| Metric | 3023133:btcusd:triple_gx:sma105_70_40 | 3023133:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 123.51% | 217.79% |
| Max Drawdown | -30.02% | -32.34% |
| Sharpe | 0.35 | 0.36 |
| Sortino | 0.52 | 0.52 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 12.54 | 4.0 |
| Outlier Loss Ratio | 4.15 | 3.89 |
| Volatility (ann.) | 7.15% | 10.62% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.43 | 3.7 |
| Skew | 0.31 | -0.05 |
| Kurtosis | 25.27 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.57% | 6.63% |
| Expected Yearly % | 30.75% | 47.02% |
| Kelly Criterion | 3.41% | 4.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.9% |
| Expected Shortfall (cVaR) | -0.61% | -0.9% |
| Year | 3023133:BTCUSD | 3023133:btcusd:triple_gx:sma105_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 26.08 | 0.49 | - |
| 2024 | 121.00 | 121.90 | 1.01 | + |
| 2025 | -5.86 | -20.11 | 3.43 | - |
| Metric | 3023133:btcusd:triple_gx:sma105_70_40 | 3023133:BTCUSD |
|---|---|---|
| MTD | -13.84% | 4.25% |
| 3M | -21.74% | -7.58% |
| 6M | 8.86% | 38.22% |
| YTD | -20.11% | -5.86% |
| 1Y | 20.51% | 37.31% |
| 3Y (ann.) | 72.93% | 119.76% |
| 5Y (ann.) | 72.93% | 119.76% |
| Metric | 3023133:btcusd:triple_gx:sma105_70_40 | 3023133:BTCUSD |
|---|---|---|
| Max Drawdown | -30.02% | -32.34% |
| Longest DD Days | 189.0 | 236.0 |
| Avg. Drawdown | -2.0% | -2.28% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 4.11 | 6.73 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -30.02 | 63 |
| 2024-03-14 | 2024-09-19 | -16.61 | 189 |
| 2024-01-08 | 2024-02-09 | -10.60 | 31 |
| 2024-03-05 | 2024-03-10 | -9.81 | 5 |
| 2024-12-17 | 2025-01-17 | -9.50 | 31 |
| 2023-10-25 | 2023-12-04 | -9.23 | 39 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2023-12-05 | 2024-01-02 | -7.85 | 27 |
| 2024-12-05 | 2024-12-16 | -6.58 | 11 |
| 2025-01-19 | 2025-01-20 | -6.14 | 0 |
| Metric | 3023133:btcusd:triple_gx:sma105_70_40 | 3023133:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.47% | 23.06% |
| Worst Week | -10.74% | -12.33% |
| Best Month | 37.31% | 43.77% |
| Worst Month | -13.84% | -17.69% |
| Best Year | 121.9% | 121.0% |
| Worst Year | -20.11% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.21% | 8.91% |
| Avg. Down Week | -2.03% | -4.28% |
| Avg. Up Month | 14.28% | 18.37% |
| Avg. Down Month | -6.38% | -11.97% |
| Win Days % | 50.62% | 51.22% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 44.0% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |