| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 5.55% | 289.73% |
| Max Drawdown | -13.17% | -32.34% |
| Sharpe | 0.07 | 0.38 |
| Sortino | 0.1 | 0.55 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.04 | 1.06 |
| Common Sense Ratio | NaN | 1.09 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 73.4 | 2.9 |
| Outlier Loss Ratio | 3.28 | 2.88 |
| Volatility (ann.) | 2.56% | 10.5% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.25 | 4.01 |
| Skew | 0.99 | -0.02 |
| Kurtosis | 88.51 | 9.09 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.27% | 7.04% |
| Expected Yearly % | 1.82% | 57.37% |
| Kelly Criterion | 0.73% | 3.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -0.89% |
| Expected Shortfall (cVaR) | -0.22% | -0.89% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.23 | -1.38 | -0.03 | - |
| 2024 | 121.00 | 4.73 | 0.04 | - |
| 2025 | 16.61 | 2.18 | 0.13 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 8.02% | 15.58% |
| 3M | 10.29% | 22.89% |
| 6M | 11.65% | 17.06% |
| YTD | 2.18% | 16.61% |
| 1Y | 6.92% | 56.92% |
| 3Y (ann.) | 3.36% | 129.71% |
| 5Y (ann.) | 3.36% | 129.71% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -13.17% | -32.34% |
| Longest DD Days | 222.0 | 236.0 |
| Avg. Drawdown | -3.5% | -2.29% |
| Avg. Drawdown Days | 56.0 | 5.0 |
| Recovery Factor | 0.42 | 8.96 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-05-08 | -13.17 | 121 |
| 2024-09-17 | 2024-12-05 | -9.66 | 78 |
| 2024-05-21 | 2024-09-17 | -5.30 | 119 |
| 2023-10-11 | 2024-05-20 | -3.70 | 222 |
| 2025-05-09 | 2025-05-28 | -0.91 | 19 |
| 2025-05-09 | 2025-05-09 | -0.77 | 0 |
| 2025-01-06 | 2025-01-06 | -0.53 | 0 |
| 2023-10-11 | 2023-10-11 | -0.44 | 0 |
| 2025-05-08 | 2025-05-08 | -0.31 | 0 |
| 2025-01-06 | 2025-01-06 | -0.18 | 0 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 2.88% | 5.23% |
| Worst Day | -2.42% | -4.9% |
| Best Week | 6.08% | 23.06% |
| Worst Week | -6.67% | -12.33% |
| Best Month | 8.02% | 43.77% |
| Worst Month | -6.67% | -17.69% |
| Best Year | 4.73% | 121.0% |
| Worst Year | -1.38% | 16.61% |
| Avg. Up Day | 0.35% | 0.36% |
| Avg. Down Day | -0.32% | -0.35% |
| Avg. Up Week | 3.7% | 5.55% |
| Avg. Down Week | -2.15% | -4.02% |
| Avg. Up Month | 4.43% | 12.35% |
| Avg. Down Month | -1.21% | -9.89% |
| Win Days % | 48.38% | 51.06% |
| Win Month % | 41.67% | 70.0% |
| Win Week % | 40.91% | 56.82% |
| Win Quarter % | 66.67% | 71.43% |
| Win Year % | 66.67% | 100.0% |