| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 92.09% | 51.37% |
| Max Drawdown | -15.97% | -67.18% |
| Sharpe | 0.73 | 0.31 |
| Sortino | 1.17 | 0.45 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.61 | 1.05 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 27.89 | 3.92 |
| Outlier Loss Ratio | 4.53 | 3.61 |
| Volatility (ann.) | 11.19% | 26.8% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.21 | 0.32 |
| Skew | 1.46 | 0.17 |
| Kurtosis | 28.04 | 6.45 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.45% | 1.55% |
| Expected Yearly % | 24.31% | 14.82% |
| Kelly Criterion | 9.77% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.28% |
| Expected Shortfall (cVaR) | -0.94% | -2.28% |
| Year | 3516043:BTCUSD | 3516043:btcusd:triple_gx:kama185_60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -8.71 | 0.14 | + |
| 2023 | 155.54 | 79.78 | 0.51 | - |
| 2024 | 58.03 | 17.05 | 0.29 | - |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| MTD | 0.0% | -6.36% |
| 3M | 20.58% | 56.07% |
| 6M | 54.12% | 148.46% |
| YTD | 17.05% | 58.03% |
| 1Y | 45.33% | 119.52% |
| 3Y (ann.) | 35.36% | 21.2% |
| 5Y (ann.) | 35.36% | 21.2% |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Max Drawdown | -15.97% | -67.18% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -3.28% | -9.41% |
| Avg. Drawdown Days | 22.0 | 51.0 |
| Recovery Factor | 5.76 | 0.76 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-01-14 | -15.97 | 290 |
| 2024-01-02 | 2024-03-04 | -14.44 | 61 |
| 2023-04-14 | 2023-10-20 | -11.56 | 188 |
| 2023-12-09 | 2024-01-02 | -8.19 | 23 |
| 2023-03-30 | 2023-04-10 | -6.99 | 11 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-03-22 | 2023-03-30 | -5.98 | 7 |
| 2023-11-02 | 2023-12-05 | -3.34 | 33 |
| 2023-10-25 | 2023-11-01 | -3.09 | 7 |
| 2023-01-18 | 2023-01-20 | -3.00 | 2 |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -4.96% | -7.86% |
| Best Week | 14.65% | 35.75% |
| Worst Week | -10.6% | -29.64% |
| Best Month | 33.92% | 43.77% |
| Worst Month | -5.75% | -37.12% |
| Best Year | 79.78% | 155.54% |
| Worst Year | -8.71% | -62.52% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 5.41% | 7.77% |
| Avg. Down Week | -4.27% | -5.17% |
| Avg. Up Month | 9.37% | 19.39% |
| Avg. Down Month | -3.1% | -12.42% |
| Win Days % | 51.44% | 51.03% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 58.7% | 48.28% |
| Win Quarter % | 62.5% | 50.0% |
| Win Year % | 66.67% | 66.67% |