| Metric | 3515719:btcusd:triple_gx:kama70_50_40 | 3515719:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 127.1% | 156.96% |
| Max Drawdown | -25.63% | -67.18% |
| Sharpe | 0.44 | 0.37 |
| Sortino | 0.65 | 0.54 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.2 | 1.04 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 16.48 | 4.03 |
| Outlier Loss Ratio | 4.34 | 3.84 |
| Volatility (ann.) | 14.79% | 25.69% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.94 | 0.42 |
| Skew | 0.36 | 0.17 |
| Kurtosis | 17.75 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.76% | 2.03% |
| Expected Yearly % | 22.76% | 26.61% |
| Kelly Criterion | 4.12% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.19% |
| Expected Shortfall (cVaR) | -1.26% | -2.19% |
| Year | 3515719:BTCUSD | 3515719:btcusd:triple_gx:kama70_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 0.41 | -0.01 | + |
| 2023 | 155.54 | 84.36 | 0.54 | - |
| 2024 | 121.00 | 33.09 | 0.27 | - |
| 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.) | 32.47% | 74.69% |
| 5Y (ann.) | 24.15% | 28.26% |
| Metric | 3515719:btcusd:triple_gx:kama70_50_40 | 3515719:BTCUSD |
|---|---|---|
| Max Drawdown | -25.63% | -67.18% |
| Longest DD Days | 320.0 | 683.0 |
| Avg. Drawdown | -5.21% | -7.72% |
| Avg. Drawdown Days | 29.0 | 35.0 |
| Recovery Factor | 4.96 | 2.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-12-16 | -25.63 | 140 |
| 2022-03-29 | 2023-01-13 | -24.82 | 290 |
| 2024-12-17 | 2025-11-03 | -24.75 | 320 |
| 2024-03-18 | 2024-07-21 | -19.08 | 125 |
| 2023-04-14 | 2023-10-23 | -16.18 | 191 |
| 2023-02-21 | 2023-04-10 | -15.47 | 48 |
| 2024-01-11 | 2024-02-14 | -13.24 | 33 |
| 2022-03-09 | 2022-03-28 | -10.39 | 18 |
| 2023-12-09 | 2024-01-02 | -8.19 | 23 |
| 2022-02-10 | 2022-03-08 | -7.86 | 25 |
| Metric | 3515719:btcusd:triple_gx:kama70_50_40 | 3515719:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 17.56% | 35.75% |
| Worst Week | -10.76% | -29.64% |
| Best Month | 34.96% | 43.77% |
| Worst Month | -12.26% | -37.12% |
| Best Year | 84.36% | 155.54% |
| Worst Year | -7.83% | -60.52% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.28% | 7.01% |
| Avg. Down Week | -3.68% | -4.86% |
| Avg. Up Month | 11.29% | 17.56% |
| Avg. Down Month | -7.23% | -11.67% |
| Win Days % | 50.43% | 51.43% |
| Win Month % | 53.66% | 57.45% |
| Win Week % | 50.44% | 50.5% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |