| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 116.14% | 54.51% |
| Max Drawdown | -19.42% | -66.89% |
| Sharpe | 1.44 | 0.64 |
| Sortino | 2.67 | 0.96 |
| Payoff Ratio | 1.39 | 1.35 |
| Profit Factor | 1.49 | 1.1 |
| Common Sense Ratio | 2.08 | 1.16 |
| CPC Index | 1.04 | 0.76 |
| Tail Ratio | 1.39 | 1.05 |
| Outlier Win Ratio | 19.61 | 3.78 |
| Outlier Loss Ratio | 4.3 | 3.02 |
| Volatility (ann.) | 27.31% | 56.18% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.21 | 0.33 |
| Skew | 2.35 | 0.31 |
| Kurtosis | 17.91 | 3.83 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 2.9% | 1.62% |
| Expected Yearly % | 29.29% | 15.61% |
| Kelly Criterion | 14.12% | 14.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.24% | -4.74% |
| Expected Shortfall (cVaR) | -2.24% | -4.74% |
| Year | 3526066:BTCUSD | 3526066:btcusd:triple_gx:kama180_50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | -6.93 | 0.11 | + |
| 2023 | 154.85 | 64.84 | 0.42 | - |
| 2024 | 59.70 | 40.89 | 0.68 | - |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| MTD | -0.61% | -4.24% |
| 3M | 28.91% | 46.12% |
| 6M | 80.68% | 150.45% |
| YTD | 40.89% | 59.7% |
| 1Y | 66.21% | 123.54% |
| 3Y (ann.) | 42.91% | 22.33% |
| 5Y (ann.) | 42.91% | 22.33% |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Max Drawdown | -19.42% | -66.89% |
| Longest DD Days | 191.0 | 683.0 |
| Avg. Drawdown | -5.6% | -11.58% |
| Avg. Drawdown Days | 38.0 | 70.0 |
| Recovery Factor | 5.98 | 0.81 |
| Ulcer Index | 1.0 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-16 | 2023-01-21 | -19.42 | 158 |
| 2023-04-15 | 2023-10-23 | -12.72 | 191 |
| 2022-03-30 | 2022-08-09 | -12.25 | 132 |
| 2024-01-10 | 2024-02-27 | -11.93 | 48 |
| 2023-12-10 | 2024-01-02 | -7.48 | 23 |
| 2024-03-10 | 2024-04-09 | -7.02 | 30 |
| 2023-01-22 | 2023-03-22 | -6.05 | 59 |
| 2023-03-25 | 2023-03-30 | -4.71 | 5 |
| 2024-01-03 | 2024-01-09 | -4.38 | 6 |
| 2023-03-31 | 2023-04-11 | -3.26 | 11 |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -6.71% | -14.67% |
| Best Week | 19.69% | 28.96% |
| Worst Week | -10.88% | -30.92% |
| Best Month | 32.58% | 45.57% |
| Worst Month | -9.34% | -36.86% |
| Best Year | 64.84% | 154.85% |
| Worst Year | -6.93% | -62.04% |
| Avg. Up Day | 2.03% | 2.07% |
| Avg. Down Day | -1.46% | -1.54% |
| Avg. Up Week | 5.76% | 7.52% |
| Avg. Down Week | -3.42% | -4.57% |
| Avg. Up Month | 10.62% | 20.38% |
| Avg. Down Month | -3.39% | -9.56% |
| Win Days % | 50.0% | 51.14% |
| Win Month % | 54.55% | 51.85% |
| Win Week % | 55.77% | 52.59% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |