| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 121.49% | 56.89% |
| Max Drawdown | -19.57% | -67.18% |
| Sharpe | 0.77 | 0.33 |
| Sortino | 1.21 | 0.47 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.59 | 1.05 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 22.5 | 4.11 |
| Outlier Loss Ratio | 4.56 | 3.81 |
| Volatility (ann.) | 13.1% | 26.81% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.28 | 0.35 |
| Skew | 1.09 | 0.17 |
| Kurtosis | 21.77 | 6.43 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 2.99% | 1.68% |
| Expected Yearly % | 30.35% | 16.2% |
| Kelly Criterion | 9.38% | 9.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.28% |
| Expected Shortfall (cVaR) | -1.1% | -2.28% |
| Year | 3526066:BTCUSD | 3526066:btcusd:triple_gx:kama180_50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | -4.63 | 0.08 | + |
| 2023 | 155.54 | 65.06 | 0.42 | - |
| 2024 | 58.03 | 40.70 | 0.70 | - |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| MTD | -1.92% | -6.36% |
| 3M | 38.95% | 56.07% |
| 6M | 80.88% | 148.46% |
| YTD | 40.7% | 58.03% |
| 1Y | 64.72% | 119.52% |
| 3Y (ann.) | 44.53% | 23.2% |
| 5Y (ann.) | 44.53% | 23.2% |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Max Drawdown | -19.57% | -67.18% |
| Longest DD Days | 191.0 | 683.0 |
| Avg. Drawdown | -4.49% | -8.5% |
| Avg. Drawdown Days | 24.0 | 52.0 |
| Recovery Factor | 6.21 | 0.85 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-15 | 2023-01-20 | -19.57 | 158 |
| 2022-03-29 | 2022-07-30 | -13.66 | 123 |
| 2023-04-14 | 2023-10-23 | -12.86 | 191 |
| 2024-01-11 | 2024-02-26 | -12.56 | 46 |
| 2023-12-09 | 2024-01-02 | -8.19 | 23 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2023-03-30 | 2023-04-10 | -6.99 | 11 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-01-21 | 2023-03-20 | -6.21 | 57 |
| 2023-03-22 | 2023-03-30 | -5.98 | 7 |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -6.04% | -7.86% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -12.98% | -29.64% |
| Best Month | 29.69% | 43.77% |
| Worst Month | -9.53% | -37.12% |
| Best Year | 65.06% | 155.54% |
| Worst Year | -4.63% | -61.15% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 6.22% | 8.06% |
| Avg. Down Week | -4.27% | -5.44% |
| Avg. Up Month | 10.83% | 18.12% |
| Avg. Down Month | -4.19% | -13.03% |
| Win Days % | 50.83% | 51.05% |
| Win Month % | 57.14% | 59.26% |
| Win Week % | 58.0% | 48.28% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |