| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 13.1% | 61.07% |
| Max Drawdown | -10.7% | -27.95% |
| Sharpe | 0.86 | 1.23 |
| Sortino | 1.51 | 1.9 |
| Payoff Ratio | 1.19 | 1.36 |
| Profit Factor | 1.37 | 1.19 |
| Common Sense Ratio | 1.15 | 1.32 |
| CPC Index | 0.84 | 0.83 |
| Tail Ratio | 0.84 | 1.11 |
| Outlier Win Ratio | 36.77 | 2.85 |
| Outlier Loss Ratio | 3.23 | 2.3 |
| Volatility (ann.) | 16.01% | 48.9% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.24 | 2.22 |
| Skew | 2.32 | 0.36 |
| Kurtosis | 22.35 | 1.71 |
| Expected Daily % | 0.03% | 0.13% |
| Expected Monthly % | 1.03% | 4.05% |
| Expected Yearly % | 6.35% | 26.91% |
| Kelly Criterion | 10.97% | 15.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -4.05% |
| Expected Shortfall (cVaR) | -1.34% | -4.05% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.06 | 9.13 | 0.25 | - |
| 2025 | 18.38 | 3.63 | 0.20 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 8.18% | 15.52% |
| 3M | 10.18% | 13.51% |
| 6M | 11.07% | 11.68% |
| YTD | 3.63% | 18.38% |
| 1Y | 13.1% | 61.07% |
| 3Y (ann.) | 13.29% | 62.14% |
| 5Y (ann.) | 13.29% | 62.14% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -10.7% | -27.95% |
| Longest DD Days | 121.0 | 153.0 |
| Avg. Drawdown | -5.17% | -7.12% |
| Avg. Drawdown Days | 54.0 | 30.0 |
| Recovery Factor | 1.22 | 2.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-05-09 | -10.70 | 121 |
| 2024-09-20 | 2024-12-06 | -7.45 | 77 |
| 2024-09-16 | 2024-09-18 | -2.44 | 2 |
| 2025-05-10 | 2025-05-28 | -0.09 | 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 | 7.37% | 15.55% |
| Worst Week | -6.97% | -14.34% |
| Best Month | 8.18% | 34.46% |
| Worst Month | -6.97% | -19.77% |
| Best Year | 9.13% | 36.06% |
| Worst Year | 3.63% | 18.38% |
| Avg. Up Day | 1.7% | 2.25% |
| Avg. Down Day | -1.42% | -1.66% |
| Avg. Up Week | 4.23% | 4.17% |
| Avg. Down Week | -2.73% | -6.37% |
| Avg. Up Month | 5.09% | 13.97% |
| Avg. Down Month | -1.37% | -3.01% |
| Win Days % | 51.61% | 51.11% |
| Win Month % | 55.56% | 58.33% |
| Win Week % | 45.0% | 56.6% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |