| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 341.22% | 107.08% |
| Max Drawdown | -23.24% | -64.98% |
| Sharpe | 2.77 | 1.41 |
| Sortino | 6.88 | 2.17 |
| Payoff Ratio | 4.02 | 1.76 |
| Profit Factor | 1.81 | 1.25 |
| Common Sense Ratio | 3.62 | 1.77 |
| CPC Index | 1.73 | 1.08 |
| Tail Ratio | 2.0 | 1.41 |
| Outlier Win Ratio | 2.9 | 3.86 |
| Outlier Loss Ratio | 11.06 | 3.28 |
| Volatility (ann.) | 80.06% | 109.07% |
| R^2 | 0.55 | 0.55 |
| Calmar | 2.54 | 0.39 |
| Skew | 2.38 | -0.03 |
| Kurtosis | 8.17 | 5.41 |
| Expected Daily % | 0.53% | 0.26% |
| Expected Monthly % | 3.88% | 1.88% |
| Expected Yearly % | 44.93% | 19.96% |
| Kelly Criterion | 4.81% | 20.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.29% | -8.97% |
| Expected Shortfall (cVaR) | -6.29% | -8.97% |
| Year | 3312926:BTCUSD | 3312926:btcusd:double_gx:hma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.98 | -1.09 | 0.02 | + |
| 2023 | 154.74 | 109.79 | 0.71 | - |
| 2024 | 122.44 | 109.61 | 0.90 | - |
| 2025 | -6.34 | 1.44 | -0.23 | + |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| MTD | 2.79% | -7.51% |
| 3M | -0.22% | -12.6% |
| 6M | 29.7% | 40.32% |
| YTD | 1.44% | -6.34% |
| 1Y | 54.77% | 34.67% |
| 3Y (ann.) | 57.15% | 28.91% |
| 5Y (ann.) | 59.08% | 25.57% |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Max Drawdown | -23.24% | -64.98% |
| Longest DD Days | 218.0 | 679.0 |
| Avg. Drawdown | -4.25% | -17.63% |
| Avg. Drawdown Days | 33.0 | 121.0 |
| Recovery Factor | 14.68 | 1.65 |
| Ulcer Index | 1.0 | 1.71 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2022-08-10 | -23.24 | 128 |
| 2022-08-11 | 2023-03-17 | -21.01 | 218 |
| 2025-01-26 | 2025-03-24 | -16.00 | 57 |
| 2023-05-04 | 2023-10-20 | -14.58 | 168 |
| 2024-01-16 | 2024-02-13 | -10.23 | 27 |
| 2024-04-29 | 2024-08-12 | -9.54 | 104 |
| 2022-02-15 | 2022-03-12 | -8.86 | 24 |
| 2024-11-29 | 2025-01-20 | -5.69 | 52 |
| 2024-03-10 | 2024-03-29 | -5.62 | 18 |
| 2023-12-14 | 2024-01-12 | -4.68 | 28 |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Best Day | 23.17% | 23.32% |
| Worst Day | -8.64% | -31.45% |
| Best Week | 23.17% | 31.07% |
| Worst Week | -8.75% | -31.45% |
| Best Month | 29.1% | 44.08% |
| Worst Month | -13.69% | -29.65% |
| Best Year | 109.79% | 154.74% |
| Worst Year | -1.09% | -60.98% |
| Avg. Up Day | 5.74% | 5.87% |
| Avg. Down Day | -1.43% | -3.33% |
| Avg. Up Week | 6.66% | 8.3% |
| Avg. Down Week | -2.13% | -4.72% |
| Avg. Up Month | 13.42% | 16.39% |
| Avg. Down Month | -5.77% | -11.55% |
| Win Days % | 23.76% | 49.29% |
| Win Month % | 56.41% | 56.41% |
| Win Week % | 34.94% | 49.4% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |