| Metric | 3512494:btcusd:triple_gx:kama90_75_40 | 3512494:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 16.57% | 37.35% |
| Max Drawdown | -25.35% | -28.38% |
| Sharpe | 0.33 | 0.45 |
| Sortino | 0.49 | 0.66 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.05 | 1.03 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 0.97 | 0.96 |
| Outlier Win Ratio | 13.59 | 3.86 |
| Outlier Loss Ratio | 3.79 | 3.42 |
| Volatility (ann.) | 16.15% | 26.09% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.7 | 1.41 |
| Skew | 0.46 | 0.16 |
| Kurtosis | 10.56 | 5.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.68% |
| Expected Yearly % | 7.97% | 17.2% |
| Kelly Criterion | 2.47% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.21% |
| Expected Shortfall (cVaR) | -1.38% | -2.21% |
| Year | 3512494:BTCUSD | 3512494:btcusd:triple_gx:kama90_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | 30.78 | 0.69 | - |
| 2025 | -5.22 | -10.87 | 2.08 | - |
| Metric | 3512494:btcusd:triple_gx:kama90_75_40 | 3512494:BTCUSD |
|---|---|---|
| MTD | 0.7% | 4.96% |
| 3M | -10.35% | -6.95% |
| 6M | 24.91% | 39.17% |
| YTD | -10.87% | -5.22% |
| 1Y | 16.57% | 37.35% |
| 3Y (ann.) | 17.66% | 40.03% |
| 5Y (ann.) | 17.66% | 40.03% |
| Metric | 3512494:btcusd:triple_gx:kama90_75_40 | 3512494:BTCUSD |
|---|---|---|
| Max Drawdown | -25.35% | -28.38% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -3.96% | -5.16% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 0.65 | 1.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-13 | -25.35 | 107 |
| 2024-12-17 | 2025-03-24 | -21.86 | 96 |
| 2024-06-07 | 2024-07-15 | -11.01 | 38 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-06-05 | -5.83 | 15 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-26 | 2024-11-27 | -1.76 | 0 |
| Metric | 3512494:btcusd:triple_gx:kama90_75_40 | 3512494:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 34.61% | 37.42% |
| Worst Month | -13.6% | -17.69% |
| Best Year | 30.78% | 44.91% |
| Worst Year | -10.87% | -5.22% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 4.55% | 5.91% |
| Avg. Down Week | -4.09% | -4.77% |
| Avg. Up Month | 9.89% | 13.54% |
| Avg. Down Month | -8.05% | -11.18% |
| Win Days % | 48.46% | 51.16% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 53.12% | 49.02% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |