| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 6.92% | 61.07% |
| Max Drawdown | -12.02% | -27.95% |
| Sharpe | 0.52 | 1.23 |
| Sortino | 0.87 | 1.9 |
| Payoff Ratio | 1.07 | 1.46 |
| Profit Factor | 1.22 | 1.19 |
| Common Sense Ratio | 1.29 | 1.32 |
| CPC Index | 0.68 | 0.89 |
| Tail Ratio | 1.05 | 1.11 |
| Outlier Win Ratio | 40.44 | 2.64 |
| Outlier Loss Ratio | 2.97 | 2.33 |
| Volatility (ann.) | 15.01% | 48.9% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.58 | 2.22 |
| Skew | 1.99 | 0.36 |
| Kurtosis | 24.77 | 1.71 |
| Expected Daily % | 0.02% | 0.13% |
| Expected Monthly % | 0.56% | 4.05% |
| Expected Yearly % | 3.4% | 26.91% |
| Kelly Criterion | 6.9% | 17.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.05% |
| Expected Shortfall (cVaR) | -1.27% | -4.05% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.06 | 4.63 | 0.13 | - |
| 2025 | 18.38 | 2.18 | 0.12 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 7.57% | 15.52% |
| 3M | 10.29% | 13.51% |
| 6M | 8.39% | 11.68% |
| YTD | 2.18% | 18.38% |
| 1Y | 6.92% | 61.07% |
| 3Y (ann.) | 7.02% | 62.14% |
| 5Y (ann.) | 7.02% | 62.14% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -12.02% | -27.95% |
| Longest DD Days | 121.0 | 153.0 |
| Avg. Drawdown | -5.57% | -7.12% |
| Avg. Drawdown Days | 53.0 | 30.0 |
| Recovery Factor | 0.58 | 2.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-05-09 | -12.02 | 121 |
| 2024-09-25 | 2024-12-06 | -7.73 | 72 |
| 2024-09-16 | 2024-09-18 | -2.44 | 2 |
| 2025-05-10 | 2025-05-28 | -0.08 | 18 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 5.97% | 10.7% |
| Worst Day | -4.75% | -7.85% |
| Best Week | 6.08% | 15.55% |
| Worst Week | -6.67% | -14.34% |
| Best Month | 7.57% | 34.46% |
| Worst Month | -6.67% | -19.77% |
| Best Year | 4.63% | 36.06% |
| Worst Year | 2.18% | 18.38% |
| Avg. Up Day | 1.59% | 2.3% |
| Avg. Down Day | -1.48% | -1.58% |
| Avg. Up Week | 3.63% | 4.17% |
| Avg. Down Week | -3.15% | -6.67% |
| Avg. Up Month | 4.42% | 13.97% |
| Avg. Down Month | -1.21% | -11.39% |
| Win Days % | 51.85% | 51.11% |
| Win Month % | 44.44% | 58.33% |
| Win Week % | 44.44% | 56.6% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |