| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 108.42% | 182.24% |
| Max Drawdown | -7.63% | -60.06% |
| Sharpe | 4.51 | 2.79 |
| Sortino | 14.52 | 5.8 |
| Payoff Ratio | 4.0 | 0.81 |
| Profit Factor | 2.98 | 1.9 |
| Common Sense Ratio | 11.5 | 3.09 |
| CPC Index | 3.97 | 0.92 |
| Tail Ratio | 3.86 | 1.63 |
| Outlier Win Ratio | 9.19 | 5.55 |
| Outlier Loss Ratio | 18.57 | 2.4 |
| Volatility (ann.) | 68.2% | 232.02% |
| R^2 | 0.08 | 0.08 |
| Calmar | 3.68 | 0.7 |
| Skew | 2.79 | 2.03 |
| Kurtosis | 10.19 | 12.52 |
| Expected Daily % | 0.78% | 1.11% |
| Expected Monthly % | 2.76% | 3.92% |
| Expected Yearly % | 20.15% | 29.61% |
| Kelly Criterion | 16.67% | 10.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.03% | -18.2% |
| Expected Shortfall (cVaR) | -5.03% | -18.2% |
| Year | 11501507:BTCUSD | 11501507:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.12 | 21.53 | -0.41 | + |
| 2023 | 63.81 | 35.56 | 0.56 | - |
| 2024 | 243.26 | 20.40 | 0.08 | - |
| 2025 | 4.83 | 5.08 | 1.05 | + |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| MTD | 0.98% | -2.12% |
| 3M | 2.25% | 45.36% |
| 6M | 15.15% | 66.65% |
| YTD | 5.08% | 4.83% |
| 1Y | 29.35% | 127.8% |
| 3Y (ann.) | 28.05% | 41.82% |
| 5Y (ann.) | 28.05% | 41.82% |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Max Drawdown | -7.63% | -60.06% |
| Longest DD Days | 299.0 | 586.0 |
| Avg. Drawdown | -1.93% | -14.14% |
| Avg. Drawdown Days | 43.0 | 133.0 |
| Recovery Factor | 14.22 | 3.03 |
| Ulcer Index | 0.97 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-06 | 2023-06-22 | -7.63 | 47 |
| 2023-07-19 | 2024-05-13 | -6.79 | 299 |
| 2022-11-11 | 2023-02-17 | -5.89 | 98 |
| 2022-06-14 | 2022-10-26 | -5.60 | 134 |
| 2024-12-26 | 2025-01-07 | -2.86 | 12 |
| 2025-01-15 | 2025-02-12 | -1.06 | 28 |
| 2024-09-15 | 2024-10-17 | -0.79 | 32 |
| 2024-06-19 | 2024-08-11 | -0.55 | 53 |
| 2023-03-05 | 2023-03-14 | -0.18 | 8 |
| 2024-09-04 | 2024-09-05 | -0.18 | 0 |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Best Day | 19.1% | 62.69% |
| Worst Day | -5.66% | -46.04% |
| Best Week | 19.1% | 62.72% |
| Worst Week | -6.0% | -48.78% |
| Best Month | 19.1% | 62.72% |
| Worst Month | -5.43% | -48.78% |
| Best Year | 35.56% | 243.26% |
| Worst Year | 5.08% | -52.12% |
| Avg. Up Day | 3.85% | 4.04% |
| Avg. Down Day | -0.96% | -5.0% |
| Avg. Up Week | 5.32% | 7.85% |
| Avg. Down Week | -1.3% | -7.11% |
| Avg. Up Month | 7.03% | 9.95% |
| Avg. Down Month | -2.64% | -15.52% |
| Win Days % | 33.33% | 60.22% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 46.0% | 54.0% |
| Win Quarter % | 75.0% | 58.33% |
| Win Year % | 100.0% | 75.0% |