| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 179.92% | 145.29% |
| Max Drawdown | -19.57% | -67.18% |
| Sharpe | 0.66 | 0.39 |
| Sortino | 1.04 | 0.56 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 20.63 | 3.86 |
| Outlier Loss Ratio | 4.47 | 3.62 |
| Volatility (ann.) | 12.95% | 26.23% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.84 | 0.46 |
| Skew | 1.34 | 0.18 |
| Kurtosis | 23.04 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.54% | 2.21% |
| Expected Yearly % | 29.35% | 25.15% |
| Kelly Criterion | 7.61% | 8.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.23% |
| Expected Shortfall (cVaR) | -1.09% | -2.23% |
| 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 | 121.00 | 76.89 | 0.64 | - |
| 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.) | 38.69% | 72.09% |
| 5Y (ann.) | 36.1% | 30.82% |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Max Drawdown | -19.57% | -67.18% |
| Longest DD Days | 204.0 | 683.0 |
| Avg. Drawdown | -4.1% | -7.23% |
| Avg. Drawdown Days | 23.0 | 38.0 |
| Recovery Factor | 9.19 | 2.16 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-15 | 2023-01-20 | -19.57 | 158 |
| 2024-04-08 | 2024-10-29 | -13.96 | 204 |
| 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 |
| 2025-01-24 | 2025-05-02 | -11.49 | 97 |
| 2025-05-19 | 2025-06-18 | -9.63 | 30 |
| 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 |
| Metric | 3526066:btcusd:triple_gx:kama180_50_45 | 3526066:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.04% | -9.32% |
| 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 | 76.89% | 155.54% |
| Worst Year | -4.63% | -61.15% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 5.24% | 7.34% |
| Avg. Down Week | -4.0% | -5.04% |
| Avg. Up Month | 10.51% | 17.25% |
| Avg. Down Month | -4.03% | -12.36% |
| Win Days % | 50.34% | 51.23% |
| Win Month % | 54.55% | 58.54% |
| Win Week % | 58.33% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |