| Metric | 3157047:btcusd:triple_gx:sma105_70_40 | 3157047:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 127.25% | 217.79% |
| Max Drawdown | -29.23% | -32.34% |
| Sharpe | 0.36 | 0.36 |
| Sortino | 0.53 | 0.52 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 12.47 | 4.0 |
| Outlier Loss Ratio | 4.14 | 3.89 |
| Volatility (ann.) | 7.17% | 10.62% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.56 | 3.7 |
| Skew | 0.31 | -0.05 |
| Kurtosis | 25.07 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.67% | 6.63% |
| Expected Yearly % | 31.47% | 47.02% |
| Kelly Criterion | 3.54% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.9% |
| Expected Shortfall (cVaR) | -0.61% | -0.9% |
| Year | 3157047:BTCUSD | 3157047:btcusd:triple_gx:sma105_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 25.93 | 0.49 | - |
| 2024 | 121.00 | 123.81 | 1.02 | + |
| 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 | 23.98% | 37.31% |
| 3Y (ann.) | 74.89% | 119.76% |
| 5Y (ann.) | 74.89% | 119.76% |
| Metric | 3157047:btcusd:triple_gx:sma105_70_40 | 3157047:BTCUSD |
|---|---|---|
| Max Drawdown | -29.23% | -32.34% |
| Longest DD Days | 183.0 | 236.0 |
| Avg. Drawdown | -2.0% | -2.28% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 4.35 | 6.73 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -29.23 | 63 |
| 2024-03-14 | 2024-09-13 | -15.47 | 183 |
| 2024-01-08 | 2024-02-09 | -10.74 | 31 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2024-12-17 | 2025-01-20 | -9.50 | 33 |
| 2023-10-25 | 2023-12-04 | -8.80 | 39 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2024-11-29 | 2024-12-17 | -7.47 | 17 |
| 2023-12-05 | 2024-01-02 | -7.06 | 27 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| Metric | 3157047:btcusd:triple_gx:sma105_70_40 | 3157047:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.47% | 23.06% |
| Worst Week | -10.53% | -12.33% |
| Best Month | 37.28% | 43.77% |
| Worst Month | -12.83% | -17.69% |
| Best Year | 123.81% | 121.0% |
| Worst Year | -19.37% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.33% | 8.93% |
| Avg. Down Week | -2.05% | -4.28% |
| Avg. Up Month | 16.25% | 20.57% |
| Avg. Down Month | -6.68% | -11.97% |
| Win Days % | 50.72% | 51.22% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 44.0% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |