| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 26.12% | 40.54% |
| Max Drawdown | -9.29% | -28.21% |
| Sharpe | 0.97 | 0.74 |
| Sortino | 1.45 | 1.07 |
| Payoff Ratio | 0.82 | 0.81 |
| Profit Factor | 1.39 | 1.12 |
| Common Sense Ratio | 3.03 | 1.2 |
| CPC Index | 0.68 | 0.47 |
| Tail Ratio | 2.17 | 1.07 |
| Outlier Win Ratio | 28.21 | 3.09 |
| Outlier Loss Ratio | 3.35 | 3.05 |
| Volatility (ann.) | 18.05% | 45.32% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.85 | 0.93 |
| Skew | 0.25 | -0.17 |
| Kurtosis | 26.28 | 3.58 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.3% | 1.91% |
| Expected Yearly % | 12.3% | 18.55% |
| Kelly Criterion | 10.15% | -7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -3.81% |
| Expected Shortfall (cVaR) | -1.51% | -3.81% |
| Year | 11501507:BTCUSD | 11501507:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 13.59 | 0.37 | - |
| 2025 | 2.81 | 11.03 | 3.93 | + |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| MTD | -8.0% | -13.5% |
| 3M | 8.11% | -19.24% |
| 6M | 9.6% | -8.05% |
| YTD | 11.03% | 2.81% |
| 1Y | 7.21% | 4.01% |
| 3Y (ann.) | 17.19% | 26.19% |
| 5Y (ann.) | 17.19% | 26.19% |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Max Drawdown | -9.29% | -28.21% |
| Longest DD Days | 267.0 | 154.0 |
| Avg. Drawdown | -3.35% | -9.35% |
| Avg. Drawdown Days | 48.0 | 39.0 |
| Recovery Factor | 2.81 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-11-17 | -9.29 | 20 |
| 2025-01-08 | 2025-10-02 | -9.25 | 267 |
| 2024-08-12 | 2024-10-12 | -5.31 | 61 |
| 2024-12-28 | 2025-01-06 | -3.82 | 9 |
| 2025-10-21 | 2025-10-24 | -3.13 | 3 |
| 2024-06-21 | 2024-08-07 | -1.04 | 47 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| 2025-10-19 | 2025-10-20 | -0.45 | 1 |
| 2024-06-16 | 2024-06-17 | -0.14 | 1 |
| 2024-10-17 | 2024-12-27 | -0.01 | 71 |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Best Day | 7.14% | 9.49% |
| Worst Day | -7.82% | -13.23% |
| Best Week | 10.99% | 15.41% |
| Worst Week | -6.37% | -18.81% |
| Best Month | 16.3% | 34.43% |
| Worst Month | -8.0% | -23.44% |
| Best Year | 13.59% | 36.7% |
| Worst Year | 11.03% | 2.81% |
| Avg. Up Day | 1.48% | 1.55% |
| Avg. Down Day | -1.82% | -1.91% |
| Avg. Up Week | 4.09% | 4.39% |
| Avg. Down Week | -2.57% | -3.53% |
| Avg. Up Month | 5.02% | 8.63% |
| Avg. Down Month | -3.77% | -9.17% |
| Win Days % | 59.63% | 51.87% |
| Win Month % | 57.14% | 61.11% |
| Win Week % | 50.0% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |