| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 87.89% | 84.54% |
| Max Drawdown | -13.65% | -67.18% |
| Sharpe | 0.73 | 0.38 |
| Sortino | 1.27 | 0.55 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.43 | 1.06 |
| Common Sense Ratio | 1.73 | 1.06 |
| CPC Index | 0.93 | 0.66 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 42.94 | 3.39 |
| Outlier Loss Ratio | 3.85 | 3.2 |
| Volatility (ann.) | 9.97% | 26.83% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.27 | 0.45 |
| Skew | 4.31 | 0.2 |
| Kurtosis | 88.22 | 6.2 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.2% | 2.14% |
| Expected Yearly % | 23.4% | 22.66% |
| Kelly Criterion | 12.69% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.28% |
| Expected Shortfall (cVaR) | -0.84% | -2.28% |
| Year | 11465113:BTCUSD | 11465113:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 24.01 | -0.44 | + |
| 2023 | 155.54 | 46.16 | 0.30 | - |
| 2024 | 59.28 | 3.66 | 0.06 | - |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| MTD | 5.35% | 11.01% |
| 3M | 1.79% | 9.99% |
| 6M | 3.66% | 78.31% |
| YTD | 3.66% | 59.28% |
| 1Y | 16.9% | 147.14% |
| 3Y (ann.) | 30.94% | 29.94% |
| 5Y (ann.) | 30.94% | 29.94% |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Max Drawdown | -13.65% | -67.18% |
| Longest DD Days | 238.0 | 683.0 |
| Avg. Drawdown | -3.0% | -6.73% |
| Avg. Drawdown Days | 24.0 | 38.0 |
| Recovery Factor | 6.44 | 1.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-16 | 2023-03-13 | -13.65 | 24 |
| 2022-03-02 | 2022-10-26 | -10.81 | 238 |
| 2022-10-26 | 2023-02-15 | -9.28 | 112 |
| 2023-04-26 | 2023-06-21 | -8.09 | 55 |
| 2024-04-30 | 2024-05-31 | -7.94 | 31 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2024-03-29 | 2024-04-19 | -5.71 | 21 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.52% | -7.86% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -9.85% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -5.43% | -37.12% |
| Best Year | 46.16% | 155.54% |
| Worst Year | 3.66% | -54.66% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 6.19% | 8.46% |
| Avg. Down Week | -2.45% | -6.77% |
| Avg. Up Month | 8.53% | 11.11% |
| Avg. Down Month | -2.78% | -13.69% |
| Win Days % | 51.01% | 50.97% |
| Win Month % | 61.9% | 62.07% |
| Win Week % | 60.53% | 48.8% |
| Win Quarter % | 77.78% | 50.0% |
| Win Year % | 100.0% | 66.67% |