| Metric | 3157286:btcusd:triple_gx:sma90_70_45 | 3157286:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 151.96% | 219.14% |
| Max Drawdown | -20.88% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.57 | 0.52 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 11.94 | 4.04 |
| Outlier Loss Ratio | 4.15 | 3.92 |
| Volatility (ann.) | 7.37% | 10.61% |
| R^2 | 0.48 | 0.48 |
| Calmar | 4.19 | 3.71 |
| Skew | 0.24 | -0.06 |
| Kurtosis | 23.88 | 8.82 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.27% | 6.66% |
| Expected Yearly % | 36.07% | 47.23% |
| Kelly Criterion | 3.87% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -0.9% |
| Expected Shortfall (cVaR) | -0.63% | -0.9% |
| Year | 3157286:BTCUSD | 3157286:btcusd:triple_gx:sma90_70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.40 | 30.64 | 0.57 | - |
| 2024 | 121.00 | 112.06 | 0.93 | - |
| 2025 | -5.86 | -9.05 | 1.54 | - |
| Metric | 3157286:btcusd:triple_gx:sma90_70_45 | 3157286:BTCUSD |
|---|---|---|
| MTD | -6.9% | 4.25% |
| 3M | -10.88% | -7.58% |
| 6M | 21.9% | 38.22% |
| YTD | -9.05% | -5.86% |
| 1Y | 36.76% | 37.31% |
| 3Y (ann.) | 87.41% | 120.07% |
| 5Y (ann.) | 87.41% | 120.07% |
| Metric | 3157286:btcusd:triple_gx:sma90_70_45 | 3157286:BTCUSD |
|---|---|---|
| Max Drawdown | -20.88% | -32.34% |
| Longest DD Days | 189.0 | 236.0 |
| Avg. Drawdown | -1.86% | -2.26% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 7.28 | 6.78 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -20.88 | 63 |
| 2024-03-14 | 2024-09-19 | -18.79 | 189 |
| 2023-12-05 | 2024-02-10 | -13.16 | 66 |
| 2024-12-17 | 2025-01-20 | -10.44 | 33 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2023-10-25 | 2023-12-04 | -8.01 | 39 |
| 2024-11-29 | 2024-12-16 | -7.57 | 17 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-10-29 | 2024-11-10 | -5.78 | 11 |
| 2024-10-21 | 2024-10-29 | -4.63 | 8 |
| Metric | 3157286:btcusd:triple_gx:sma90_70_45 | 3157286:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.64% | 23.06% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 35.99% | 43.77% |
| Worst Month | -9.15% | -17.69% |
| Best Year | 112.06% | 121.0% |
| Worst Year | -9.05% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.99% | 8.22% |
| Avg. Down Week | -2.28% | -4.13% |
| Avg. Up Month | 15.41% | 19.42% |
| Avg. Down Month | -6.57% | -10.75% |
| Win Days % | 51.0% | 51.23% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 46.75% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |