| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 26.38% | 62.0% |
| Max Drawdown | -13.61% | -29.51% |
| Sharpe | 0.45 | 0.53 |
| Sortino | 0.72 | 0.78 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.13 | 1.09 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 17.74 | 3.46 |
| Outlier Loss Ratio | 4.25 | 3.29 |
| Volatility (ann.) | 12.67% | 25.09% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.62 | 1.71 |
| Skew | 1.86 | 0.22 |
| Kurtosis | 25.72 | 6.5 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.57% | 3.27% |
| Expected Yearly % | 12.42% | 27.28% |
| Kelly Criterion | 4.57% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.12% |
| Expected Shortfall (cVaR) | -1.08% | -2.12% |
| Year | 3526066:BTCUSD | 3526066:btcusd:triple_gx:kama180_50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | 25.72 | 0.57 | - |
| 2025 | 11.80 | 0.53 | 0.04 | - |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| MTD | -4.2% | -0.27% |
| 3M | 6.46% | 26.2% |
| 6M | 0.53% | -1.67% |
| YTD | 0.53% | 11.8% |
| 1Y | 37.46% | 56.98% |
| 3Y (ann.) | 21.99% | 50.61% |
| 5Y (ann.) | 21.99% | 50.61% |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Max Drawdown | -13.61% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -3.79% | -5.38% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.94 | 2.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-27 | 2024-10-29 | -13.61 | 63 |
| 2025-01-24 | 2025-05-02 | -11.49 | 97 |
| 2024-05-21 | 2024-08-05 | -9.90 | 76 |
| 2025-05-19 | 2025-06-18 | -9.63 | 30 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2025-01-21 | 2025-01-24 | -4.03 | 2 |
| 2024-10-30 | 2024-11-06 | -3.66 | 7 |
| 2025-05-02 | 2025-05-06 | -2.76 | 4 |
| 2024-11-09 | 2024-11-13 | -2.34 | 4 |
| 2025-05-11 | 2025-05-18 | -2.32 | 7 |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.69% | 18.93% |
| Worst Week | -5.74% | -12.33% |
| Best Month | 21.43% | 37.42% |
| Worst Month | -6.15% | -17.69% |
| Best Year | 25.72% | 44.91% |
| Worst Year | 0.53% | 11.8% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 3.81% | 6.28% |
| Avg. Down Week | -3.58% | -4.41% |
| Avg. Up Month | 9.82% | 15.33% |
| Avg. Down Month | -3.75% | -8.36% |
| Win Days % | 49.61% | 51.57% |
| Win Month % | 50.0% | 53.33% |
| Win Week % | 58.82% | 52.38% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |