| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 216.62% | 57.66% |
| Max Drawdown | -33.54% | -66.89% |
| Sharpe | 1.43 | 0.64 |
| Sortino | 2.37 | 0.96 |
| Payoff Ratio | 1.33 | 1.29 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | 1.84 | 1.16 |
| CPC Index | 0.86 | 0.73 |
| Tail Ratio | 1.38 | 1.05 |
| Outlier Win Ratio | 9.3 | 4.43 |
| Outlier Loss Ratio | 4.73 | 3.64 |
| Volatility (ann.) | 41.94% | 56.63% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.99 | 0.33 |
| Skew | 1.0 | 0.31 |
| Kurtosis | 8.45 | 3.69 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.2% | 1.64% |
| Expected Yearly % | 46.84% | 16.39% |
| Kelly Criterion | 9.47% | 13.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.45% | -4.78% |
| Expected Shortfall (cVaR) | -3.45% | -4.78% |
| Year | 3312926:BTCUSD | 3312926:btcusd:double_gx:hma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.26 | -1.09 | 0.02 | + |
| 2023 | 154.85 | 109.79 | 0.71 | - |
| 2024 | 59.70 | 52.59 | 0.88 | - |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| MTD | 4.05% | -4.24% |
| 3M | 40.09% | 46.12% |
| 6M | 114.78% | 150.45% |
| YTD | 52.59% | 59.7% |
| 1Y | 111.77% | 123.54% |
| 3Y (ann.) | 66.82% | 22.4% |
| 5Y (ann.) | 66.82% | 22.4% |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Max Drawdown | -33.54% | -66.89% |
| Longest DD Days | 187.0 | 683.0 |
| Avg. Drawdown | -6.43% | -12.19% |
| Avg. Drawdown Days | 24.0 | 73.0 |
| Recovery Factor | 6.46 | 0.86 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2022-08-13 | -33.54 | 136 |
| 2022-08-16 | 2023-02-19 | -21.74 | 187 |
| 2022-02-09 | 2022-03-01 | -18.43 | 20 |
| 2023-05-07 | 2023-07-14 | -16.71 | 68 |
| 2023-07-15 | 2023-10-23 | -13.41 | 100 |
| 2024-03-15 | 2024-04-07 | -12.03 | 23 |
| 2024-01-10 | 2024-02-09 | -11.85 | 30 |
| 2023-02-20 | 2023-03-15 | -10.28 | 23 |
| 2022-03-03 | 2022-03-09 | -6.61 | 6 |
| 2022-03-10 | 2022-03-20 | -6.58 | 10 |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 18.58% | 28.96% |
| Worst Week | -7.59% | -30.92% |
| Best Month | 37.28% | 45.57% |
| Worst Month | -12.93% | -36.86% |
| Best Year | 109.79% | 154.85% |
| Worst Year | -1.09% | -61.26% |
| Avg. Up Day | 2.22% | 2.41% |
| Avg. Down Day | -1.67% | -1.87% |
| Avg. Up Week | 5.99% | 7.14% |
| Avg. Down Week | -2.99% | -5.38% |
| Avg. Up Month | 14.02% | 16.86% |
| Avg. Down Month | -6.26% | -12.44% |
| Win Days % | 48.37% | 51.09% |
| Win Month % | 60.71% | 53.57% |
| Win Week % | 49.15% | 52.89% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |