| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 144.42% | 161.89% |
| Max Drawdown | -13.65% | -67.18% |
| Sharpe | 0.67 | 0.38 |
| Sortino | 1.12 | 0.54 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 2.12 | 1.05 |
| CPC Index | 0.83 | 0.64 |
| Tail Ratio | 1.57 | 0.98 |
| Outlier Win Ratio | 40.21 | 3.37 |
| Outlier Loss Ratio | 3.81 | 3.14 |
| Volatility (ann.) | 9.49% | 25.48% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.94 | 0.43 |
| Skew | 3.82 | 0.19 |
| Kurtosis | 83.29 | 6.69 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.92% | 2.07% |
| Expected Yearly % | 25.04% | 27.21% |
| Kelly Criterion | 10.27% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.17% |
| Expected Shortfall (cVaR) | -0.8% | -2.17% |
| 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 | 121.00 | 22.26 | 0.18 | - |
| 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.) | 25.23% | 78.97% |
| 5Y (ann.) | 26.47% | 28.79% |
| 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 | -2.68% | -6.71% |
| Avg. Drawdown Days | 23.0 | 31.0 |
| Recovery Factor | 10.58 | 2.41 |
| 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 |
| 2025-02-11 | 2025-10-01 | -10.16 | 232 |
| 2022-10-26 | 2023-02-15 | -9.28 | 112 |
| 2025-10-27 | 2025-11-17 | -8.76 | 20 |
| 2023-04-26 | 2023-06-21 | -8.09 | 55 |
| 2024-04-30 | 2024-06-20 | -7.94 | 51 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2024-03-29 | 2024-04-19 | -5.71 | 21 |
| 2024-08-09 | 2024-10-11 | -5.18 | 63 |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -9.85% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 46.16% | 155.54% |
| Worst Year | 10.3% | -54.66% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.94% | 6.72% |
| Avg. Down Week | -2.66% | -5.7% |
| Avg. Up Month | 7.4% | 9.81% |
| Avg. Down Month | -2.78% | -10.35% |
| Win Days % | 51.07% | 51.43% |
| Win Month % | 58.33% | 59.57% |
| Win Week % | 58.21% | 50.74% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |