| Metric | 3023352:btcusd:triple_gx:sma105_65_45 | 3023352:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 24.72% | 25.26% |
| Max Drawdown | -27.79% | -31.17% |
| Sharpe | 0.17 | 0.14 |
| Sortino | 0.25 | 0.2 |
| Payoff Ratio | 1.01 | 1.02 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.12 | 1.0 |
| CPC Index | 0.53 | 0.53 |
| Tail Ratio | 1.07 | 0.97 |
| Outlier Win Ratio | 14.23 | 3.79 |
| Outlier Loss Ratio | 4.08 | 3.72 |
| Volatility (ann.) | 6.7% | 10.88% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.9 | 0.82 |
| Skew | -0.23 | -0.14 |
| Kurtosis | 28.65 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.71% | 1.75% |
| Expected Yearly % | 11.68% | 11.92% |
| Kelly Criterion | 1.37% | 2.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -0.93% |
| Expected Shortfall (cVaR) | -0.57% | -0.93% |
| Year | 3023352:BTCUSD | 3023352:btcusd:triple_gx:sma105_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 53.59 | 1.62 | + |
| 2025 | -5.86 | -18.79 | 3.20 | - |
| Metric | 3023352:btcusd:triple_gx:sma105_65_45 | 3023352:BTCUSD |
|---|---|---|
| MTD | -10.56% | 4.25% |
| 3M | -21.3% | -7.58% |
| 6M | 8.97% | 38.22% |
| YTD | -18.79% | -5.86% |
| 1Y | 24.72% | 25.26% |
| 3Y (ann.) | 25.1% | 25.65% |
| 5Y (ann.) | 25.1% | 25.65% |
| Metric | 3023352:btcusd:triple_gx:sma105_65_45 | 3023352:BTCUSD |
|---|---|---|
| Max Drawdown | -27.79% | -31.17% |
| Longest DD Days | 99.0 | 204.0 |
| Avg. Drawdown | -2.07% | -3.38% |
| Avg. Drawdown Days | 5.0 | 9.0 |
| Recovery Factor | 0.89 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-24 | -27.79 | 97 |
| 2024-04-08 | 2024-07-16 | -13.24 | 99 |
| 2024-07-17 | 2024-08-23 | -8.23 | 37 |
| 2024-11-29 | 2024-12-16 | -7.18 | 17 |
| 2024-11-13 | 2024-11-20 | -6.05 | 6 |
| 2024-10-29 | 2024-11-10 | -5.34 | 11 |
| 2024-10-21 | 2024-10-29 | -4.68 | 8 |
| 2024-10-07 | 2024-10-14 | -4.63 | 6 |
| 2024-08-25 | 2024-09-12 | -3.98 | 17 |
| 2024-09-13 | 2024-09-19 | -3.93 | 5 |
| Metric | 3023352:btcusd:triple_gx:sma105_65_45 | 3023352:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.32% | 18.93% |
| Worst Week | -5.68% | -12.33% |
| Best Month | 30.83% | 37.42% |
| Worst Month | -10.56% | -17.69% |
| Best Year | 53.59% | 33.06% |
| Worst Year | -18.79% | -5.86% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 4.88% | 8.21% |
| Avg. Down Week | -2.11% | -3.86% |
| Avg. Up Month | 10.76% | 13.72% |
| Avg. Down Month | -4.82% | -10.75% |
| Win Days % | 50.41% | 50.89% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 45.83% | 46.3% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |