| Metric | 3512494:btcusd:triple_gx:kama90_75_40 | 3512494:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 230.26% | 147.88% |
| Max Drawdown | -25.35% | -67.18% |
| Sharpe | 0.65 | 0.4 |
| Sortino | 0.98 | 0.58 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.3 | 1.05 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 14.62 | 4.19 |
| Outlier Loss Ratio | 4.33 | 3.93 |
| Volatility (ann.) | 16.78% | 26.79% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.81 | 0.49 |
| Skew | 0.61 | 0.18 |
| Kurtosis | 15.77 | 6.14 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.11% | 2.35% |
| Expected Yearly % | 34.81% | 25.48% |
| Kelly Criterion | 6.45% | 7.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.28% |
| Expected Shortfall (cVaR) | -1.41% | -2.28% |
| Year | 3512494:BTCUSD | 3512494:btcusd:triple_gx:kama90_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 26.14 | -0.49 | + |
| 2023 | 155.54 | 92.33 | 0.59 | - |
| 2024 | 121.00 | 52.74 | 0.44 | - |
| 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 | 16.18% | 38.26% |
| 3Y (ann.) | 44.85% | 27.26% |
| 5Y (ann.) | 45.82% | 33.19% |
| Metric | 3512494:btcusd:triple_gx:kama90_75_40 | 3512494:BTCUSD |
|---|---|---|
| Max Drawdown | -25.35% | -67.18% |
| Longest DD Days | 192.0 | 683.0 |
| Avg. Drawdown | -3.74% | -6.09% |
| Avg. Drawdown Days | 14.0 | 28.0 |
| Recovery Factor | 9.08 | 2.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-13 | -25.35 | 107 |
| 2022-09-13 | 2023-01-20 | -22.87 | 129 |
| 2024-12-17 | 2025-03-24 | -21.86 | 96 |
| 2022-02-10 | 2022-07-19 | -17.68 | 158 |
| 2023-04-14 | 2023-10-23 | -15.69 | 192 |
| 2024-01-11 | 2024-02-14 | -12.60 | 33 |
| 2024-03-16 | 2024-06-05 | -11.50 | 81 |
| 2022-07-22 | 2022-07-28 | -11.41 | 6 |
| 2024-06-07 | 2024-07-15 | -11.01 | 38 |
| 2023-02-21 | 2023-03-17 | -10.47 | 24 |
| Metric | 3512494:btcusd:triple_gx:kama90_75_40 | 3512494:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.76% | -29.64% |
| Best Month | 36.87% | 43.77% |
| Worst Month | -13.6% | -37.12% |
| Best Year | 92.33% | 155.54% |
| Worst Year | -10.87% | -53.69% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.55% | 7.04% |
| Avg. Down Week | -4.04% | -5.3% |
| Avg. Up Month | 12.33% | 17.09% |
| Avg. Down Month | -4.31% | -13.75% |
| Win Days % | 50.5% | 51.08% |
| Win Month % | 54.05% | 61.54% |
| Win Week % | 57.28% | 49.7% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 75.0% | 50.0% |