| Metric | 3156741:btcusd:triple_gx:sma95_65_35 | 3156741:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 140.93% | 216.64% |
| Max Drawdown | -25.62% | -32.34% |
| Sharpe | 0.38 | 0.36 |
| Sortino | 0.56 | 0.51 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 12.18 | 4.01 |
| Outlier Loss Ratio | 4.18 | 3.91 |
| Volatility (ann.) | 7.24% | 10.61% |
| R^2 | 0.46 | 0.46 |
| Calmar | 3.2 | 3.69 |
| Skew | 0.37 | -0.05 |
| Kurtosis | 24.69 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.01% | 6.61% |
| Expected Yearly % | 34.06% | 46.84% |
| Kelly Criterion | 3.68% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -0.9% |
| Expected Shortfall (cVaR) | -0.62% | -0.9% |
| Year | 3156741:BTCUSD | 3156741:btcusd:triple_gx:sma95_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.20 | 31.90 | 0.61 | - |
| 2024 | 121.00 | 116.58 | 0.96 | - |
| 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 | 28.16% | 37.31% |
| 3Y (ann.) | 81.99% | 119.21% |
| 5Y (ann.) | 81.99% | 119.21% |
| Metric | 3156741:btcusd:triple_gx:sma95_65_35 | 3156741:BTCUSD |
|---|---|---|
| Max Drawdown | -25.62% | -32.34% |
| Longest DD Days | 215.0 | 236.0 |
| Avg. Drawdown | -2.0% | -2.28% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 5.5 | 6.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -25.62 | 63 |
| 2024-03-14 | 2024-10-15 | -23.80 | 215 |
| 2024-01-02 | 2024-02-09 | -10.72 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2025-01-07 | 2025-01-20 | -9.44 | 13 |
| 2023-11-09 | 2023-12-04 | -8.18 | 24 |
| 2023-12-05 | 2024-01-02 | -7.96 | 27 |
| 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 |
| Metric | 3156741:btcusd:triple_gx:sma95_65_35 | 3156741:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.85% | 23.06% |
| Worst Week | -8.06% | -12.33% |
| Best Month | 36.74% | 43.77% |
| Worst Month | -12.67% | -17.69% |
| Best Year | 116.58% | 121.0% |
| Worst Year | -15.66% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.05% | 8.55% |
| Avg. Down Week | -2.36% | -4.17% |
| Avg. Up Month | 13.61% | 17.4% |
| Avg. Down Month | -3.35% | -11.97% |
| Win Days % | 50.52% | 51.22% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 47.37% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |