| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.59% | 289.73% |
| Max Drawdown | -21.44% | -32.34% |
| Sharpe | 0.11 | 0.38 |
| Sortino | 0.16 | 0.55 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | 0.89 | 1.09 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 0.85 | 1.03 |
| Outlier Win Ratio | 49.77 | 3.08 |
| Outlier Loss Ratio | 3.54 | 3.08 |
| Volatility (ann.) | 3.19% | 10.5% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.35 | 4.01 |
| Skew | 0.13 | -0.02 |
| Kurtosis | 58.37 | 9.09 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.59% | 7.04% |
| Expected Yearly % | 4.03% | 57.37% |
| Kelly Criterion | 1.73% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -0.89% |
| Expected Shortfall (cVaR) | -0.27% | -0.89% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.23 | -1.10 | -0.02 | - |
| 2024 | 121.00 | 16.85 | 0.14 | - |
| 2025 | 16.61 | -2.58 | -0.16 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 9.38% | 15.58% |
| 3M | 13.11% | 22.89% |
| 6M | 8.44% | 17.06% |
| YTD | -2.58% | 16.61% |
| 1Y | 11.63% | 56.92% |
| 3Y (ann.) | 7.52% | 129.71% |
| 5Y (ann.) | 7.52% | 129.71% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -21.44% | -32.34% |
| Longest DD Days | 173.0 | 236.0 |
| Avg. Drawdown | -2.6% | -2.29% |
| Avg. Drawdown Days | 27.0 | 5.0 |
| Recovery Factor | 0.59 | 8.96 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -21.44 | 173 |
| 2024-09-20 | 2024-11-29 | -6.97 | 70 |
| 2024-05-13 | 2024-09-18 | -6.58 | 128 |
| 2024-04-04 | 2024-05-13 | -3.55 | 38 |
| 2024-04-01 | 2024-04-04 | -3.52 | 2 |
| 2024-12-03 | 2024-12-03 | -2.61 | 0 |
| 2023-10-11 | 2024-04-01 | -2.44 | 173 |
| 2024-12-04 | 2024-12-04 | -2.07 | 0 |
| 2024-09-19 | 2024-09-20 | -1.53 | 0 |
| 2024-12-05 | 2024-12-05 | -1.42 | 0 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 3.06% | 5.23% |
| Worst Day | -2.42% | -4.9% |
| Best Week | 7.97% | 23.06% |
| Worst Week | -7.55% | -12.33% |
| Best Month | 9.38% | 43.77% |
| Worst Month | -7.55% | -17.69% |
| Best Year | 16.85% | 121.0% |
| Worst Year | -2.58% | 16.61% |
| Avg. Up Day | 0.34% | 0.34% |
| Avg. Down Day | -0.31% | -0.33% |
| Avg. Up Week | 3.92% | 4.86% |
| Avg. Down Week | -2.58% | -3.58% |
| Avg. Up Month | 4.63% | 17.07% |
| Avg. Down Month | -4.42% | -9.89% |
| Win Days % | 49.12% | 51.06% |
| Win Month % | 58.33% | 70.0% |
| Win Week % | 44.44% | 56.82% |
| Win Quarter % | 66.67% | 71.43% |
| Win Year % | 33.33% | 100.0% |