| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 124.11% | 59.29% |
| Max Drawdown | -15.65% | -66.89% |
| Sharpe | 1.47 | 0.66 |
| Sortino | 2.69 | 1.0 |
| Payoff Ratio | 1.41 | 1.5 |
| Profit Factor | 1.48 | 1.11 |
| Common Sense Ratio | 1.93 | 1.16 |
| CPC Index | 1.05 | 0.85 |
| Tail Ratio | 1.31 | 1.04 |
| Outlier Win Ratio | 18.21 | 3.77 |
| Outlier Loss Ratio | 4.39 | 3.15 |
| Volatility (ann.) | 28.03% | 56.19% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.89 | 0.36 |
| Skew | 2.18 | 0.31 |
| Kurtosis | 16.22 | 3.82 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.03% | 1.74% |
| Expected Yearly % | 30.86% | 16.79% |
| Kelly Criterion | 14.97% | 18.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -4.74% |
| Expected Shortfall (cVaR) | -2.3% | -4.74% |
| Year | 3525543:BTCUSD | 3525543:btcusd:triple_gx:kama170_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.86 | 3.12 | -0.05 | + |
| 2023 | 154.85 | 53.50 | 0.35 | - |
| 2024 | 59.70 | 41.58 | 0.70 | - |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| MTD | -4.24% | -4.24% |
| 3M | 29.55% | 46.12% |
| 6M | 83.66% | 150.45% |
| YTD | 41.58% | 59.7% |
| 1Y | 67.67% | 123.54% |
| 3Y (ann.) | 45.19% | 24.0% |
| 5Y (ann.) | 45.19% | 24.0% |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -66.89% |
| Longest DD Days | 290.0 | 683.0 |
| Avg. Drawdown | -4.35% | -10.71% |
| Avg. Drawdown Days | 32.0 | 64.0 |
| Recovery Factor | 7.93 | 0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2023-01-14 | -15.65 | 290 |
| 2023-04-15 | 2023-10-24 | -13.38 | 192 |
| 2023-02-22 | 2023-04-14 | -12.23 | 51 |
| 2024-01-10 | 2024-02-15 | -8.92 | 36 |
| 2023-12-10 | 2024-01-02 | -7.48 | 23 |
| 2024-04-01 | 2024-04-09 | -6.77 | 8 |
| 2024-04-10 | 2024-04-13 | -5.19 | 3 |
| 2024-01-03 | 2024-01-09 | -4.38 | 6 |
| 2024-02-20 | 2024-02-27 | -2.68 | 7 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -6.71% | -14.67% |
| Best Week | 19.69% | 28.96% |
| Worst Week | -8.66% | -30.92% |
| Best Month | 34.14% | 45.57% |
| Worst Month | -12.54% | -36.86% |
| Best Year | 53.5% | 154.85% |
| Worst Year | 3.12% | -60.86% |
| Avg. Up Day | 2.03% | 2.17% |
| Avg. Down Day | -1.44% | -1.45% |
| Avg. Up Week | 5.97% | 7.56% |
| Avg. Down Week | -3.54% | -4.24% |
| Avg. Up Month | 13.68% | 21.48% |
| Avg. Down Month | -5.45% | -8.34% |
| Win Days % | 50.18% | 51.14% |
| Win Month % | 57.14% | 51.85% |
| Win Week % | 53.7% | 52.59% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |