| Metric | 3512337:btcusd:triple_gx:kama95_45_40 | 3512337:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 70.29% | 144.41% |
| Max Drawdown | -36.59% | -67.18% |
| Sharpe | 0.34 | 0.4 |
| Sortino | 0.5 | 0.58 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.14 | 1.04 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.04 | 0.98 |
| Outlier Win Ratio | 16.84 | 4.02 |
| Outlier Loss Ratio | 4.28 | 3.93 |
| Volatility (ann.) | 16.06% | 26.71% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.5 | 0.48 |
| Skew | 0.19 | 0.18 |
| Kurtosis | 21.81 | 6.2 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.37% | 2.32% |
| Expected Yearly % | 14.23% | 25.03% |
| Kelly Criterion | 2.48% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.27% |
| Expected Shortfall (cVaR) | -1.37% | -2.27% |
| Year | 3512337:BTCUSD | 3512337:btcusd:triple_gx:kama95_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -4.41 | 0.08 | + |
| 2023 | 155.54 | 86.95 | 0.56 | - |
| 2024 | 121.00 | -1.17 | -0.01 | - |
| 2025 | -7.32 | -3.58 | 0.49 | + |
| Metric | 3512337:btcusd:triple_gx:kama95_45_40 | 3512337:BTCUSD |
|---|---|---|
| MTD | -1.12% | 2.63% |
| 3M | -3.58% | -12.25% |
| 6M | 12.36% | 34.61% |
| YTD | -3.58% | -7.32% |
| 1Y | -19.21% | 23.79% |
| 3Y (ann.) | 11.41% | 24.94% |
| 5Y (ann.) | 18.29% | 32.57% |
| Metric | 3512337:btcusd:triple_gx:kama95_45_40 | 3512337:BTCUSD |
|---|---|---|
| Max Drawdown | -36.59% | -67.18% |
| Longest DD Days | 375.0 | 683.0 |
| Avg. Drawdown | -4.46% | -6.2% |
| Avg. Drawdown Days | 28.0 | 29.0 |
| Recovery Factor | 1.92 | 2.15 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-16 | 2025-03-26 | -36.59 | 375 |
| 2022-03-29 | 2023-01-21 | -31.70 | 298 |
| 2023-04-14 | 2023-10-23 | -12.45 | 192 |
| 2024-01-11 | 2024-02-14 | -11.62 | 33 |
| 2023-02-21 | 2023-03-20 | -10.76 | 27 |
| 2022-03-09 | 2022-03-25 | -8.53 | 15 |
| 2023-12-09 | 2024-01-08 | -8.19 | 30 |
| 2022-02-10 | 2022-03-09 | -6.86 | 26 |
| 2024-03-05 | 2024-03-15 | -6.30 | 10 |
| 2022-02-01 | 2022-02-04 | -5.13 | 2 |
| Metric | 3512337:btcusd:triple_gx:kama95_45_40 | 3512337:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 14.52% | 35.75% |
| Worst Week | -14.68% | -29.64% |
| Best Month | 31.88% | 43.77% |
| Worst Month | -25.39% | -37.12% |
| Best Year | 86.95% | 155.54% |
| Worst Year | -4.41% | -53.3% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.09% | 7.42% |
| Avg. Down Week | -4.63% | -5.19% |
| Avg. Up Month | 9.35% | 16.81% |
| Avg. Down Month | -8.66% | -13.46% |
| Win Days % | 49.1% | 51.09% |
| Win Month % | 59.46% | 61.54% |
| Win Week % | 53.92% | 49.7% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 25.0% | 50.0% |