| Metric | 3156741:btcusd:triple_gx:sma95_65_35 | 3156741:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 24.12% | 25.26% |
| Max Drawdown | -25.62% | -31.17% |
| Sharpe | 0.17 | 0.14 |
| Sortino | 0.24 | 0.2 |
| Payoff Ratio | 1.02 | 1.02 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.09 | 1.0 |
| CPC Index | 0.53 | 0.53 |
| Tail Ratio | 1.04 | 0.97 |
| Outlier Win Ratio | 13.42 | 3.79 |
| Outlier Loss Ratio | 4.12 | 3.73 |
| Volatility (ann.) | 6.86% | 10.88% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.96 | 0.82 |
| Skew | 0.1 | -0.14 |
| Kurtosis | 30.46 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.68% | 1.75% |
| Expected Yearly % | 11.41% | 11.92% |
| Kelly Criterion | 1.35% | 2.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -0.93% |
| Expected Shortfall (cVaR) | -0.59% | -0.93% |
| Year | 3156741:BTCUSD | 3156741:btcusd:triple_gx:sma95_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 47.16 | 1.43 | + |
| 2025 | -5.86 | -15.66 | 2.67 | - |
| Metric | 3156741:btcusd:triple_gx:sma95_65_35 | 3156741:BTCUSD |
|---|---|---|
| MTD | -12.67% | 4.25% |
| 3M | -17.97% | -7.58% |
| 6M | 19.21% | 38.22% |
| YTD | -15.66% | -5.86% |
| 1Y | 24.12% | 25.26% |
| 3Y (ann.) | 24.5% | 25.65% |
| 5Y (ann.) | 24.5% | 25.65% |
| Metric | 3156741:btcusd:triple_gx:sma95_65_35 | 3156741:BTCUSD |
|---|---|---|
| Max Drawdown | -25.62% | -31.17% |
| Longest DD Days | 122.0 | 204.0 |
| Avg. Drawdown | -2.36% | -3.38% |
| Avg. Drawdown Days | 5.0 | 9.0 |
| Recovery Factor | 0.94 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -25.62 | 63 |
| 2024-04-08 | 2024-08-08 | -18.27 | 122 |
| 2024-08-08 | 2024-09-26 | -13.05 | 48 |
| 2025-01-07 | 2025-01-20 | -9.44 | 13 |
| 2024-11-13 | 2024-11-21 | -7.35 | 7 |
| 2024-12-05 | 2024-12-16 | -6.46 | 11 |
| 2024-12-17 | 2025-01-06 | -6.23 | 19 |
| 2024-10-29 | 2024-11-10 | -5.98 | 11 |
| 2024-10-21 | 2024-10-29 | -4.51 | 8 |
| 2024-03-29 | 2024-04-06 | -4.40 | 8 |
| Metric | 3156741:btcusd:triple_gx:sma95_65_35 | 3156741:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.3% | 18.93% |
| Worst Week | -8.06% | -12.33% |
| Best Month | 27.26% | 37.42% |
| Worst Month | -12.67% | -17.69% |
| Best Year | 47.16% | 33.06% |
| Worst Year | -15.66% | -5.86% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 4.91% | 8.05% |
| Avg. Down Week | -2.12% | -3.99% |
| Avg. Up Month | 9.06% | 12.07% |
| Avg. Down Month | -3.35% | -11.97% |
| Win Days % | 50.1% | 50.89% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 43.14% | 46.3% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |