| Metric | 3156768:btcusd:triple_gx:sma100_70_35 | 3156768:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 145.89% | 217.72% |
| Max Drawdown | -26.58% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.57 | 0.51 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 12.17 | 4.0 |
| Outlier Loss Ratio | 4.2 | 3.92 |
| Volatility (ann.) | 7.22% | 10.62% |
| R^2 | 0.46 | 0.46 |
| Calmar | 3.18 | 3.7 |
| Skew | 0.34 | -0.05 |
| Kurtosis | 24.68 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.13% | 6.63% |
| Expected Yearly % | 34.97% | 47.01% |
| Kelly Criterion | 3.87% | 5.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.9% |
| Expected Shortfall (cVaR) | -0.61% | -0.9% |
| Year | 3156768:BTCUSD | 3156768:btcusd:triple_gx:sma100_70_35 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.72 | 31.49 | 0.60 | - |
| 2024 | 121.00 | 122.89 | 1.02 | + |
| 2025 | -5.86 | -16.10 | 2.75 | - |
| Metric | 3156768:btcusd:triple_gx:sma100_70_35 | 3156768:BTCUSD |
|---|---|---|
| MTD | -11.45% | 4.25% |
| 3M | -18.17% | -7.58% |
| 6M | 16.96% | 38.22% |
| YTD | -16.1% | -5.86% |
| 1Y | 23.16% | 37.31% |
| 3Y (ann.) | 84.54% | 119.72% |
| 5Y (ann.) | 84.54% | 119.72% |
| Metric | 3156768:btcusd:triple_gx:sma100_70_35 | 3156768:BTCUSD |
|---|---|---|
| Max Drawdown | -26.58% | -32.34% |
| Longest DD Days | 214.0 | 236.0 |
| Avg. Drawdown | -2.03% | -2.26% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 5.49 | 6.73 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -26.58 | 63 |
| 2024-03-14 | 2024-10-14 | -19.98 | 214 |
| 2024-01-08 | 2024-02-09 | -10.12 | 31 |
| 2024-12-17 | 2025-01-20 | -10.06 | 33 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -9.16 | 24 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2023-12-05 | 2024-01-02 | -7.79 | 27 |
| 2024-12-05 | 2024-12-15 | -6.46 | 10 |
| 2023-10-25 | 2023-11-09 | -6.11 | 14 |
| Metric | 3156768:btcusd:triple_gx:sma100_70_35 | 3156768:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.85% | 23.06% |
| Worst Week | -7.56% | -12.33% |
| Best Month | 36.52% | 43.77% |
| Worst Month | -11.45% | -17.69% |
| Best Year | 122.89% | 121.0% |
| Worst Year | -16.1% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.68% | 8.21% |
| Avg. Down Week | -2.11% | -4.17% |
| Avg. Up Month | 14.69% | 17.45% |
| Avg. Down Month | -4.5% | -11.97% |
| Win Days % | 50.75% | 51.23% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 47.37% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |