| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 216.62% | 49.82% |
| Max Drawdown | -33.89% | -67.18% |
| Sharpe | 0.74 | 0.3 |
| Sortino | 1.15 | 0.43 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.44 | 1.04 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 11.42 | 4.5 |
| Outlier Loss Ratio | 4.88 | 4.33 |
| Volatility (ann.) | 19.85% | 27.16% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.97 | 0.29 |
| Skew | 0.74 | 0.16 |
| Kurtosis | 15.7 | 6.13 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.2% | 1.45% |
| Expected Yearly % | 46.84% | 14.43% |
| Kelly Criterion | 5.28% | 6.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -2.32% |
| Expected Shortfall (cVaR) | -1.67% | -2.32% |
| Year | 3312926:BTCUSD | 3312926:btcusd:double_gx:hma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.31 | -1.09 | 0.02 | + |
| 2023 | 155.54 | 109.79 | 0.71 | - |
| 2024 | 51.55 | 52.59 | 1.02 | + |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| MTD | 4.05% | -10.2% |
| 3M | 40.71% | 49.67% |
| 6M | 114.78% | 138.26% |
| YTD | 52.59% | 51.55% |
| 1Y | 109.86% | 110.51% |
| 3Y (ann.) | 66.82% | 19.66% |
| 5Y (ann.) | 66.82% | 19.66% |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Max Drawdown | -33.89% | -67.18% |
| Longest DD Days | 192.0 | 683.0 |
| Avg. Drawdown | -5.07% | -10.38% |
| Avg. Drawdown Days | 16.0 | 54.0 |
| Recovery Factor | 6.39 | 0.74 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-08-08 | -33.89 | 131 |
| 2022-08-08 | 2023-02-16 | -21.79 | 192 |
| 2022-02-08 | 2022-02-28 | -18.43 | 20 |
| 2023-05-06 | 2023-07-13 | -17.50 | 68 |
| 2023-07-14 | 2023-10-23 | -13.79 | 101 |
| 2024-03-13 | 2024-04-07 | -12.81 | 24 |
| 2024-01-11 | 2024-02-09 | -12.47 | 28 |
| 2023-02-16 | 2023-03-14 | -10.95 | 25 |
| 2022-03-09 | 2022-03-27 | -8.53 | 17 |
| 2022-03-02 | 2022-03-09 | -6.90 | 7 |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -7.97% | -7.86% |
| Best Week | 21.37% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 32.15% | 43.77% |
| Worst Month | -15.38% | -37.12% |
| Best Year | 109.79% | 155.54% |
| Worst Year | -1.09% | -61.31% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 5.76% | 7.22% |
| Avg. Down Week | -3.08% | -5.31% |
| Avg. Up Month | 12.12% | 15.19% |
| Avg. Down Month | -5.78% | -12.94% |
| Win Days % | 49.3% | 50.97% |
| Win Month % | 60.71% | 57.14% |
| Win Week % | 50.43% | 49.59% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 66.67% | 66.67% |