| Metric | 11499946:btcusd:triple_med_gx:sma25_100 | 11499946:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 14.83% | 38.83% |
| Max Drawdown | -16.53% | -34.42% |
| Sharpe | 0.28 | 0.35 |
| Sortino | 0.41 | 0.5 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.3 | 0.94 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.15 | 0.89 |
| Outlier Win Ratio | 34.33 | 3.12 |
| Outlier Loss Ratio | 3.51 | 3.21 |
| Volatility (ann.) | 10.03% | 23.47% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.58 | 0.7 |
| Skew | 0.19 | 0.11 |
| Kurtosis | 93.33 | 7.08 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.73% | 1.74% |
| Expected Yearly % | 7.16% | 17.83% |
| Kelly Criterion | 2.64% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.0% |
| Expected Shortfall (cVaR) | -0.86% | -2.0% |
| Year | 11499946:BTCUSD | 11499946:btcusd:triple_med_gx:sma25_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.09 | 0.29 | - |
| 2025 | 0.59 | 3.37 | 5.75 | + |
| Metric | 11499946:btcusd:triple_med_gx:sma25_100 | 11499946:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.89% |
| 3M | 7.94% | -16.21% |
| 6M | 4.14% | -14.87% |
| YTD | 3.37% | 0.59% |
| 1Y | 3.3% | -7.19% |
| 3Y (ann.) | 9.51% | 24.03% |
| 5Y (ann.) | 9.51% | 24.03% |
| Metric | 11499946:btcusd:triple_med_gx:sma25_100 | 11499946:BTCUSD |
|---|---|---|
| Max Drawdown | -16.53% | -34.42% |
| Longest DD Days | 297.0 | 144.0 |
| Avg. Drawdown | -4.38% | -5.99% |
| Avg. Drawdown Days | 35.0 | 18.0 |
| Recovery Factor | 0.9 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-10-19 | -16.53 | 297 |
| 2024-06-14 | 2024-08-08 | -12.77 | 55 |
| 2025-11-12 | 2025-12-09 | -7.49 | 27 |
| 2024-09-03 | 2024-10-14 | -7.28 | 41 |
| 2025-10-21 | 2025-10-26 | -4.00 | 4 |
| 2025-10-20 | 2025-10-21 | -3.13 | 1 |
| 2024-08-09 | 2024-09-02 | -2.43 | 24 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-12-24 | 2024-12-24 | -0.55 | 0 |
| Metric | 11499946:btcusd:triple_med_gx:sma25_100 | 11499946:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.21% | 18.93% |
| Worst Week | -7.49% | -12.33% |
| Best Month | 12.62% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 11.09% | 38.02% |
| Worst Year | 3.37% | 0.59% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.04% | 5.58% |
| Avg. Down Week | -1.78% | -4.26% |
| Avg. Up Month | 3.1% | 7.15% |
| Avg. Down Month | -2.64% | -10.45% |
| Win Days % | 50.56% | 52.02% |
| Win Month % | 53.85% | 57.89% |
| Win Week % | 50.0% | 53.09% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |