| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 30.09% | 41.17% |
| Max Drawdown | -10.16% | -29.51% |
| Sharpe | 0.56 | 0.37 |
| Sortino | 0.88 | 0.53 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 2.1 | 0.96 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.68 | 0.9 |
| Outlier Win Ratio | 33.76 | 3.11 |
| Outlier Loss Ratio | 3.63 | 3.0 |
| Volatility (ann.) | 8.66% | 23.17% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.94 | 0.9 |
| Skew | 2.51 | 0.15 |
| Kurtosis | 63.87 | 7.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.47% | 1.93% |
| Expected Yearly % | 14.06% | 18.81% |
| Kelly Criterion | 6.49% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -1.97% |
| Expected Shortfall (cVaR) | -0.73% | -1.97% |
| Year | 11465113:BTCUSD | 11465113:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.95 | 0.47 | - |
| 2025 | 2.28 | 10.30 | 4.52 | + |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| MTD | -7.35% | -12.85% |
| 3M | 10.01% | -18.73% |
| 6M | 13.07% | -7.45% |
| YTD | 10.3% | 2.28% |
| 1Y | 7.17% | 5.34% |
| 3Y (ann.) | 19.7% | 26.57% |
| 5Y (ann.) | 19.7% | 26.57% |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Max Drawdown | -10.16% | -29.51% |
| Longest DD Days | 232.0 | 144.0 |
| Avg. Drawdown | -2.12% | -5.67% |
| Avg. Drawdown Days | 20.0 | 17.0 |
| Recovery Factor | 2.96 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-10-01 | -10.16 | 232 |
| 2025-10-27 | 2025-11-17 | -8.76 | 20 |
| 2024-08-09 | 2024-10-11 | -5.18 | 63 |
| 2024-12-27 | 2025-01-06 | -4.52 | 10 |
| 2025-10-21 | 2025-10-26 | -4.00 | 4 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2025-10-20 | 2025-10-21 | -3.13 | 1 |
| 2025-01-07 | 2025-02-11 | -2.22 | 35 |
| 2024-06-20 | 2024-08-06 | -2.00 | 47 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 11.61% | 18.93% |
| Worst Week | -7.35% | -12.33% |
| Best Month | 16.51% | 37.42% |
| Worst Month | -7.35% | -17.69% |
| Best Year | 17.95% | 38.02% |
| Worst Year | 10.3% | 2.28% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 3.44% | 4.63% |
| Avg. Down Week | -2.98% | -4.1% |
| Avg. Up Month | 5.14% | 7.15% |
| Avg. Down Month | -2.77% | -6.4% |
| Win Days % | 51.14% | 52.13% |
| Win Month % | 53.33% | 55.56% |
| Win Week % | 55.17% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |