| Metric | 3157047:btcusd:triple_gx:sma105_70_40 | 3157047:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 19.05% | 25.26% |
| Max Drawdown | -29.23% | -31.17% |
| Sharpe | 0.14 | 0.14 |
| Sortino | 0.2 | 0.2 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 1.03 | 1.02 |
| Common Sense Ratio | 1.09 | 1.0 |
| CPC Index | 0.53 | 0.53 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 13.68 | 3.79 |
| Outlier Loss Ratio | 4.07 | 3.73 |
| Volatility (ann.) | 6.83% | 10.88% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.66 | 0.82 |
| Skew | -0.0 | -0.14 |
| Kurtosis | 30.35 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.35% | 1.75% |
| Expected Yearly % | 9.11% | 11.92% |
| Kelly Criterion | 1.26% | 2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -0.93% |
| Expected Shortfall (cVaR) | -0.59% | -0.93% |
| Year | 3157047:BTCUSD | 3157047:btcusd:triple_gx:sma105_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 47.65 | 1.44 | + |
| 2025 | -5.86 | -19.37 | 3.30 | - |
| Metric | 3157047:btcusd:triple_gx:sma105_70_40 | 3157047:BTCUSD |
|---|---|---|
| MTD | -12.83% | 4.25% |
| 3M | -21.02% | -7.58% |
| 6M | 8.85% | 38.22% |
| YTD | -19.37% | -5.86% |
| 1Y | 19.05% | 25.26% |
| 3Y (ann.) | 19.34% | 25.65% |
| 5Y (ann.) | 19.34% | 25.65% |
| Metric | 3157047:btcusd:triple_gx:sma105_70_40 | 3157047:BTCUSD |
|---|---|---|
| Max Drawdown | -29.23% | -31.17% |
| Longest DD Days | 98.0 | 204.0 |
| Avg. Drawdown | -2.43% | -3.38% |
| Avg. Drawdown Days | 5.0 | 9.0 |
| Recovery Factor | 0.65 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -29.23 | 63 |
| 2024-04-08 | 2024-07-16 | -12.15 | 98 |
| 2024-12-17 | 2025-01-20 | -9.50 | 33 |
| 2024-08-08 | 2024-09-13 | -9.22 | 35 |
| 2024-11-29 | 2024-12-17 | -7.47 | 17 |
| 2024-07-17 | 2024-08-08 | -6.97 | 22 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-10-29 | 2024-11-10 | -5.55 | 11 |
| 2024-04-01 | 2024-04-08 | -5.06 | 7 |
| 2024-10-21 | 2024-10-29 | -4.69 | 8 |
| Metric | 3157047:btcusd:triple_gx:sma105_70_40 | 3157047:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 18.71% | 18.93% |
| Worst Week | -10.53% | -12.33% |
| Best Month | 31.9% | 37.42% |
| Worst Month | -12.83% | -17.69% |
| Best Year | 47.65% | 33.06% |
| Worst Year | -19.37% | -5.86% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.35% | -0.35% |
| Avg. Up Week | 5.62% | 8.57% |
| Avg. Down Week | -1.9% | -4.2% |
| Avg. Up Month | 10.64% | 13.72% |
| Avg. Down Month | -6.68% | -11.97% |
| Win Days % | 50.44% | 50.89% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 40.0% | 46.3% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |