| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 162.73% | 136.66% |
| Max Drawdown | -15.97% | -67.18% |
| Sharpe | 0.7 | 0.38 |
| Sortino | 1.1 | 0.55 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.64 | 1.05 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.33 | 0.99 |
| Outlier Win Ratio | 25.07 | 3.73 |
| Outlier Loss Ratio | 4.38 | 3.46 |
| Volatility (ann.) | 11.28% | 26.23% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.1 | 0.44 |
| Skew | 1.3 | 0.18 |
| Kurtosis | 25.38 | 6.48 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.38% | 2.12% |
| Expected Yearly % | 27.31% | 24.03% |
| Kelly Criterion | 9.01% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| 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 | 121.00 | 37.37 | 0.31 | - |
| 2025 | 11.80 | 16.54 | 1.40 | + |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| MTD | -0.88% | -0.27% |
| 3M | 20.29% | 26.2% |
| 6M | 16.54% | -1.67% |
| YTD | 16.54% | 11.8% |
| 1Y | 45.78% | 56.98% |
| 3Y (ann.) | 39.33% | 72.09% |
| 5Y (ann.) | 33.57% | 29.45% |
| 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 | -3.0% | -7.67% |
| Avg. Drawdown Days | 19.0 | 38.0 |
| Recovery Factor | 10.19 | 2.03 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-01-14 | -15.97 | 290 |
| 2024-01-02 | 2024-03-04 | -14.44 | 61 |
| 2025-01-20 | 2025-05-01 | -12.78 | 101 |
| 2023-04-14 | 2023-10-20 | -11.56 | 188 |
| 2024-06-07 | 2024-09-26 | -9.36 | 111 |
| 2023-12-09 | 2024-01-02 | -8.19 | 23 |
| 2024-09-28 | 2024-11-07 | -8.11 | 40 |
| 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 |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| 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 | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 4.55% | 7.08% |
| Avg. Down Week | -3.73% | -4.51% |
| Avg. Up Month | 9.25% | 18.04% |
| Avg. Down Month | -2.67% | -10.39% |
| Win Days % | 51.74% | 51.22% |
| Win Month % | 58.62% | 56.1% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |