| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 25.19% | 40.54% |
| Max Drawdown | -10.42% | -28.21% |
| Sharpe | 0.87 | 0.74 |
| Sortino | 1.37 | 1.07 |
| Payoff Ratio | 0.94 | 0.87 |
| Profit Factor | 1.35 | 1.12 |
| Common Sense Ratio | 2.0 | 1.2 |
| CPC Index | 0.71 | 0.51 |
| Tail Ratio | 1.48 | 1.07 |
| Outlier Win Ratio | 26.01 | 3.12 |
| Outlier Loss Ratio | 3.47 | 3.1 |
| Volatility (ann.) | 19.86% | 45.32% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.59 | 0.93 |
| Skew | 1.17 | -0.17 |
| Kurtosis | 27.19 | 3.58 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.26% | 1.91% |
| Expected Yearly % | 11.89% | 18.55% |
| Kelly Criterion | 9.57% | -3.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.81% |
| Expected Shortfall (cVaR) | -1.66% | -3.81% |
| Year | 11501505:BTCUSD | 11501505:btcusd:triple_med_gx:sma30_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 14.75 | 0.40 | - |
| 2025 | 2.81 | 9.11 | 3.24 | + |
| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| MTD | -8.0% | -13.5% |
| 3M | 5.25% | -19.24% |
| 6M | 9.07% | -8.05% |
| YTD | 9.11% | 2.81% |
| 1Y | 1.96% | 4.01% |
| 3Y (ann.) | 16.6% | 26.19% |
| 5Y (ann.) | 16.6% | 26.19% |
| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| Max Drawdown | -10.42% | -28.21% |
| Longest DD Days | 281.0 | 154.0 |
| Avg. Drawdown | -4.85% | -9.35% |
| Avg. Drawdown Days | 60.0 | 39.0 |
| Recovery Factor | 2.42 | 1.44 |
| Ulcer Index | 0.99 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-10-02 | -10.42 | 281 |
| 2025-10-28 | 2025-11-17 | -9.29 | 20 |
| 2024-08-12 | 2024-10-16 | -8.81 | 65 |
| 2025-10-21 | 2025-10-24 | -3.13 | 3 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| 2024-06-21 | 2024-08-06 | -0.87 | 46 |
| 2025-10-19 | 2025-10-20 | -0.45 | 1 |
| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| Best Day | 8.81% | 9.49% |
| Worst Day | -7.82% | -13.23% |
| Best Week | 18.59% | 15.41% |
| Worst Week | -6.37% | -18.81% |
| Best Month | 13.96% | 34.43% |
| Worst Month | -8.0% | -23.44% |
| Best Year | 14.75% | 36.7% |
| Worst Year | 9.11% | 2.81% |
| Avg. Up Day | 1.59% | 1.59% |
| Avg. Down Day | -1.68% | -1.83% |
| Avg. Up Week | 3.94% | 4.16% |
| Avg. Down Week | -2.68% | -3.63% |
| Avg. Up Month | 5.49% | 8.54% |
| Avg. Down Month | -4.8% | -12.46% |
| Win Days % | 56.14% | 51.87% |
| Win Month % | 53.85% | 61.11% |
| Win Week % | 45.45% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |