| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 13.1% | 61.27% |
| Max Drawdown | -12.12% | -30.99% |
| Sharpe | 0.18 | 0.24 |
| Sortino | 0.27 | 0.34 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.08 | 1.04 |
| Common Sense Ratio | 0.88 | 1.05 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 0.82 | 1.01 |
| Outlier Win Ratio | 53.03 | 3.06 |
| Outlier Loss Ratio | 3.36 | 3.07 |
| Volatility (ann.) | 3.13% | 10.62% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.09 | 2.0 |
| Skew | 0.94 | 0.01 |
| Kurtosis | 61.65 | 9.32 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.03% | 4.06% |
| Expected Yearly % | 6.35% | 26.99% |
| Kelly Criterion | 3.05% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.27% | -0.91% |
| Expected Shortfall (cVaR) | -0.27% | -0.91% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.30 | 9.13 | 0.24 | - |
| 2025 | 16.61 | 3.63 | 0.22 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 8.63% | 15.58% |
| 3M | 10.18% | 22.89% |
| 6M | 14.41% | 17.06% |
| YTD | 3.63% | 16.61% |
| 1Y | 13.1% | 61.27% |
| 3Y (ann.) | 13.25% | 62.12% |
| 5Y (ann.) | 13.25% | 62.12% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -12.12% | -30.99% |
| Longest DD Days | 154.0 | 154.0 |
| Avg. Drawdown | -3.01% | -2.5% |
| Avg. Drawdown Days | 25.0 | 6.0 |
| Recovery Factor | 1.08 | 1.98 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-08 | -12.12 | 154 |
| 2024-09-19 | 2024-12-04 | -8.42 | 76 |
| 2024-09-17 | 2024-09-18 | -2.96 | 1 |
| 2024-09-15 | 2024-09-17 | -2.51 | 1 |
| 2024-12-04 | 2024-12-05 | -1.13 | 0 |
| 2025-05-09 | 2025-05-28 | -0.92 | 19 |
| 2025-05-09 | 2025-05-09 | -0.77 | 0 |
| 2024-09-17 | 2024-09-17 | -0.69 | 0 |
| 2025-05-08 | 2025-05-08 | -0.31 | 0 |
| 2024-09-17 | 2024-09-17 | -0.26 | 0 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 3.06% | 5.11% |
| Worst Day | -2.42% | -4.9% |
| Best Week | 7.37% | 18.93% |
| Worst Week | -6.97% | -12.33% |
| Best Month | 8.63% | 37.42% |
| Worst Month | -6.97% | -17.69% |
| Best Year | 9.13% | 38.3% |
| Worst Year | 3.63% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.35% |
| Avg. Up Week | 3.77% | 4.16% |
| Avg. Down Week | -2.52% | -4.17% |
| Avg. Up Month | 5.1% | 12.35% |
| Avg. Down Month | -1.37% | -2.09% |
| Win Days % | 49.58% | 50.7% |
| Win Month % | 55.56% | 58.33% |
| Win Week % | 52.94% | 56.6% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |