| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 28.8% | 40.54% |
| Max Drawdown | -13.11% | -29.51% |
| Sharpe | 0.56 | 0.37 |
| Sortino | 0.9 | 0.53 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 2.09 | 0.96 |
| CPC Index | 0.71 | 0.6 |
| Tail Ratio | 1.65 | 0.9 |
| Outlier Win Ratio | 36.81 | 3.08 |
| Outlier Loss Ratio | 3.52 | 2.81 |
| Volatility (ann.) | 8.31% | 23.17% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.44 | 0.89 |
| Skew | 2.94 | 0.15 |
| Kurtosis | 73.64 | 7.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.42% | 1.91% |
| Expected Yearly % | 13.49% | 18.55% |
| Kelly Criterion | 7.03% | 7.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -1.97% |
| Expected Shortfall (cVaR) | -0.7% | -1.97% |
| Year | 11499951:BTCUSD | 11499951:btcusd:triple_med_gx:sma40_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.52 | 0.54 | - |
| 2025 | 1.83 | 6.88 | 3.77 | + |
| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| MTD | -7.49% | -13.23% |
| 3M | 9.67% | -19.07% |
| 6M | 10.81% | -7.85% |
| YTD | 6.88% | 1.83% |
| 1Y | 4.19% | 4.88% |
| 3Y (ann.) | 18.89% | 26.19% |
| 5Y (ann.) | 18.89% | 26.19% |
| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| Max Drawdown | -13.11% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -2.05% | -5.67% |
| Avg. Drawdown Days | 17.0 | 17.0 |
| Recovery Factor | 2.2 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-27 | 2025-10-02 | -13.11 | 279 |
| 2025-11-12 | 2025-11-17 | -7.49 | 4 |
| 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 |
| 2024-10-10 | 2024-10-11 | -2.91 | 1 |
| 2024-08-09 | 2024-09-04 | -2.43 | 26 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-08-06 | 2024-08-06 | -1.50 | 0 |
| 2024-10-16 | 2024-12-27 | -1.25 | 71 |
| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 10.76% | 18.93% |
| Worst Week | -7.49% | -12.33% |
| Best Month | 17.42% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 20.52% | 38.02% |
| Worst Year | 6.88% | 1.83% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 2.95% | 4.78% |
| Avg. Down Week | -1.96% | -4.45% |
| Avg. Up Month | 5.0% | 6.51% |
| Avg. Down Month | -3.55% | -10.16% |
| Win Days % | 51.37% | 52.11% |
| Win Month % | 53.33% | 55.56% |
| Win Week % | 53.12% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |