| Metric | 3157284:btcusd:triple_gx:sma80_70_45 | 3157284:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 34.26% | 25.26% |
| Max Drawdown | -18.49% | -31.17% |
| Sharpe | 0.21 | 0.14 |
| Sortino | 0.3 | 0.2 |
| Payoff Ratio | 1.02 | 1.03 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.11 | 1.0 |
| CPC Index | 0.54 | 0.53 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 12.43 | 3.87 |
| Outlier Loss Ratio | 4.17 | 3.83 |
| Volatility (ann.) | 7.18% | 10.88% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.88 | 0.82 |
| Skew | 0.07 | -0.14 |
| Kurtosis | 27.0 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.29% | 1.75% |
| Expected Yearly % | 15.87% | 11.92% |
| Kelly Criterion | 1.88% | 2.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.93% |
| Expected Shortfall (cVaR) | -0.61% | -0.93% |
| Year | 3157284:BTCUSD | 3157284:btcusd:triple_gx:sma80_70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 40.93 | 1.24 | + |
| 2025 | -5.86 | -4.73 | 0.81 | + |
| Metric | 3157284:btcusd:triple_gx:sma80_70_45 | 3157284:BTCUSD |
|---|---|---|
| MTD | -4.38% | 4.25% |
| 3M | -6.01% | -7.58% |
| 6M | 35.75% | 38.22% |
| YTD | -4.73% | -5.86% |
| 1Y | 34.26% | 25.26% |
| 3Y (ann.) | 34.81% | 25.65% |
| 5Y (ann.) | 34.81% | 25.65% |
| Metric | 3157284:btcusd:triple_gx:sma80_70_45 | 3157284:BTCUSD |
|---|---|---|
| Max Drawdown | -18.49% | -31.17% |
| Longest DD Days | 173.0 | 204.0 |
| Avg. Drawdown | -2.24% | -3.38% |
| Avg. Drawdown Days | 6.0 | 9.0 |
| Recovery Factor | 1.85 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -18.49 | 63 |
| 2024-03-30 | 2024-09-19 | -17.87 | 173 |
| 2024-12-17 | 2025-01-19 | -10.33 | 33 |
| 2024-11-29 | 2024-12-17 | -7.62 | 17 |
| 2025-01-19 | 2025-01-20 | -6.14 | 0 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-10-29 | 2024-11-06 | -4.58 | 7 |
| 2024-10-07 | 2024-10-14 | -4.16 | 6 |
| 2024-10-21 | 2024-10-29 | -4.05 | 8 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| Metric | 3157284:btcusd:triple_gx:sma80_70_45 | 3157284:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.42% | -12.33% |
| Best Month | 38.05% | 37.42% |
| Worst Month | -11.64% | -17.69% |
| Best Year | 40.93% | 33.06% |
| Worst Year | -4.73% | -5.86% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.35% | -0.34% |
| Avg. Up Week | 5.73% | 7.77% |
| Avg. Down Week | -2.61% | -4.17% |
| Avg. Up Month | 14.03% | 15.34% |
| Avg. Down Month | -7.36% | -10.75% |
| Win Days % | 50.53% | 50.89% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 47.17% | 46.3% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |