| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 118.13% | 161.89% |
| Max Drawdown | -13.81% | -67.18% |
| Sharpe | 0.6 | 0.38 |
| Sortino | 1.01 | 0.54 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.96 | 1.05 |
| CPC Index | 0.79 | 0.63 |
| Tail Ratio | 1.49 | 0.98 |
| Outlier Win Ratio | 41.36 | 3.37 |
| Outlier Loss Ratio | 3.86 | 3.12 |
| Volatility (ann.) | 9.31% | 25.48% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.65 | 0.43 |
| Skew | 3.94 | 0.19 |
| Kurtosis | 85.79 | 6.69 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.67% | 2.07% |
| Expected Yearly % | 21.53% | 27.21% |
| Kelly Criterion | 8.33% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.17% |
| Expected Shortfall (cVaR) | -0.79% | -2.17% |
| Year | 11501507:BTCUSD | 11501507:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 21.31 | -0.39 | + |
| 2023 | 155.54 | 35.56 | 0.23 | - |
| 2024 | 121.00 | 20.40 | 0.17 | - |
| 2025 | 2.28 | 10.17 | 4.46 | + |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| MTD | -8.0% | -12.85% |
| 3M | 8.11% | -18.73% |
| 6M | 9.6% | -7.45% |
| YTD | 10.17% | 2.28% |
| 1Y | 7.21% | 5.34% |
| 3Y (ann.) | 21.13% | 78.97% |
| 5Y (ann.) | 22.75% | 28.79% |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Max Drawdown | -13.81% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -3.33% | -6.71% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | 8.55 | 2.41 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-16 | 2023-03-13 | -13.81 | 24 |
| 2022-03-02 | 2022-10-26 | -10.81 | 238 |
| 2025-01-07 | 2025-10-01 | -10.28 | 267 |
| 2025-10-27 | 2025-11-17 | -9.40 | 20 |
| 2023-06-22 | 2024-05-13 | -8.29 | 326 |
| 2023-04-30 | 2023-06-21 | -8.24 | 51 |
| 2022-10-26 | 2023-02-15 | -7.62 | 112 |
| 2024-08-09 | 2024-10-11 | -6.21 | 63 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-12-27 | 2025-01-06 | -4.52 | 10 |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -10.01% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -8.0% | -37.12% |
| Best Year | 35.56% | 155.54% |
| Worst Year | 10.17% | -54.66% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 4.85% | 6.87% |
| Avg. Down Week | -2.54% | -5.54% |
| Avg. Up Month | 7.2% | 10.46% |
| Avg. Down Month | -3.42% | -10.86% |
| Win Days % | 49.56% | 51.43% |
| Win Month % | 58.82% | 59.57% |
| Win Week % | 54.41% | 50.74% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |