| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 11.63% | 61.07% |
| Max Drawdown | -18.74% | -27.95% |
| Sharpe | 0.72 | 1.23 |
| Sortino | 1.16 | 1.9 |
| Payoff Ratio | 1.11 | 1.21 |
| Profit Factor | 1.26 | 1.19 |
| Common Sense Ratio | 1.44 | 1.32 |
| CPC Index | 0.73 | 0.74 |
| Tail Ratio | 1.15 | 1.11 |
| Outlier Win Ratio | 29.03 | 2.78 |
| Outlier Loss Ratio | 3.22 | 2.52 |
| Volatility (ann.) | 17.61% | 48.9% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.63 | 2.22 |
| Skew | 1.3 | 0.36 |
| Kurtosis | 16.47 | 1.71 |
| Expected Daily % | 0.03% | 0.13% |
| Expected Monthly % | 0.92% | 4.05% |
| Expected Yearly % | 5.65% | 26.91% |
| Kelly Criterion | 9.81% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.05% |
| Expected Shortfall (cVaR) | -1.48% | -4.05% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.06 | 14.59 | 0.40 | - |
| 2025 | 18.38 | -2.58 | -0.14 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 8.92% | 15.52% |
| 3M | 4.83% | 13.51% |
| 6M | 5.28% | 11.68% |
| YTD | -2.58% | 18.38% |
| 1Y | 11.63% | 61.07% |
| 3Y (ann.) | 11.8% | 62.14% |
| 5Y (ann.) | 11.8% | 62.14% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -18.74% | -27.95% |
| Longest DD Days | 140.0 | 153.0 |
| Avg. Drawdown | -5.44% | -7.12% |
| Avg. Drawdown Days | 35.0 | 30.0 |
| Recovery Factor | 0.62 | 2.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-05-28 | -18.74 | 140 |
| 2024-09-21 | 2024-10-25 | -4.82 | 34 |
| 2024-10-26 | 2024-11-28 | -4.57 | 33 |
| 2024-09-16 | 2024-09-18 | -2.44 | 2 |
| 2024-11-29 | 2024-11-30 | -1.20 | 1 |
| 2024-12-06 | 2024-12-07 | -0.87 | 1 |
| 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 | 6.34% | 15.55% |
| Worst Week | -10.38% | -14.34% |
| Best Month | 8.92% | 34.46% |
| Worst Month | -7.55% | -19.77% |
| Best Year | 14.59% | 36.06% |
| Worst Year | -2.58% | 18.38% |
| Avg. Up Day | 1.59% | 1.93% |
| Avg. Down Day | -1.44% | -1.6% |
| Avg. Up Week | 3.63% | 4.07% |
| Avg. Down Week | -4.21% | -6.37% |
| Avg. Up Month | 4.62% | 17.31% |
| Avg. Down Month | -4.42% | -11.39% |
| Win Days % | 52.63% | 51.11% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 54.55% | 56.6% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |