| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 53.16% | 61.07% |
| Max Drawdown | -23.56% | -27.95% |
| Sharpe | 1.53 | 1.23 |
| Sortino | 2.52 | 1.9 |
| Payoff Ratio | 1.28 | 1.37 |
| Profit Factor | 1.41 | 1.19 |
| Common Sense Ratio | 2.09 | 1.32 |
| CPC Index | 0.94 | 0.84 |
| Tail Ratio | 1.48 | 1.11 |
| Outlier Win Ratio | 11.09 | 3.23 |
| Outlier Loss Ratio | 3.55 | 3.02 |
| Volatility (ann.) | 31.24% | 48.9% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.29 | 2.22 |
| Skew | 0.7 | 0.36 |
| Kurtosis | 7.33 | 1.71 |
| Expected Daily % | 0.12% | 0.13% |
| Expected Monthly % | 3.62% | 4.05% |
| Expected Yearly % | 23.76% | 26.91% |
| Kelly Criterion | 14.33% | 15.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -4.05% |
| Expected Shortfall (cVaR) | -2.56% | -4.05% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.06 | 45.74 | 1.27 | + |
| 2025 | 18.38 | 5.09 | 0.28 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 12.95% | 15.52% |
| 3M | 4.59% | 13.51% |
| 6M | 18.74% | 11.68% |
| YTD | 5.09% | 18.38% |
| 1Y | 53.16% | 61.07% |
| 3Y (ann.) | 54.07% | 62.14% |
| 5Y (ann.) | 54.07% | 62.14% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -23.56% | -27.95% |
| Longest DD Days | 105.0 | 153.0 |
| Avg. Drawdown | -4.73% | -7.12% |
| Avg. Drawdown Days | 22.0 | 30.0 |
| Recovery Factor | 2.26 | 2.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-05-22 | -23.56 | 89 |
| 2025-01-08 | 2025-01-18 | -9.13 | 10 |
| 2024-10-31 | 2024-11-07 | -5.94 | 7 |
| 2024-09-23 | 2024-10-15 | -5.74 | 22 |
| 2024-11-08 | 2024-11-30 | -5.01 | 22 |
| 2025-01-19 | 2025-02-13 | -4.83 | 25 |
| 2024-12-08 | 2024-12-12 | -3.93 | 4 |
| 2024-06-05 | 2024-09-18 | -2.69 | 105 |
| 2024-10-26 | 2024-10-29 | -1.93 | 3 |
| 2025-02-14 | 2025-02-21 | -1.08 | 7 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 8.51% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 11.56% | 15.55% |
| Worst Week | -15.44% | -14.34% |
| Best Month | 16.47% | 34.46% |
| Worst Month | -12.32% | -19.77% |
| Best Year | 45.74% | 36.06% |
| Worst Year | 5.09% | 18.38% |
| Avg. Up Day | 1.97% | 2.21% |
| Avg. Down Day | -1.54% | -1.61% |
| Avg. Up Week | 4.1% | 4.87% |
| Avg. Down Week | -5.06% | -5.54% |
| Avg. Up Month | 7.56% | 16.71% |
| Avg. Down Month | -12.32% | -19.77% |
| Win Days % | 51.85% | 51.11% |
| Win Month % | 90.0% | 58.33% |
| Win Week % | 67.74% | 56.6% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |