| Metric | 3512496:btcusd:triple_gx:kama95_75_40 | 3512496:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 8.07% | 37.35% |
| Max Drawdown | -25.35% | -28.38% |
| Sharpe | 0.21 | 0.45 |
| Sortino | 0.31 | 0.66 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.98 | 1.03 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 0.93 | 0.96 |
| Outlier Win Ratio | 15.77 | 3.83 |
| Outlier Loss Ratio | 3.81 | 3.36 |
| Volatility (ann.) | 15.33% | 26.09% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.34 | 1.41 |
| Skew | 0.54 | 0.16 |
| Kurtosis | 12.8 | 5.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.68% |
| Expected Yearly % | 3.96% | 17.2% |
| Kelly Criterion | 1.1% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.21% |
| Expected Shortfall (cVaR) | -1.31% | -2.21% |
| Year | 3512496:BTCUSD | 3512496:btcusd:triple_gx:kama95_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | 22.32 | 0.50 | - |
| 2025 | -5.22 | -11.65 | 2.23 | - |
| Metric | 3512496:btcusd:triple_gx:kama95_75_40 | 3512496:BTCUSD |
|---|---|---|
| MTD | -0.18% | 4.96% |
| 3M | -11.14% | -6.95% |
| 6M | 21.99% | 39.17% |
| YTD | -11.65% | -5.22% |
| 1Y | 8.07% | 37.35% |
| 3Y (ann.) | 8.58% | 40.03% |
| 5Y (ann.) | 8.58% | 40.03% |
| Metric | 3512496:btcusd:triple_gx:kama95_75_40 | 3512496:BTCUSD |
|---|---|---|
| Max Drawdown | -25.35% | -28.38% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -4.37% | -5.16% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 0.32 | 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 | 2024-07-21 | -7.43 | 44 |
| 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 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-26 | 2024-11-27 | -1.76 | 0 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| Metric | 3512496:btcusd:triple_gx:kama95_75_40 | 3512496: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 | 22.32% | 44.91% |
| Worst Year | -11.65% | -5.22% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.48% | 6.21% |
| Avg. Down Week | -4.25% | -4.66% |
| Avg. Up Month | 10.16% | 15.68% |
| Avg. Down Month | -7.25% | -11.18% |
| Win Days % | 47.66% | 51.16% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 50.0% | 49.02% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |