| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 8.97% | 61.27% |
| Max Drawdown | -22.57% | -30.99% |
| Sharpe | 0.12 | 0.24 |
| Sortino | 0.17 | 0.34 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 1.08 | 1.05 |
| CPC Index | 0.54 | 0.53 |
| Tail Ratio | 1.04 | 1.01 |
| Outlier Win Ratio | 40.06 | 3.16 |
| Outlier Loss Ratio | 3.58 | 3.19 |
| Volatility (ann.) | 3.62% | 10.62% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.4 | 2.0 |
| Skew | -0.22 | 0.01 |
| Kurtosis | 46.69 | 9.32 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.72% | 4.06% |
| Expected Yearly % | 4.39% | 26.99% |
| Kelly Criterion | 1.72% | 2.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -0.91% |
| Expected Shortfall (cVaR) | -0.31% | -0.91% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.30 | 12.92 | 0.34 | - |
| 2025 | 16.61 | -3.50 | -0.21 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 8.93% | 15.58% |
| 3M | 12.35% | 22.89% |
| 6M | 5.0% | 17.06% |
| YTD | -3.5% | 16.61% |
| 1Y | 8.97% | 61.27% |
| 3Y (ann.) | 9.07% | 62.12% |
| 5Y (ann.) | 9.07% | 62.12% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -22.57% | -30.99% |
| Longest DD Days | 173.0 | 154.0 |
| Avg. Drawdown | -2.65% | -2.5% |
| Avg. Drawdown Days | 12.0 | 6.0 |
| Recovery Factor | 0.4 | 1.98 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -22.57 | 173 |
| 2024-10-24 | 2024-12-02 | -6.62 | 38 |
| 2024-09-20 | 2024-10-24 | -5.73 | 34 |
| 2024-09-17 | 2024-09-18 | -2.96 | 1 |
| 2024-12-03 | 2024-12-03 | -2.61 | 0 |
| 2024-09-15 | 2024-09-17 | -2.51 | 1 |
| 2024-12-04 | 2024-12-04 | -2.07 | 0 |
| 2024-09-19 | 2024-09-20 | -1.53 | 0 |
| 2024-12-05 | 2024-12-05 | -1.42 | 0 |
| 2024-12-04 | 2024-12-05 | -1.13 | 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 | 7.6% | 18.93% |
| Worst Week | -8.38% | -12.33% |
| Best Month | 8.93% | 37.42% |
| Worst Month | -7.95% | -17.69% |
| Best Year | 12.92% | 38.3% |
| Worst Year | -3.5% | 16.61% |
| Avg. Up Day | 0.33% | 0.34% |
| Avg. Down Day | -0.32% | -0.34% |
| Avg. Up Week | 3.53% | 3.79% |
| Avg. Down Week | -3.49% | -4.0% |
| Avg. Up Month | 4.48% | 17.07% |
| Avg. Down Month | -4.97% | -9.89% |
| Win Days % | 50.22% | 50.7% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 55.0% | 56.6% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |