.15% |
| Avg. Down Day | -1.0% | -1.0% |
| Avg. Up Week | 6.73% | 9.04% |
| Avg. Down Week | -3.95% | -5.26% |
| Avg. Up Month | 17.19% | 27.78% |
| Avg. Down Month | -5.86% | -5.31% |
| Win Days % | 50.65% | 50.47% |
| Win Month % | 55.17% | 51.28% |
| Win Week % | 55.81% | 53.25% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |