| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 156.48% | 161.89% |
| Max Drawdown | -16.75% | -67.18% |
| Sharpe | 0.67 | 0.38 |
| Sortino | 1.17 | 0.54 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.85 | 1.05 |
| CPC Index | 0.86 | 0.66 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 40.5 | 3.43 |
| Outlier Loss Ratio | 3.71 | 3.16 |
| Volatility (ann.) | 9.92% | 25.48% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.68 | 0.43 |
| Skew | 3.95 | 0.19 |
| Kurtosis | 82.76 | 6.69 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.02% | 2.07% |
| Expected Yearly % | 26.55% | 27.21% |
| Kelly Criterion | 11.25% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.17% |
| Expected Shortfall (cVaR) | -0.84% | -2.17% |
| Year | 11499949:BTCUSD | 11499949:btcusd:triple_med_gx:sma30_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 34.98 | -0.64 | + |
| 2023 | 155.54 | 33.23 | 0.21 | - |
| 2024 | 121.00 | 35.06 | 0.29 | - |
| 2025 | 2.28 | 5.59 | 2.46 | + |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| MTD | -7.49% | -12.85% |
| 3M | 7.77% | -18.73% |
| 6M | 11.4% | -7.45% |
| YTD | 5.59% | 2.28% |
| 1Y | -0.37% | 5.34% |
| 3Y (ann.) | 23.32% | 78.97% |
| 5Y (ann.) | 28.08% | 28.79% |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Max Drawdown | -16.75% | -67.18% |
| Longest DD Days | 281.0 | 683.0 |
| Avg. Drawdown | -3.05% | -6.71% |
| Avg. Drawdown Days | 26.0 | 31.0 |
| Recovery Factor | 9.34 | 2.41 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-10-03 | -16.75 | 281 |
| 2023-02-16 | 2023-03-13 | -12.38 | 24 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-11-11 | 2023-02-15 | -9.80 | 96 |
| 2023-07-23 | 2024-03-25 | -9.76 | 245 |
| 2023-04-26 | 2023-06-21 | -9.02 | 55 |
| 2025-11-12 | 2025-11-17 | -7.49 | 5 |
| 2024-08-09 | 2024-10-14 | -6.78 | 66 |
| 2022-03-02 | 2022-04-19 | -5.82 | 48 |
| 2024-03-26 | 2024-04-19 | -4.71 | 23 |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 17.78% | 43.77% |
| Worst Month | -7.49% | -37.12% |
| Best Year | 35.06% | 155.54% |
| Worst Year | 5.59% | -54.66% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 5.16% | 8.06% |
| Avg. Down Week | -2.34% | -3.83% |
| Avg. Up Month | 6.57% | 8.65% |
| Avg. Down Month | -3.8% | -7.86% |
| Win Days % | 50.98% | 51.43% |
| Win Month % | 63.64% | 59.57% |
| Win Week % | 54.41% | 50.74% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |