| Metric | 3023374:btcusd:triple_gx:sma85_70_45 | 3023374:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 151.4% | 218.75% |
| Max Drawdown | -22.15% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.57 | 0.52 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 11.79 | 4.07 |
| Outlier Loss Ratio | 4.18 | 3.93 |
| Volatility (ann.) | 7.39% | 10.61% |
| R^2 | 0.48 | 0.48 |
| Calmar | 3.93 | 3.71 |
| Skew | 0.26 | -0.06 |
| Kurtosis | 23.47 | 8.82 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.25% | 6.65% |
| Expected Yearly % | 35.97% | 47.17% |
| Kelly Criterion | 3.71% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -0.9% |
| Expected Shortfall (cVaR) | -0.63% | -0.9% |
| Year | 3023374:BTCUSD | 3023374:btcusd:triple_gx:sma85_70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.21 | 26.22 | 0.49 | - |
| 2024 | 121.00 | 110.93 | 0.92 | - |
| 2025 | -5.86 | -5.57 | 0.95 | + |
| Metric | 3023374:btcusd:triple_gx:sma85_70_45 | 3023374:BTCUSD |
|---|---|---|
| MTD | -4.5% | 4.25% |
| 3M | -8.07% | -7.58% |
| 6M | 29.16% | 38.22% |
| YTD | -5.57% | -5.86% |
| 1Y | 38.72% | 37.31% |
| 3Y (ann.) | 87.12% | 119.88% |
| 5Y (ann.) | 87.12% | 119.88% |
| Metric | 3023374:btcusd:triple_gx:sma85_70_45 | 3023374:BTCUSD |
|---|---|---|
| Max Drawdown | -22.15% | -32.34% |
| Longest DD Days | 197.0 | 236.0 |
| Avg. Drawdown | -1.95% | -2.25% |
| Avg. Drawdown Days | 5.0 | 4.0 |
| Recovery Factor | 6.84 | 6.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-09-27 | -22.15 | 197 |
| 2025-01-20 | 2025-03-24 | -18.25 | 63 |
| 2023-12-05 | 2024-02-11 | -14.39 | 67 |
| 2024-12-17 | 2025-01-20 | -9.84 | 33 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2023-10-25 | 2023-12-04 | -8.53 | 39 |
| 2024-11-29 | 2024-12-16 | -7.25 | 17 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-10-21 | 2024-10-29 | -4.58 | 8 |
| 2024-10-29 | 2024-11-07 | -4.44 | 8 |
| Metric | 3023374:btcusd:triple_gx:sma85_70_45 | 3023374:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.84% | 23.06% |
| Worst Week | -7.8% | -12.33% |
| Best Month | 36.4% | 43.77% |
| Worst Month | -11.25% | -17.69% |
| Best Year | 110.93% | 121.0% |
| Worst Year | -5.57% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.27% | 8.4% |
| Avg. Down Week | -2.43% | -4.09% |
| Avg. Up Month | 15.47% | 19.41% |
| Avg. Down Month | -7.16% | -10.75% |
| Win Days % | 50.82% | 51.24% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 46.15% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |