| Metric | 3316046:btcusd:double_gx:sma135_90 | 3316046:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 332.21% | 134.81% |
| Max Drawdown | -34.71% | -67.18% |
| Sharpe | 0.68 | 0.39 |
| Sortino | 1.04 | 0.56 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.29 | 1.04 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 11.44 | 4.44 |
| Outlier Loss Ratio | 4.15 | 4.22 |
| Volatility (ann.) | 20.0% | 26.68% |
| R^2 | 0.56 | 0.56 |
| Calmar | 1.71 | 0.46 |
| Skew | 0.7 | 0.18 |
| Kurtosis | 13.43 | 6.28 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.93% | 2.27% |
| Expected Yearly % | 44.19% | 23.79% |
| Kelly Criterion | 5.84% | 5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -2.27% |
| Expected Shortfall (cVaR) | -1.68% | -2.27% |
| Year | 3316046:BTCUSD | 3316046:btcusd:double_gx:sma135_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 27.78 | -0.50 | + |
| 2023 | 155.54 | 111.42 | 0.72 | - |
| 2024 | 121.00 | 69.46 | 0.57 | - |
| 2025 | -7.32 | -5.59 | 0.76 | + |
| Metric | 3316046:btcusd:double_gx:sma135_90 | 3316046:BTCUSD |
|---|---|---|
| MTD | 0.23% | 2.63% |
| 3M | -10.13% | -12.25% |
| 6M | -6.51% | 34.61% |
| YTD | -5.59% | -7.32% |
| 1Y | 19.37% | 23.79% |
| 3Y (ann.) | 48.8% | 24.94% |
| 5Y (ann.) | 59.33% | 31.21% |
| Metric | 3316046:btcusd:double_gx:sma135_90 | 3316046:BTCUSD |
|---|---|---|
| Max Drawdown | -34.71% | -67.18% |
| Longest DD Days | 203.0 | 683.0 |
| Avg. Drawdown | -4.5% | -6.84% |
| Avg. Drawdown Days | 17.0 | 35.0 |
| Recovery Factor | 9.57 | 2.01 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-09-21 | -34.71 | 203 |
| 2024-11-23 | 2025-03-26 | -27.19 | 123 |
| 2022-11-08 | 2023-03-14 | -20.34 | 126 |
| 2024-03-13 | 2024-07-19 | -17.80 | 128 |
| 2024-01-11 | 2024-02-27 | -17.56 | 47 |
| 2023-08-29 | 2023-10-23 | -11.04 | 55 |
| 2023-04-19 | 2023-06-20 | -10.30 | 62 |
| 2022-02-10 | 2022-02-28 | -7.86 | 17 |
| 2024-09-20 | 2024-11-11 | -7.50 | 52 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| Metric | 3316046:btcusd:double_gx:sma135_90 | 3316046:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 33.12% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 38.07% | 43.77% |
| Worst Month | -12.63% | -37.12% |
| Best Year | 111.42% | 155.54% |
| Worst Year | -5.59% | -55.14% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 5.45% | 6.56% |
| Avg. Down Week | -4.03% | -5.06% |
| Avg. Up Month | 13.87% | 17.38% |
| Avg. Down Month | -5.97% | -13.75% |
| Win Days % | 50.39% | 51.15% |
| Win Month % | 54.05% | 60.53% |
| Win Week % | 58.82% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |