| Metric | 3157284:btcusd:triple_gx:sma80_70_45 | 3157284:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 167.63% | 220.26% |
| Max Drawdown | -23.93% | -32.34% |
| Sharpe | 0.41 | 0.36 |
| Sortino | 0.6 | 0.52 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 11.53 | 4.11 |
| Outlier Loss Ratio | 4.18 | 3.95 |
| Volatility (ann.) | 7.49% | 10.61% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.98 | 3.73 |
| Skew | 0.26 | -0.06 |
| Kurtosis | 22.58 | 8.82 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.62% | 6.68% |
| Expected Yearly % | 38.84% | 47.4% |
| Kelly Criterion | 4.0% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -0.9% |
| Expected Shortfall (cVaR) | -0.64% | -0.9% |
| Year | 3157284:BTCUSD | 3157284:btcusd:triple_gx:sma80_70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.94 | 30.49 | 0.57 | - |
| 2024 | 121.00 | 115.29 | 0.95 | - |
| 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 | 40.98% | 37.31% |
| 3Y (ann.) | 95.25% | 120.59% |
| 5Y (ann.) | 95.25% | 120.59% |
| Metric | 3157284:btcusd:triple_gx:sma80_70_45 | 3157284:BTCUSD |
|---|---|---|
| Max Drawdown | -23.93% | -32.34% |
| Longest DD Days | 215.0 | 236.0 |
| Avg. Drawdown | -1.91% | -2.27% |
| Avg. Drawdown Days | 5.0 | 4.0 |
| Recovery Factor | 7.01 | 6.81 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-10-15 | -23.93 | 215 |
| 2025-01-20 | 2025-03-24 | -18.49 | 63 |
| 2023-12-05 | 2024-02-09 | -13.58 | 65 |
| 2024-12-17 | 2025-01-19 | -10.33 | 33 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2023-10-25 | 2023-12-04 | -7.71 | 39 |
| 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 |
| Metric | 3157284:btcusd:triple_gx:sma80_70_45 | 3157284:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 21.32% | 23.06% |
| Worst Week | -7.36% | -12.33% |
| Best Month | 38.05% | 43.77% |
| Worst Month | -11.64% | -17.69% |
| Best Year | 115.29% | 121.0% |
| Worst Year | -4.73% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.21% | 8.07% |
| Avg. Down Week | -2.75% | -4.26% |
| Avg. Up Month | 14.92% | 17.6% |
| Avg. Down Month | -7.36% | -10.75% |
| Win Days % | 50.99% | 51.24% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 51.28% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |