| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 51.58% | 61.07% |
| Max Drawdown | -32.53% | -27.95% |
| Sharpe | 1.12 | 1.23 |
| Sortino | 1.74 | 1.9 |
| Payoff Ratio | 1.12 | 1.16 |
| Profit Factor | 1.19 | 1.19 |
| Common Sense Ratio | 1.33 | 1.32 |
| CPC Index | 0.68 | 0.71 |
| Tail Ratio | 1.12 | 1.11 |
| Outlier Win Ratio | 4.14 | 3.57 |
| Outlier Loss Ratio | 3.39 | 3.37 |
| Volatility (ann.) | 47.42% | 48.9% |
| R^2 | 0.95 | 0.95 |
| Calmar | 1.61 | 2.22 |
| Skew | 0.42 | 0.36 |
| Kurtosis | 2.24 | 1.71 |
| Expected Daily % | 0.12% | 0.13% |
| Expected Monthly % | 3.53% | 4.05% |
| Expected Yearly % | 23.12% | 26.91% |
| Kelly Criterion | 8.18% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.94% | -4.05% |
| Expected Shortfall (cVaR) | -3.94% | -4.05% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.06 | 44.48 | 1.23 | + |
| 2025 | 18.38 | 4.91 | 0.27 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 13.22% | 15.52% |
| 3M | 4.19% | 13.51% |
| 6M | 2.14% | 11.68% |
| YTD | 4.91% | 18.38% |
| 1Y | 51.58% | 61.07% |
| 3Y (ann.) | 52.46% | 62.14% |
| 5Y (ann.) | 52.46% | 62.14% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -32.53% | -27.95% |
| Longest DD Days | 160.0 | 153.0 |
| Avg. Drawdown | -6.12% | -7.12% |
| Avg. Drawdown Days | 25.0 | 30.0 |
| Recovery Factor | 1.59 | 2.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-05-28 | -32.53 | 160 |
| 2024-06-07 | 2024-10-29 | -24.11 | 144 |
| 2024-10-31 | 2024-11-07 | -5.94 | 7 |
| 2024-11-24 | 2024-11-28 | -4.67 | 4 |
| 2024-12-08 | 2024-12-12 | -3.93 | 4 |
| 2024-11-15 | 2024-11-16 | -2.54 | 1 |
| 2024-11-17 | 2024-11-19 | -1.21 | 2 |
| 2024-11-29 | 2024-11-30 | -1.20 | 1 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-12-06 | 2024-12-07 | -0.87 | 1 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 15.55% | 15.55% |
| Worst Week | -15.44% | -14.34% |
| Best Month | 37.76% | 34.46% |
| Worst Month | -19.79% | -19.77% |
| Best Year | 44.48% | 36.06% |
| Worst Year | 4.91% | 18.38% |
| Avg. Up Day | 1.95% | 2.05% |
| Avg. Down Day | -1.74% | -1.77% |
| Avg. Up Week | 5.44% | 5.5% |
| Avg. Down Week | -4.32% | -4.52% |
| Avg. Up Month | 14.44% | 15.59% |
| Avg. Down Month | -9.33% | -9.71% |
| Win Days % | 51.48% | 51.11% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 52.83% | 56.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |