| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 18.71% | 28.82% |
| Max Drawdown | -12.82% | -26.06% |
| Sharpe | 0.84 | 0.77 |
| Sortino | 1.4 | 1.12 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.23 | 1.12 |
| Common Sense Ratio | 1.53 | 1.14 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.24 | 1.02 |
| Outlier Win Ratio | 16.18 | 3.05 |
| Outlier Loss Ratio | 3.57 | 2.58 |
| Volatility (ann.) | 24.59% | 51.09% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.52 | 1.15 |
| Skew | 1.36 | -0.13 |
| Kurtosis | 11.99 | 2.65 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.33% | 1.97% |
| Expected Yearly % | 8.95% | 13.5% |
| Kelly Criterion | 6.22% | 9.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.06% | -4.29% |
| Expected Shortfall (cVaR) | -2.06% | -4.29% |
| Year | 3526066:BTCUSD | 3526066:btcusd:triple_gx:kama180_50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 43.52 | 25.72 | 0.59 | - |
| 2025 | -10.25 | -5.58 | 0.54 | + |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.01% |
| 3M | -5.58% | -12.61% |
| 6M | 23.16% | 26.49% |
| YTD | -5.58% | -10.25% |
| 1Y | 18.71% | 28.82% |
| 3Y (ann.) | 19.46% | 30.03% |
| 5Y (ann.) | 19.46% | 30.03% |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Max Drawdown | -12.82% | -26.06% |
| Longest DD Days | 77.0 | 144.0 |
| Avg. Drawdown | -5.31% | -9.09% |
| Avg. Drawdown Days | 28.0 | 30.0 |
| Recovery Factor | 1.46 | 1.11 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-28 | 2024-10-30 | -12.82 | 63 |
| 2025-01-23 | 2025-04-01 | -10.79 | 68 |
| 2024-05-21 | 2024-08-06 | -9.04 | 77 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-10-31 | 2024-11-06 | -2.47 | 6 |
| 2024-11-12 | 2024-11-14 | -2.20 | 2 |
| 2025-01-21 | 2025-01-22 | -1.70 | 1 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 11.95% | 15.41% |
| Worst Week | -6.65% | -18.81% |
| Best Month | 21.43% | 34.43% |
| Worst Month | -6.75% | -23.44% |
| Best Year | 25.72% | 43.52% |
| Worst Year | -5.58% | -10.25% |
| Avg. Up Day | 1.68% | 1.74% |
| Avg. Down Day | -1.5% | -1.55% |
| Avg. Up Week | 4.88% | 6.37% |
| Avg. Down Week | -3.31% | -3.54% |
| Avg. Up Month | 9.35% | 17.06% |
| Avg. Down Month | -5.08% | -17.37% |
| Win Days % | 50.39% | 51.99% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 52.0% | 51.92% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |