| Metric | 3156743:btcusd:triple_gx:sma100_65_35 | 3156743:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 145.71% | 217.72% |
| Max Drawdown | -27.39% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.58 | 0.51 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 12.45 | 4.0 |
| Outlier Loss Ratio | 4.17 | 3.89 |
| Volatility (ann.) | 7.17% | 10.62% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.08 | 3.7 |
| Skew | 0.36 | -0.05 |
| Kurtosis | 25.35 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.12% | 6.63% |
| Expected Yearly % | 34.94% | 47.01% |
| Kelly Criterion | 3.89% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.9% |
| Expected Shortfall (cVaR) | -0.61% | -0.9% |
| Year | 3156743:BTCUSD | 3156743:btcusd:triple_gx:sma100_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.72 | 34.43 | 0.65 | - |
| 2024 | 121.00 | 123.40 | 1.02 | + |
| 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 | 24.1% | 37.31% |
| 3Y (ann.) | 84.44% | 119.72% |
| 5Y (ann.) | 84.44% | 119.72% |
| Metric | 3156743:btcusd:triple_gx:sma100_65_35 | 3156743:BTCUSD |
|---|---|---|
| Max Drawdown | -27.39% | -32.34% |
| Longest DD Days | 215.0 | 236.0 |
| Avg. Drawdown | -1.99% | -2.26% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 5.32 | 6.73 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -27.39 | 63 |
| 2024-03-14 | 2024-10-15 | -21.82 | 215 |
| 2024-01-02 | 2024-02-09 | -10.52 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2025-01-07 | 2025-01-20 | -9.76 | 13 |
| 2023-11-09 | 2023-12-04 | -8.50 | 24 |
| 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 |
| Metric | 3156743:btcusd:triple_gx:sma100_65_35 | 3156743:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.85% | 23.06% |
| Worst Week | -7.95% | -12.33% |
| Best Month | 36.72% | 43.77% |
| Worst Month | -12.53% | -17.69% |
| Best Year | 123.4% | 121.0% |
| Worst Year | -18.18% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.12% | 8.46% |
| Avg. Down Week | -2.08% | -4.19% |
| Avg. Up Month | 14.26% | 17.45% |
| Avg. Down Month | -5.49% | -16.34% |
| Win Days % | 50.67% | 51.23% |
| Win Month % | 66.67% | 72.22% |
| Win Week % | 44.74% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |