| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 113.81% | 122.23% |
| Max Drawdown | -26.32% | -61.47% |
| Sharpe | 3.77 | 3.43 |
| Sortino | 9.69 | 5.44 |
| Payoff Ratio | 2.67 | 1.09 |
| Profit Factor | 2.3 | 1.7 |
| Common Sense Ratio | 5.51 | 2.78 |
| CPC Index | 2.02 | 1.18 |
| Tail Ratio | 2.39 | 1.63 |
| Outlier Win Ratio | 3.6 | 3.84 |
| Outlier Loss Ratio | 11.34 | 2.55 |
| Volatility (ann.) | 163.31% | 231.7% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.11 | 0.5 |
| Skew | 2.01 | -0.22 |
| Kurtosis | 5.14 | 2.08 |
| Expected Daily % | 1.37% | 1.44% |
| Expected Monthly % | 2.48% | 2.61% |
| Expected Yearly % | 20.92% | 22.1% |
| Kelly Criterion | 7.56% | 30.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -12.37% | -17.77% |
| Expected Shortfall (cVaR) | -12.37% | -17.77% |
| Year | 3525543:BTCUSD | 3525543:btcusd:triple_gx:kama170_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -49.90 | 2.79 | -0.06 | + |
| 2023 | 85.44 | 43.43 | 0.51 | - |
| 2024 | 152.70 | 60.14 | 0.39 | - |
| 2025 | -5.34 | -9.44 | 1.77 | - |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| MTD | -9.28% | -9.11% |
| 3M | 24.05% | 54.22% |
| 6M | 0.49% | 44.86% |
| YTD | -9.44% | -5.34% |
| 1Y | 34.02% | 120.66% |
| 3Y (ann.) | 29.1% | 30.78% |
| 5Y (ann.) | 29.1% | 30.78% |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Max Drawdown | -26.32% | -61.47% |
| Longest DD Days | 252.0 | 688.0 |
| Avg. Drawdown | -5.78% | -22.8% |
| Avg. Drawdown Days | 74.0 | 234.0 |
| Recovery Factor | 4.32 | 1.99 |
| Ulcer Index | 1.02 | 1.73 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2024-11-19 | -26.32 | 235 |
| 2022-08-11 | 2023-01-20 | -13.11 | 162 |
| 2024-12-05 | 2025-02-03 | -12.44 | 59 |
| 2023-02-19 | 2023-10-29 | -10.41 | 252 |
| 2024-02-09 | 2024-02-19 | -0.18 | 10 |
| 2022-03-22 | 2022-04-06 | -0.18 | 15 |
| 2023-12-03 | 2024-01-18 | -0.18 | 45 |
| 2024-02-20 | 2024-03-08 | -0.18 | 17 |
| 2022-06-07 | 2022-06-08 | -0.18 | 0 |
| 2022-07-13 | 2022-07-16 | -0.18 | 3 |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Best Day | 31.73% | 31.97% |
| Worst Day | -12.8% | -34.64% |
| Best Week | 31.73% | 31.97% |
| Worst Week | -12.8% | -34.64% |
| Best Month | 41.67% | 50.0% |
| Worst Month | -11.73% | -29.59% |
| Best Year | 60.14% | 152.7% |
| Worst Year | -9.44% | -49.9% |
| Avg. Up Day | 9.28% | 9.48% |
| Avg. Down Day | -3.47% | -8.72% |
| Avg. Up Week | 10.82% | 12.18% |
| Avg. Down Week | -4.11% | -8.77% |
| Avg. Up Month | 14.02% | 14.57% |
| Avg. Down Month | -4.57% | -4.68% |
| Win Days % | 32.73% | 63.64% |
| Win Month % | 41.94% | 58.06% |
| Win Week % | 35.56% | 62.22% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |