| Metric | 3156767:btcusd:triple_gx:sma95_70_35 | 3156767:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 140.02% | 216.64% |
| Max Drawdown | -24.84% | -32.34% |
| Sharpe | 0.38 | 0.36 |
| Sortino | 0.55 | 0.51 |
| Payoff Ratio | 1.05 | 1.05 |
| 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 | 11.89 | 4.01 |
| Outlier Loss Ratio | 4.2 | 3.92 |
| Volatility (ann.) | 7.29% | 10.61% |
| R^2 | 0.47 | 0.47 |
| Calmar | 3.28 | 3.69 |
| Skew | 0.35 | -0.05 |
| Kurtosis | 24.02 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.98% | 6.61% |
| Expected Yearly % | 33.89% | 46.84% |
| Kelly Criterion | 3.64% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -0.9% |
| Expected Shortfall (cVaR) | -0.62% | -0.9% |
| Year | 3156767:BTCUSD | 3156767:btcusd:triple_gx:sma95_70_35 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.20 | 29.01 | 0.56 | - |
| 2024 | 121.00 | 115.11 | 0.95 | - |
| 2025 | -5.86 | -13.51 | 2.30 | - |
| Metric | 3156767:btcusd:triple_gx:sma95_70_35 | 3156767:BTCUSD |
|---|---|---|
| MTD | -11.59% | 4.25% |
| 3M | -15.65% | -7.58% |
| 6M | 16.93% | 38.22% |
| YTD | -13.51% | -5.86% |
| 1Y | 26.76% | 37.31% |
| 3Y (ann.) | 81.52% | 119.21% |
| 5Y (ann.) | 81.52% | 119.21% |
| Metric | 3156767:btcusd:triple_gx:sma95_70_35 | 3156767:BTCUSD |
|---|---|---|
| Max Drawdown | -24.84% | -32.34% |
| Longest DD Days | 214.0 | 236.0 |
| Avg. Drawdown | -2.06% | -2.28% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 5.64 | 6.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -24.84 | 63 |
| 2024-03-14 | 2024-10-14 | -22.01 | 214 |
| 2024-01-08 | 2024-02-09 | -10.33 | 31 |
| 2024-12-17 | 2025-01-20 | -9.88 | 33 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-12-05 | 2024-01-02 | -9.79 | 27 |
| 2023-11-09 | 2023-12-04 | -8.29 | 24 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2024-12-05 | 2024-12-17 | -7.28 | 11 |
| 2023-10-25 | 2023-11-09 | -6.49 | 14 |
| Metric | 3156767:btcusd:triple_gx:sma95_70_35 | 3156767:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.85% | 23.06% |
| Worst Week | -8.18% | -12.33% |
| Best Month | 36.54% | 43.77% |
| Worst Month | -11.59% | -17.69% |
| Best Year | 115.11% | 121.0% |
| Worst Year | -13.51% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.03% | 8.63% |
| Avg. Down Week | -2.38% | -4.15% |
| Avg. Up Month | 12.78% | 16.63% |
| Avg. Down Month | -3.77% | -10.75% |
| Win Days % | 50.6% | 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% |