| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 60.43% | 61.27% |
| Max Drawdown | -25.88% | -30.99% |
| Sharpe | 0.32 | 0.24 |
| Sortino | 0.46 | 0.34 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 1.09 | 1.04 |
| Common Sense Ratio | 1.28 | 1.05 |
| CPC Index | 0.57 | 0.54 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 14.54 | 3.83 |
| Outlier Loss Ratio | 3.9 | 3.94 |
| Volatility (ann.) | 6.96% | 10.62% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.37 | 2.0 |
| Skew | -0.01 | 0.01 |
| Kurtosis | 33.41 | 9.32 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.02% | 4.06% |
| Expected Yearly % | 26.66% | 26.99% |
| Kelly Criterion | 3.85% | 2.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -0.91% |
| Expected Shortfall (cVaR) | -0.59% | -0.91% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.30 | 50.14 | 1.31 | + |
| 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 | 60.43% | 61.27% |
| 3Y (ann.) | 61.27% | 62.12% |
| 5Y (ann.) | 61.27% | 62.12% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -25.88% | -30.99% |
| Longest DD Days | 104.0 | 154.0 |
| Avg. Drawdown | -2.2% | -2.5% |
| Avg. Drawdown Days | 6.0 | 6.0 |
| Recovery Factor | 2.33 | 1.98 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-05-21 | -25.88 | 95 |
| 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 |
| 2024-10-15 | 2024-10-16 | -3.38 | 0 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 5.11% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 9.93% | 18.93% |
| Worst Week | -12.33% | -12.33% |
| Best Month | 14.47% | 37.42% |
| Worst Month | -12.19% | -17.69% |
| Best Year | 50.14% | 38.3% |
| Worst Year | 6.85% | 16.61% |
| Avg. Up Day | 0.38% | 0.38% |
| Avg. Down Day | -0.37% | -0.37% |
| Avg. Up Week | 4.04% | 4.26% |
| Avg. Down Week | -3.74% | -3.89% |
| Avg. Up Month | 7.91% | 15.84% |
| Avg. Down Month | -6.13% | -9.89% |
| Win Days % | 51.2% | 50.7% |
| Win Month % | 80.0% | 58.33% |
| Win Week % | 67.74% | 56.6% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |