| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 6.92% | 61.27% |
| Max Drawdown | -13.17% | -30.99% |
| Sharpe | 0.11 | 0.24 |
| Sortino | 0.16 | 0.34 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 0.69 | 1.05 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 0.66 | 1.01 |
| Outlier Win Ratio | 56.3 | 3.03 |
| Outlier Loss Ratio | 3.33 | 3.06 |
| Volatility (ann.) | 3.02% | 10.62% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.53 | 2.0 |
| Skew | 0.52 | 0.01 |
| Kurtosis | 62.73 | 9.32 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.56% | 4.06% |
| Expected Yearly % | 3.4% | 26.99% |
| Kelly Criterion | 1.5% | 3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -0.91% |
| Expected Shortfall (cVaR) | -0.26% | -0.91% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.30 | 4.63 | 0.12 | - |
| 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% | 61.27% |
| 3Y (ann.) | 7.0% | 62.12% |
| 5Y (ann.) | 7.0% | 62.12% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -13.17% | -30.99% |
| Longest DD Days | 121.0 | 154.0 |
| Avg. Drawdown | -2.9% | -2.5% |
| Avg. Drawdown Days | 22.0 | 6.0 |
| Recovery Factor | 0.53 | 1.98 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-05-08 | -13.17 | 121 |
| 2024-09-17 | 2024-12-05 | -9.66 | 78 |
| 2024-09-15 | 2024-09-17 | -2.51 | 1 |
| 2025-05-09 | 2025-05-28 | -0.91 | 19 |
| 2025-05-09 | 2025-05-09 | -0.77 | 0 |
| 2024-09-17 | 2024-09-17 | -0.69 | 0 |
| 2025-01-06 | 2025-01-06 | -0.53 | 0 |
| 2025-05-08 | 2025-05-08 | -0.31 | 0 |
| 2024-09-17 | 2024-09-17 | -0.26 | 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% | 5.11% |
| Worst Day | -2.42% | -4.9% |
| Best Week | 6.08% | 18.93% |
| Worst Week | -6.67% | -12.33% |
| Best Month | 8.02% | 37.42% |
| Worst Month | -6.67% | -17.69% |
| Best Year | 4.63% | 38.3% |
| Worst Year | 2.18% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.35% |
| Avg. Up Week | 4.17% | 4.76% |
| Avg. Down Week | -2.58% | -4.17% |
| Avg. Up Month | 4.43% | 12.35% |
| Avg. Down Month | -1.21% | -9.89% |
| Win Days % | 49.34% | 50.7% |
| Win Month % | 44.44% | 58.33% |
| Win Week % | 41.18% | 56.6% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |