| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 51.76% | 61.27% |
| Max Drawdown | -35.37% | -30.99% |
| Sharpe | 0.22 | 0.24 |
| Sortino | 0.32 | 0.34 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 1.04 | 1.04 |
| Common Sense Ratio | 1.06 | 1.05 |
| CPC Index | 0.53 | 0.53 |
| Tail Ratio | 1.02 | 1.01 |
| Outlier Win Ratio | 5.41 | 4.48 |
| Outlier Loss Ratio | 4.55 | 4.66 |
| Volatility (ann.) | 10.32% | 10.62% |
| R^2 | 0.94 | 0.94 |
| Calmar | 1.48 | 2.0 |
| Skew | 0.02 | 0.01 |
| Kurtosis | 10.62 | 9.32 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 3.54% | 4.06% |
| Expected Yearly % | 23.19% | 26.99% |
| Kelly Criterion | 1.77% | 1.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -0.91% |
| Expected Shortfall (cVaR) | -0.88% | -0.91% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.30 | 46.86 | 1.22 | + |
| 2025 | 16.61 | 3.33 | 0.20 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 13.28% | 15.58% |
| 3M | 12.8% | 22.89% |
| 6M | 4.83% | 17.06% |
| YTD | 3.33% | 16.61% |
| 1Y | 51.76% | 61.27% |
| 3Y (ann.) | 52.47% | 62.12% |
| 5Y (ann.) | 52.47% | 62.12% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -35.37% | -30.99% |
| Longest DD Days | 161.0 | 154.0 |
| Avg. Drawdown | -2.36% | -2.5% |
| Avg. Drawdown Days | 6.0 | 6.0 |
| Recovery Factor | 1.46 | 1.98 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-28 | -35.37 | 161 |
| 2024-06-07 | 2024-10-28 | -30.51 | 143 |
| 2024-12-05 | 2024-12-15 | -8.80 | 10 |
| 2024-10-29 | 2024-11-06 | -8.33 | 7 |
| 2024-11-22 | 2024-11-29 | -6.34 | 6 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-11-29 | 2024-12-04 | -3.57 | 5 |
| 2024-11-19 | 2024-11-20 | -2.03 | 0 |
| 2024-11-10 | 2024-11-10 | -2.03 | 0 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 5.11% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -12.33% | -12.33% |
| Best Month | 40.62% | 37.42% |
| Worst Month | -17.7% | -17.69% |
| Best Year | 46.86% | 38.3% |
| Worst Year | 3.33% | 16.61% |
| Avg. Up Day | 0.37% | 0.37% |
| Avg. Down Day | -0.37% | -0.37% |
| Avg. Up Week | 5.49% | 5.6% |
| Avg. Down Week | -4.51% | -4.45% |
| Avg. Up Month | 13.02% | 14.02% |
| Avg. Down Month | -7.59% | -7.78% |
| Win Days % | 50.73% | 50.7% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 54.72% | 56.6% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |