| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 297.3% | 289.73% |
| Max Drawdown | -35.37% | -32.34% |
| Sharpe | 0.39 | 0.38 |
| Sortino | 0.57 | 0.55 |
| Payoff Ratio | 1.02 | 1.02 |
| Profit Factor | 1.07 | 1.06 |
| Common Sense Ratio | 1.11 | 1.09 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.04 | 1.03 |
| Outlier Win Ratio | 5.17 | 4.51 |
| Outlier Loss Ratio | 4.54 | 4.59 |
| Volatility (ann.) | 10.24% | 10.5% |
| R^2 | 0.95 | 0.95 |
| Calmar | 3.74 | 4.01 |
| Skew | 0.02 | -0.02 |
| Kurtosis | 9.98 | 9.09 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 7.14% | 7.04% |
| Expected Yearly % | 58.38% | 57.37% |
| Kelly Criterion | 3.18% | 2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -0.89% |
| Expected Shortfall (cVaR) | -0.87% | -0.89% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.23 | 55.68 | 1.09 | + |
| 2024 | 121.00 | 146.97 | 1.21 | + |
| 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 | 47.68% | 56.92% |
| 3Y (ann.) | 132.43% | 129.71% |
| 5Y (ann.) | 132.43% | 129.71% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -35.37% | -32.34% |
| Longest DD Days | 203.0 | 236.0 |
| Avg. Drawdown | -2.34% | -2.29% |
| Avg. Drawdown Days | 4.0 | 5.0 |
| Recovery Factor | 8.4 | 8.96 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-28 | -35.37 | 161 |
| 2024-04-08 | 2024-10-29 | -31.38 | 203 |
| 2024-01-11 | 2024-02-12 | -20.26 | 31 |
| 2024-03-14 | 2024-04-07 | -16.43 | 24 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-12-05 | 2024-12-15 | -8.80 | 10 |
| 2023-12-08 | 2024-01-02 | -8.74 | 24 |
| 2024-10-29 | 2024-11-06 | -8.33 | 7 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2023-11-09 | 2023-11-15 | -6.95 | 6 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 23.06% | 23.06% |
| Worst Week | -12.33% | -12.33% |
| Best Month | 43.77% | 43.77% |
| Worst Month | -17.7% | -17.69% |
| Best Year | 146.97% | 121.0% |
| Worst Year | 3.33% | 16.61% |
| Avg. Up Day | 0.37% | 0.37% |
| Avg. Down Day | -0.36% | -0.36% |
| Avg. Up Week | 6.31% | 6.37% |
| Avg. Down Week | -3.9% | -3.95% |
| Avg. Up Month | 14.94% | 15.39% |
| Avg. Down Month | -7.7% | -8.97% |
| Win Days % | 51.1% | 51.06% |
| Win Month % | 70.0% | 70.0% |
| Win Week % | 56.82% | 56.82% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 100.0% | 100.0% |