| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 118.81% | 117.54% |
| Max Drawdown | -11.47% | -62.3% |
| Sharpe | 4.8 | 3.67 |
| Sortino | 13.63 | 5.58 |
| Payoff Ratio | 3.15 | 0.93 |
| Profit Factor | 2.95 | 1.75 |
| Common Sense Ratio | 5.94 | 2.19 |
| CPC Index | 3.11 | 1.08 |
| Tail Ratio | 2.01 | 1.25 |
| Outlier Win Ratio | 3.79 | 3.83 |
| Outlier Loss Ratio | 15.16 | 2.33 |
| Volatility (ann.) | 131.32% | 213.52% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.72 | 0.5 |
| Skew | 2.34 | -0.53 |
| Kurtosis | 8.01 | 2.47 |
| Expected Daily % | 1.52% | 1.51% |
| Expected Monthly % | 3.06% | 3.03% |
| Expected Yearly % | 21.62% | 21.45% |
| Kelly Criterion | 12.2% | 30.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.58% | -16.24% |
| Expected Shortfall (cVaR) | -9.58% | -16.24% |
| Year | 3516043:BTCUSD | 3516043:btcusd:triple_gx:kama185_60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.25 | -8.55 | 0.14 | + |
| 2023 | 146.66 | 76.75 | 0.52 | - |
| 2024 | 126.45 | 39.72 | 0.31 | - |
| 2025 | 3.17 | -3.11 | -0.98 | - |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| MTD | -2.94% | -5.09% |
| 3M | 10.56% | 30.54% |
| 6M | 11.91% | 39.3% |
| YTD | -3.11% | 3.17% |
| 1Y | 41.21% | 133.21% |
| 3Y (ann.) | 31.22% | 30.95% |
| 5Y (ann.) | 31.22% | 30.95% |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Max Drawdown | -11.47% | -62.3% |
| Longest DD Days | 287.0 | 634.0 |
| Avg. Drawdown | -3.38% | -22.53% |
| Avg. Drawdown Days | 58.0 | 198.0 |
| Recovery Factor | 10.35 | 1.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-09 | 2024-03-10 | -11.47 | 61 |
| 2023-04-13 | 2023-11-04 | -9.50 | 204 |
| 2022-04-08 | 2023-01-20 | -8.71 | 287 |
| 2024-05-21 | 2024-07-29 | -6.35 | 68 |
| 2025-01-20 | 2025-02-10 | -3.75 | 21 |
| 2024-09-19 | 2024-10-28 | -2.95 | 39 |
| 2023-01-25 | 2023-01-25 | -0.18 | 0 |
| 2023-11-10 | 2023-11-11 | -0.18 | 1 |
| 2023-12-04 | 2024-01-02 | -0.18 | 29 |
| 2024-11-06 | 2024-11-10 | -0.18 | 3 |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Best Day | 30.37% | 30.61% |
| Worst Day | -11.16% | -32.9% |
| Best Week | 30.37% | 34.02% |
| Worst Week | -11.16% | -32.9% |
| Best Month | 33.92% | 50.27% |
| Worst Month | -6.01% | -32.45% |
| Best Year | 76.75% | 146.66% |
| Worst Year | -8.55% | -62.25% |
| Avg. Up Day | 7.98% | 8.18% |
| Avg. Down Day | -2.53% | -8.79% |
| Avg. Up Week | 8.91% | 11.37% |
| Avg. Down Week | -3.03% | -10.34% |
| Avg. Up Month | 13.88% | 23.4% |
| Avg. Down Month | -2.59% | -10.15% |
| Win Days % | 33.33% | 66.67% |
| Win Month % | 40.0% | 64.0% |
| Win Week % | 38.1% | 64.29% |
| Win Quarter % | 54.55% | 54.55% |
| Win Year % | 50.0% | 75.0% |