| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 162.93% | 129.02% |
| Max Drawdown | -18.91% | -60.88% |
| Sharpe | 4.26 | 3.26 |
| Sortino | 13.5 | 5.2 |
| Payoff Ratio | 4.0 | 1.31 |
| Profit Factor | 3.0 | 1.76 |
| Common Sense Ratio | 7.13 | 3.7 |
| CPC Index | 3.69 | 1.42 |
| Tail Ratio | 2.38 | 2.1 |
| Outlier Win Ratio | 4.26 | 4.84 |
| Outlier Loss Ratio | 16.49 | 3.13 |
| Volatility (ann.) | 148.33% | 216.0% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.02 | 0.52 |
| Skew | 3.07 | -0.26 |
| Kurtosis | 12.59 | 6.27 |
| Expected Daily % | 1.48% | 1.26% |
| Expected Monthly % | 3.27% | 2.8% |
| Expected Yearly % | 27.34% | 23.02% |
| Kelly Criterion | 13.46% | 32.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.04% | -16.67% |
| Expected Shortfall (cVaR) | -11.04% | -16.67% |
| Year | 3526066:BTCUSD | 3526066:btcusd:triple_gx:kama180_50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.18 | -4.63 | 0.08 | + |
| 2023 | 133.18 | 62.14 | 0.47 | - |
| 2024 | 137.23 | 80.07 | 0.58 | - |
| 2025 | -1.01 | -5.58 | 5.52 | - |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| MTD | -5.41% | -5.24% |
| 3M | 4.67% | 27.22% |
| 6M | 15.16% | 77.98% |
| YTD | -5.58% | -1.01% |
| 1Y | 65.88% | 104.0% |
| 3Y (ann.) | 38.14% | 31.91% |
| 5Y (ann.) | 38.14% | 31.91% |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Max Drawdown | -18.91% | -60.88% |
| Longest DD Days | 270.0 | 686.0 |
| Avg. Drawdown | -3.91% | -19.6% |
| Avg. Drawdown Days | 68.0 | 179.0 |
| Recovery Factor | 8.62 | 2.12 |
| Ulcer Index | 1.01 | 1.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-01-20 | -18.91 | 160 |
| 2024-08-27 | 2024-10-31 | -12.38 | 64 |
| 2024-03-31 | 2024-08-05 | -8.95 | 127 |
| 2025-01-20 | 2025-02-10 | -5.58 | 21 |
| 2023-01-21 | 2023-10-19 | -2.91 | 270 |
| 2023-12-04 | 2024-02-10 | -0.72 | 68 |
| 2022-04-12 | 2022-07-31 | -0.26 | 109 |
| 2022-08-06 | 2022-08-08 | -0.18 | 2 |
| 2022-03-24 | 2022-04-07 | -0.18 | 14 |
| 2023-10-19 | 2023-10-31 | -0.18 | 12 |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Best Day | 41.1% | 41.36% |
| Worst Day | -12.83% | -45.19% |
| Best Week | 41.1% | 41.36% |
| Worst Week | -12.98% | -45.19% |
| Best Month | 40.85% | 45.25% |
| Worst Month | -9.53% | -40.76% |
| Best Year | 80.07% | 137.23% |
| Worst Year | -5.58% | -58.18% |
| Avg. Up Day | 8.57% | 8.77% |
| Avg. Down Day | -2.14% | -6.68% |
| Avg. Up Week | 10.75% | 12.3% |
| Avg. Down Week | -2.76% | -7.43% |
| Avg. Up Month | 15.03% | 19.78% |
| Avg. Down Month | -2.9% | -5.14% |
| Win Days % | 30.77% | 61.54% |
| Win Month % | 43.33% | 53.33% |
| Win Week % | 36.96% | 58.7% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 50.0% | 50.0% |