| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 98.56% | 289.73% |
| Max Drawdown | -27.06% | -32.34% |
| Sharpe | 0.32 | 0.38 |
| Sortino | 0.46 | 0.55 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 18.39 | 3.68 |
| Outlier Loss Ratio | 3.76 | 3.71 |
| Volatility (ann.) | 6.11% | 10.5% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.93 | 4.01 |
| Skew | 0.16 | -0.02 |
| Kurtosis | 45.75 | 9.09 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 3.49% | 7.04% |
| Expected Yearly % | 25.69% | 57.37% |
| Kelly Criterion | 4.2% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.89% |
| Expected Shortfall (cVaR) | -0.52% | -0.89% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.23 | 27.58 | 0.54 | - |
| 2024 | 121.00 | 48.10 | 0.40 | - |
| 2025 | 16.61 | 5.09 | 0.31 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 13.42% | 15.58% |
| 3M | 13.64% | 22.89% |
| 6M | 22.31% | 17.06% |
| YTD | 5.09% | 16.61% |
| 1Y | 49.76% | 56.92% |
| 3Y (ann.) | 52.1% | 129.71% |
| 5Y (ann.) | 52.1% | 129.71% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -27.06% | -32.34% |
| Longest DD Days | 164.0 | 236.0 |
| Avg. Drawdown | -2.19% | -2.29% |
| Avg. Drawdown Days | 8.0 | 5.0 |
| Recovery Factor | 3.64 | 8.96 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-28 | -27.06 | 128 |
| 2024-04-08 | 2024-09-19 | -14.61 | 164 |
| 2025-01-07 | 2025-01-17 | -11.38 | 10 |
| 2024-12-05 | 2024-12-15 | -8.80 | 10 |
| 2024-10-29 | 2024-11-06 | -8.33 | 7 |
| 2024-09-20 | 2024-10-14 | -7.76 | 24 |
| 2024-11-06 | 2024-11-29 | -6.99 | 22 |
| 2025-01-19 | 2025-01-20 | -6.14 | 0 |
| 2024-11-29 | 2024-12-04 | -3.57 | 5 |
| 2024-04-01 | 2024-04-04 | -3.52 | 2 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.61% | 23.06% |
| Worst Week | -12.33% | -12.33% |
| Best Month | 27.58% | 43.77% |
| Worst Month | -12.19% | -17.69% |
| Best Year | 48.1% | 121.0% |
| Worst Year | 5.09% | 16.61% |
| Avg. Up Day | 0.37% | 0.37% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 5.35% | 5.55% |
| Avg. Down Week | -3.0% | -3.5% |
| Avg. Up Month | 9.77% | 16.31% |
| Avg. Down Month | -8.49% | -16.34% |
| Win Days % | 50.92% | 51.06% |
| Win Month % | 84.62% | 70.0% |
| Win Week % | 58.54% | 56.82% |
| Win Quarter % | 83.33% | 71.43% |
| Win Year % | 100.0% | 100.0% |