| Metric | 3156743:btcusd:triple_gx:sma100_65_35 | 3156743:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 21.59% | 25.26% |
| Max Drawdown | -27.39% | -31.17% |
| Sharpe | 0.16 | 0.14 |
| Sortino | 0.22 | 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 | 1.05 | 0.97 |
| Outlier Win Ratio | 13.6 | 3.77 |
| Outlier Loss Ratio | 4.12 | 3.73 |
| Volatility (ann.) | 6.81% | 10.88% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.8 | 0.82 |
| Skew | 0.05 | -0.14 |
| Kurtosis | 31.01 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.52% | 1.75% |
| Expected Yearly % | 10.27% | 11.92% |
| Kelly Criterion | 1.32% | 2.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -0.93% |
| Expected Shortfall (cVaR) | -0.58% | -0.93% |
| Year | 3156743:BTCUSD | 3156743:btcusd:triple_gx:sma100_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 48.61 | 1.47 | + |
| 2025 | -5.86 | -18.18 | 3.10 | - |
| Metric | 3156743:btcusd:triple_gx:sma100_65_35 | 3156743:BTCUSD |
|---|---|---|
| MTD | -12.53% | 4.25% |
| 3M | -20.43% | -7.58% |
| 6M | 18.53% | 38.22% |
| YTD | -18.18% | -5.86% |
| 1Y | 21.59% | 25.26% |
| 3Y (ann.) | 21.92% | 25.65% |
| 5Y (ann.) | 21.92% | 25.65% |
| Metric | 3156743:btcusd:triple_gx:sma100_65_35 | 3156743:BTCUSD |
|---|---|---|
| Max Drawdown | -27.39% | -31.17% |
| Longest DD Days | 171.0 | 204.0 |
| Avg. Drawdown | -2.24% | -3.38% |
| Avg. Drawdown Days | 5.0 | 9.0 |
| Recovery Factor | 0.79 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -27.39 | 63 |
| 2024-04-08 | 2024-09-27 | -17.05 | 171 |
| 2025-01-07 | 2025-01-20 | -9.76 | 13 |
| 2024-11-13 | 2024-11-21 | -7.35 | 7 |
| 2024-12-05 | 2024-12-15 | -6.46 | 10 |
| 2024-12-17 | 2025-01-06 | -6.23 | 19 |
| 2024-10-29 | 2024-11-10 | -5.98 | 11 |
| 2024-10-21 | 2024-10-29 | -4.53 | 8 |
| 2024-04-01 | 2024-04-07 | -4.29 | 6 |
| 2024-10-07 | 2024-10-14 | -4.06 | 6 |
| Metric | 3156743:btcusd:triple_gx:sma100_65_35 | 3156743:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.3% | 18.93% |
| Worst Week | -7.95% | -12.33% |
| Best Month | 27.78% | 37.42% |
| Worst Month | -12.53% | -17.69% |
| Best Year | 48.61% | 33.06% |
| Worst Year | -18.18% | -5.86% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 4.64% | 7.64% |
| Avg. Down Week | -2.02% | -4.08% |
| Avg. Up Month | 9.3% | 12.07% |
| Avg. Down Month | -5.49% | -16.34% |
| Win Days % | 50.22% | 50.89% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 43.14% | 46.3% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |