| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 30.09% | 40.54% |
| Max Drawdown | -9.6% | -28.21% |
| Sharpe | 1.08 | 0.74 |
| Sortino | 1.63 | 1.07 |
| Payoff Ratio | 0.82 | 0.79 |
| Profit Factor | 1.46 | 1.12 |
| Common Sense Ratio | 4.13 | 1.2 |
| CPC Index | 0.73 | 0.46 |
| Tail Ratio | 2.83 | 1.07 |
| Outlier Win Ratio | 28.33 | 3.09 |
| Outlier Loss Ratio | 3.2 | 3.06 |
| Volatility (ann.) | 18.21% | 45.32% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.05 | 0.93 |
| Skew | 0.25 | -0.17 |
| Kurtosis | 25.6 | 3.58 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.47% | 1.91% |
| Expected Yearly % | 14.06% | 18.55% |
| Kelly Criterion | 13.93% | -9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -3.81% |
| Expected Shortfall (cVaR) | -1.51% | -3.81% |
| Year | 11465113:BTCUSD | 11465113:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 17.03 | 0.46 | - |
| 2025 | 2.81 | 11.16 | 3.97 | + |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| MTD | -7.35% | -13.5% |
| 3M | 10.01% | -19.24% |
| 6M | 13.07% | -8.05% |
| YTD | 11.16% | 2.81% |
| 1Y | 7.17% | 4.01% |
| 3Y (ann.) | 19.7% | 26.19% |
| 5Y (ann.) | 19.7% | 26.19% |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Max Drawdown | -9.6% | -28.21% |
| Longest DD Days | 232.0 | 154.0 |
| Avg. Drawdown | -3.31% | -9.35% |
| Avg. Drawdown Days | 41.0 | 39.0 |
| Recovery Factor | 3.14 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-12 | 2025-10-02 | -9.60 | 232 |
| 2025-10-28 | 2025-11-17 | -8.65 | 20 |
| 2024-08-12 | 2024-10-12 | -4.09 | 61 |
| 2024-12-28 | 2025-01-07 | -3.82 | 10 |
| 2025-10-21 | 2025-10-24 | -3.13 | 3 |
| 2025-01-08 | 2025-02-11 | -1.62 | 34 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| 2024-06-21 | 2024-08-07 | -0.87 | 47 |
| 2025-10-19 | 2025-10-20 | -0.17 | 1 |
| 2024-06-16 | 2024-06-17 | -0.14 | 1 |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Best Day | 7.14% | 9.49% |
| Worst Day | -7.82% | -13.23% |
| Best Week | 11.45% | 15.41% |
| Worst Week | -5.41% | -18.81% |
| Best Month | 16.63% | 34.43% |
| Worst Month | -7.35% | -23.44% |
| Best Year | 17.03% | 36.7% |
| Worst Year | 11.16% | 2.81% |
| Avg. Up Day | 1.55% | 1.52% |
| Avg. Down Day | -1.89% | -1.93% |
| Avg. Up Week | 4.43% | 4.32% |
| Avg. Down Week | -2.83% | -3.12% |
| Avg. Up Month | 5.4% | 8.63% |
| Avg. Down Month | -3.38% | -9.17% |
| Win Days % | 61.17% | 51.87% |
| Win Month % | 53.33% | 61.11% |
| Win Week % | 50.0% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |