| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 25.19% | 40.54% |
| Max Drawdown | -11.4% | -29.51% |
| Sharpe | 0.45 | 0.37 |
| Sortino | 0.72 | 0.53 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.58 | 0.96 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.32 | 0.9 |
| Outlier Win Ratio | 31.57 | 3.15 |
| Outlier Loss Ratio | 3.69 | 3.16 |
| Volatility (ann.) | 9.46% | 23.17% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.46 | 0.89 |
| Skew | 3.0 | 0.15 |
| Kurtosis | 61.38 | 7.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 1.91% |
| Expected Yearly % | 11.89% | 18.55% |
| Kelly Criterion | 4.37% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -1.97% |
| Expected Shortfall (cVaR) | -0.8% | -1.97% |
| Year | 11501505:BTCUSD | 11501505:btcusd:triple_med_gx:sma30_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.65 | 0.41 | - |
| 2025 | 1.83 | 8.26 | 4.52 | + |
| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| MTD | -8.0% | -13.23% |
| 3M | 5.25% | -19.07% |
| 6M | 9.07% | -7.85% |
| YTD | 8.26% | 1.83% |
| 1Y | 1.96% | 4.88% |
| 3Y (ann.) | 16.6% | 26.19% |
| 5Y (ann.) | 16.6% | 26.19% |
| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| Max Drawdown | -11.4% | -29.51% |
| Longest DD Days | 267.0 | 144.0 |
| Avg. Drawdown | -2.92% | -5.67% |
| Avg. Drawdown Days | 25.0 | 17.0 |
| Recovery Factor | 2.21 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-10-01 | -11.40 | 267 |
| 2024-08-09 | 2024-10-15 | -11.21 | 67 |
| 2025-10-27 | 2025-11-17 | -9.40 | 20 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 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 |
| 2024-06-20 | 2024-08-05 | -2.00 | 46 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.77% | -12.33% |
| Best Month | 13.96% | 37.42% |
| Worst Month | -8.0% | -17.69% |
| Best Year | 15.65% | 38.02% |
| Worst Year | 8.26% | 1.83% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.37% | 4.78% |
| Avg. Down Week | -3.22% | -4.48% |
| Avg. Up Month | 5.44% | 7.1% |
| Avg. Down Month | -4.73% | -10.16% |
| Win Days % | 50.13% | 52.11% |
| Win Month % | 53.85% | 55.56% |
| Win Week % | 50.0% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |