| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 23.13% | 289.73% |
| Max Drawdown | -32.75% | -32.34% |
| Sharpe | 0.16 | 0.38 |
| Sortino | 0.23 | 0.55 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 1.18 | 1.09 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.12 | 1.03 |
| Outlier Win Ratio | 35.76 | 3.24 |
| Outlier Loss Ratio | 3.73 | 3.24 |
| Volatility (ann.) | 3.81% | 10.5% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.41 | 4.01 |
| Skew | 0.1 | -0.02 |
| Kurtosis | 42.18 | 9.09 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.05% | 7.04% |
| Expected Yearly % | 7.18% | 57.37% |
| Kelly Criterion | 2.44% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -0.89% |
| Expected Shortfall (cVaR) | -0.33% | -0.89% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.23 | 4.14 | 0.08 | - |
| 2024 | 121.00 | 36.04 | 0.30 | - |
| 2025 | 16.61 | -13.08 | -0.79 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 7.77% | 15.58% |
| 3M | 1.85% | 22.89% |
| 6M | -6.2% | 17.06% |
| YTD | -13.08% | 16.61% |
| 1Y | 4.15% | 56.92% |
| 3Y (ann.) | 13.57% | 129.71% |
| 5Y (ann.) | 13.57% | 129.71% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -32.75% | -32.34% |
| Longest DD Days | 173.0 | 236.0 |
| Avg. Drawdown | -2.26% | -2.29% |
| Avg. Drawdown Days | 14.0 | 5.0 |
| Recovery Factor | 0.71 | 8.96 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -32.75 | 173 |
| 2024-05-21 | 2024-09-18 | -6.86 | 120 |
| 2024-09-20 | 2024-10-24 | -6.61 | 34 |
| 2024-10-29 | 2024-11-29 | -6.34 | 30 |
| 2024-11-29 | 2024-12-04 | -3.57 | 5 |
| 2024-04-01 | 2024-04-04 | -3.52 | 2 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-13 | 2024-05-15 | -3.02 | 1 |
| 2024-10-24 | 2024-10-28 | -2.62 | 3 |
| 2023-10-11 | 2023-10-16 | -2.44 | 4 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 3.06% | 5.23% |
| Worst Day | -2.82% | -4.9% |
| Best Week | 8.45% | 23.06% |
| Worst Week | -12.13% | -12.33% |
| Best Month | 8.66% | 43.77% |
| Worst Month | -11.99% | -17.69% |
| Best Year | 36.04% | 121.0% |
| Worst Year | -13.08% | 16.61% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.32% |
| Avg. Up Week | 4.49% | 4.99% |
| Avg. Down Week | -3.37% | -3.64% |
| Avg. Up Month | 4.57% | 17.25% |
| Avg. Down Month | -6.99% | -9.89% |
| Win Days % | 50.04% | 51.06% |
| Win Month % | 75.0% | 70.0% |
| Win Week % | 50.0% | 56.82% |
| Win Quarter % | 83.33% | 71.43% |
| Win Year % | 66.67% | 100.0% |