| Metric | 3515719:btcusd:triple_gx:kama70_50_40 | 3515719:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | -9.33% | 67.01% |
| Max Drawdown | -25.63% | -29.51% |
| Sharpe | -0.05 | 0.47 |
| Sortino | -0.07 | 0.68 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 0.93 | 1.01 |
| CPC Index | 0.48 | 0.56 |
| Tail Ratio | 0.94 | 0.94 |
| Outlier Win Ratio | 15.71 | 3.7 |
| Outlier Loss Ratio | 3.88 | 3.64 |
| Volatility (ann.) | 13.69% | 23.33% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.24 | 1.32 |
| Skew | 0.04 | 0.19 |
| Kurtosis | 13.76 | 7.04 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.49% | 2.6% |
| Expected Yearly % | -4.78% | 29.23% |
| Kelly Criterion | -2.1% | 3.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -1.98% |
| Expected Shortfall (cVaR) | -1.18% | -1.98% |
| Year | 3515719:BTCUSD | 3515719:btcusd:triple_gx:kama70_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | -1.63 | -0.04 | - |
| 2025 | 15.25 | -7.83 | -0.51 | - |
| Metric | 3515719:btcusd:triple_gx:kama70_50_40 | 3515719:BTCUSD |
|---|---|---|
| MTD | 0.0% | -1.79% |
| 3M | -13.12% | -4.38% |
| 6M | -7.43% | 12.24% |
| YTD | -7.83% | 15.25% |
| 1Y | -1.78% | 55.12% |
| 3Y (ann.) | -6.1% | 39.04% |
| 5Y (ann.) | -6.1% | 39.04% |
| Metric | 3515719:btcusd:triple_gx:kama70_50_40 | 3515719:BTCUSD |
|---|---|---|
| Max Drawdown | -25.63% | -29.51% |
| Longest DD Days | 320.0 | 144.0 |
| Avg. Drawdown | -6.55% | -5.78% |
| Avg. Drawdown Days | 40.0 | 16.0 |
| Recovery Factor | -0.36 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-12-16 | -25.63 | 140 |
| 2024-12-17 | 2025-11-03 | -24.75 | 320 |
| 2024-06-07 | 2024-07-15 | -11.88 | 37 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-20 | 2024-06-05 | -6.00 | 15 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| Metric | 3515719:btcusd:triple_gx:kama70_50_40 | 3515719:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 17.94% | 37.42% |
| Worst Month | -12.26% | -17.69% |
| Best Year | -1.63% | 44.91% |
| Worst Year | -7.83% | 15.25% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 4.31% | 5.89% |
| Avg. Down Week | -3.88% | -4.46% |
| Avg. Up Month | 9.32% | 14.11% |
| Avg. Down Month | -7.9% | -7.87% |
| Win Days % | 49.22% | 52.02% |
| Win Month % | 41.18% | 55.0% |
| Win Week % | 45.83% | 51.81% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 100.0% |