| Metric | 3922795:btcusd:double_slow_high_gx:kama80_50 | 3922795:BTCUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 177.14% | 214.17% |
| Max Drawdown | -33.61% | -32.34% |
| Sharpe | 0.33 | 0.36 |
| Sortino | 0.47 | 0.51 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 1.09 | 1.08 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 5.57 | 4.52 |
| Outlier Loss Ratio | 4.46 | 4.57 |
| Volatility (ann.) | 10.22% | 10.6% |
| R^2 | 0.93 | 0.93 |
| Calmar | 2.96 | 3.62 |
| Skew | -0.03 | -0.05 |
| Kurtosis | 10.32 | 8.83 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.83% | 6.57% |
| Expected Yearly % | 40.46% | 46.46% |
| Kelly Criterion | 2.55% | 2.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -0.9% |
| Expected Shortfall (cVaR) | -0.87% | -0.9% |
| Year | 3922795:BTCUSD | 3922795:btcusd:double_slow_high_gx:kama80_50 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.94 | 44.41 | 0.82 | - |
| 2024 | 121.00 | 110.58 | 0.91 | - |
| 2025 | -7.65 | -8.87 | 1.16 | - |
| Metric | 3922795:btcusd:double_slow_high_gx:kama80_50 | 3922795:BTCUSD |
|---|---|---|
| MTD | -1.89% | 2.27% |
| 3M | -10.27% | -12.56% |
| 6M | 35.64% | 34.13% |
| YTD | -8.87% | -7.65% |
| 1Y | 16.17% | 23.35% |
| 3Y (ann.) | 99.43% | 117.11% |
| 5Y (ann.) | 99.43% | 117.11% |
| Metric | 3922795:btcusd:double_slow_high_gx:kama80_50 | 3922795:BTCUSD |
|---|---|---|
| Max Drawdown | -33.61% | -32.34% |
| Longest DD Days | 241.0 | 236.0 |
| Avg. Drawdown | -2.53% | -2.27% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 5.27 | 6.62 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-11-10 | -33.61 | 241 |
| 2025-01-30 | 2025-03-26 | -25.99 | 55 |
| 2024-01-11 | 2024-02-10 | -17.03 | 30 |
| 2024-12-17 | 2025-01-17 | -15.21 | 31 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-12-05 | 2024-12-15 | -8.80 | 10 |
| 2023-12-08 | 2024-01-02 | -8.74 | 24 |
| 2023-11-16 | 2023-12-04 | -8.16 | 18 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2025-01-20 | 2025-01-29 | -6.58 | 9 |
| Metric | 3922795:btcusd:double_slow_high_gx:kama80_50 | 3922795:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 23.3% | 23.06% |
| Worst Week | -11.3% | -12.33% |
| Best Month | 40.43% | 43.77% |
| Worst Month | -16.85% | -17.69% |
| Best Year | 110.58% | 121.0% |
| Worst Year | -8.87% | -7.65% |
| Avg. Up Day | 0.38% | 0.38% |
| Avg. Down Day | -0.37% | -0.37% |
| Avg. Up Week | 6.09% | 6.61% |
| Avg. Down Week | -4.06% | -4.21% |
| Avg. Up Month | 14.61% | 15.66% |
| Avg. Down Month | -12.78% | -12.13% |
| Win Days % | 50.96% | 51.22% |
| Win Month % | 72.22% | 72.22% |
| Win Week % | 55.7% | 55.0% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 66.67% | 66.67% |