| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 110.26% | 289.73% |
| Max Drawdown | -25.88% | -32.34% |
| Sharpe | 0.34 | 0.38 |
| Sortino | 0.49 | 0.55 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.31 | 1.09 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 18.15 | 3.7 |
| Outlier Loss Ratio | 3.75 | 3.71 |
| Volatility (ann.) | 6.16% | 10.5% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.22 | 4.01 |
| Skew | 0.14 | -0.02 |
| Kurtosis | 44.58 | 9.09 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 3.79% | 7.04% |
| Expected Yearly % | 28.11% | 57.37% |
| Kelly Criterion | 4.52% | 3.93% |
| 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 | 27.53 | 0.54 | - |
| 2024 | 121.00 | 54.29 | 0.45 | - |
| 2025 | 16.61 | 6.85 | 0.41 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 13.01% | 15.58% |
| 3M | 12.93% | 22.89% |
| 6M | 23.42% | 17.06% |
| YTD | 6.85% | 16.61% |
| 1Y | 56.11% | 56.92% |
| 3Y (ann.) | 57.52% | 129.71% |
| 5Y (ann.) | 57.52% | 129.71% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -25.88% | -32.34% |
| Longest DD Days | 162.0 | 236.0 |
| Avg. Drawdown | -2.25% | -2.29% |
| Avg. Drawdown Days | 8.0 | 5.0 |
| Recovery Factor | 4.26 | 8.96 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-05-21 | -25.88 | 95 |
| 2024-04-08 | 2024-09-17 | -14.61 | 162 |
| 2024-12-17 | 2025-01-17 | -12.46 | 31 |
| 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 | -7.10 | 22 |
| 2025-01-20 | 2025-02-14 | -6.58 | 25 |
| 2025-01-19 | 2025-01-20 | -6.14 | 0 |
| 2024-11-29 | 2024-12-04 | -3.57 | 5 |
| 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 | 16.57% | 23.06% |
| Worst Week | -12.33% | -12.33% |
| Best Month | 27.53% | 43.77% |
| Worst Month | -12.19% | -17.69% |
| Best Year | 54.29% | 121.0% |
| Worst Year | 6.85% | 16.61% |
| Avg. Up Day | 0.37% | 0.37% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 5.25% | 5.32% |
| Avg. Down Week | -2.91% | -3.5% |
| Avg. Up Month | 10.14% | 16.31% |
| Avg. Down Month | -5.17% | -11.59% |
| Win Days % | 51.08% | 51.06% |
| Win Month % | 76.92% | 70.0% |
| Win Week % | 60.98% | 56.82% |
| Win Quarter % | 83.33% | 71.43% |
| Win Year % | 100.0% | 100.0% |