| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 39.52% | 32.66% |
| Max Drawdown | -16.93% | -26.06% |
| Sharpe | 1.17 | 0.84 |
| Sortino | 1.83 | 1.23 |
| Payoff Ratio | 1.1 | 1.21 |
| Profit Factor | 1.24 | 1.13 |
| Common Sense Ratio | 1.58 | 1.17 |
| CPC Index | 0.68 | 0.72 |
| Tail Ratio | 1.27 | 1.04 |
| Outlier Win Ratio | 7.72 | 3.34 |
| Outlier Loss Ratio | 3.71 | 2.91 |
| Volatility (ann.) | 35.39% | 51.59% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.51 | 1.35 |
| Skew | 0.3 | -0.13 |
| Kurtosis | 5.31 | 2.57 |
| Expected Daily % | 0.1% | 0.08% |
| Expected Monthly % | 2.81% | 2.38% |
| Expected Yearly % | 18.12% | 15.18% |
| Kelly Criterion | 4.3% | 13.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.93% | -4.32% |
| Expected Shortfall (cVaR) | -2.93% | -4.32% |
| Year | 3312926:BTCUSD | 3312926:btcusd:double_gx:hma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 41.14 | 37.37 | 0.91 | - |
| 2025 | -6.00 | 1.57 | -0.26 | + |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| MTD | 2.91% | 8.82% |
| 3M | -0.1% | -11.89% |
| 6M | 29.99% | 38.13% |
| YTD | 1.57% | -6.0% |
| 1Y | 39.52% | 32.66% |
| 3Y (ann.) | 42.53% | 35.09% |
| 5Y (ann.) | 42.53% | 35.09% |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Max Drawdown | -16.93% | -26.06% |
| Longest DD Days | 121.0 | 144.0 |
| Avg. Drawdown | -6.84% | -9.09% |
| Avg. Drawdown Days | 33.0 | 29.0 |
| Recovery Factor | 2.33 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-03-24 | -16.93 | 57 |
| 2024-04-25 | 2024-08-24 | -15.62 | 121 |
| 2024-11-23 | 2025-01-17 | -8.63 | 55 |
| 2024-08-26 | 2024-10-16 | -6.54 | 51 |
| 2024-10-31 | 2024-11-06 | -4.06 | 6 |
| 2025-01-20 | 2025-01-21 | -2.64 | 1 |
| 2024-04-18 | 2024-04-20 | -2.58 | 2 |
| 2024-11-15 | 2024-11-21 | -2.49 | 6 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.49% |
| Worst Day | -9.74% | -13.23% |
| Best Week | 9.98% | 15.41% |
| Worst Week | -6.27% | -18.81% |
| Best Month | 20.45% | 34.43% |
| Worst Month | -10.76% | -23.44% |
| Best Year | 37.37% | 41.14% |
| Worst Year | 1.57% | -6.0% |
| Avg. Up Day | 1.94% | 2.11% |
| Avg. Down Day | -1.75% | -1.75% |
| Avg. Up Week | 4.89% | 7.04% |
| Avg. Down Week | -2.7% | -5.36% |
| Avg. Up Month | 10.23% | 15.41% |
| Avg. Down Month | -6.54% | -13.19% |
| Win Days % | 49.77% | 52.48% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 45.1% | 52.94% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |