| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 0.08% | 28.82% |
| Max Drawdown | -26.88% | -26.06% |
| Sharpe | 0.14 | 0.77 |
| Sortino | 0.22 | 1.12 |
| Payoff Ratio | 0.96 | 0.96 |
| Profit Factor | 1.04 | 1.12 |
| Common Sense Ratio | 1.07 | 1.14 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 14.94 | 2.97 |
| Outlier Loss Ratio | 3.18 | 2.94 |
| Volatility (ann.) | 28.06% | 51.09% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.0 | 1.15 |
| Skew | 1.04 | -0.13 |
| Kurtosis | 12.01 | 2.65 |
| Expected Daily % | 0.0% | 0.07% |
| Expected Monthly % | 0.01% | 1.97% |
| Expected Yearly % | 0.04% | 13.5% |
| Kelly Criterion | 0.96% | 2.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -4.29% |
| Expected Shortfall (cVaR) | -2.4% | -4.29% |
| Year | 3525543:BTCUSD | 3525543:btcusd:triple_gx:kama170_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 43.52 | 10.52 | 0.24 | - |
| 2025 | -10.25 | -9.44 | 0.92 | + |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.01% |
| 3M | -9.44% | -12.61% |
| 6M | 20.01% | 26.49% |
| YTD | -9.44% | -10.25% |
| 1Y | 0.08% | 28.82% |
| 3Y (ann.) | 0.09% | 30.03% |
| 5Y (ann.) | 0.09% | 30.03% |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Max Drawdown | -26.88% | -26.06% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -8.45% | -9.09% |
| Avg. Drawdown Days | 52.0 | 30.0 |
| Recovery Factor | 0.0 | 1.11 |
| Ulcer Index | 1.02 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2024-11-12 | -26.88 | 157 |
| 2024-11-20 | 2025-04-01 | -12.81 | 132 |
| 2024-05-22 | 2024-06-07 | -5.50 | 16 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -6.12% | -13.23% |
| Best Week | 10.99% | 15.41% |
| Worst Week | -9.98% | -18.81% |
| Best Month | 19.85% | 34.43% |
| Worst Month | -19.3% | -23.44% |
| Best Year | 10.52% | 43.52% |
| Worst Year | -9.44% | -10.25% |
| Avg. Up Day | 1.75% | 1.86% |
| Avg. Down Day | -1.83% | -1.94% |
| Avg. Up Week | 4.15% | 6.42% |
| Avg. Down Week | -4.54% | -4.03% |
| Avg. Up Month | 6.86% | 14.21% |
| Avg. Down Month | -9.25% | -12.51% |
| Win Days % | 51.56% | 51.99% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 53.85% | 51.92% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |