| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 87.89% | 81.59% |
| Max Drawdown | -11.9% | -66.89% |
| Sharpe | 1.27 | 0.73 |
| Sortino | 2.54 | 1.11 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.77 | 1.12 |
| Common Sense Ratio | 5.43 | 1.22 |
| CPC Index | 1.24 | 0.67 |
| Tail Ratio | 3.07 | 1.09 |
| Outlier Win Ratio | 35.26 | 3.46 |
| Outlier Loss Ratio | 3.73 | 2.95 |
| Volatility (ann.) | 23.32% | 56.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.6 | 0.43 |
| Skew | 4.46 | 0.34 |
| Kurtosis | 50.86 | 3.64 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.2% | 2.08% |
| Expected Yearly % | 23.4% | 22.0% |
| Kelly Criterion | 20.03% | 9.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -4.72% |
| Expected Shortfall (cVaR) | -1.93% | -4.72% |
| Year | 11465113:BTCUSD | 11465113:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | 24.01 | -0.43 | + |
| 2023 | 154.85 | 46.16 | 0.30 | - |
| 2024 | 62.21 | 3.66 | 0.06 | - |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| MTD | 0.15% | 8.07% |
| 3M | 1.79% | 19.8% |
| 6M | 3.66% | 79.79% |
| YTD | 3.66% | 62.21% |
| 1Y | 16.9% | 152.55% |
| 3Y (ann.) | 30.98% | 29.08% |
| 5Y (ann.) | 30.98% | 29.08% |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Max Drawdown | -11.9% | -66.89% |
| Longest DD Days | 237.0 | 683.0 |
| Avg. Drawdown | -4.57% | -10.56% |
| Avg. Drawdown Days | 42.0 | 69.0 |
| Recovery Factor | 7.38 | 1.22 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-17 | 2023-03-14 | -11.90 | 25 |
| 2022-03-03 | 2022-10-26 | -10.52 | 237 |
| 2022-11-12 | 2023-02-16 | -8.72 | 96 |
| 2023-04-29 | 2023-06-21 | -7.37 | 53 |
| 2024-05-01 | 2024-05-16 | -6.26 | 15 |
| 2024-03-28 | 2024-04-21 | -5.25 | 24 |
| 2024-01-21 | 2024-01-27 | -4.48 | 6 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2023-09-16 | 2023-09-19 | -0.63 | 3 |
| 2023-06-23 | 2023-07-19 | -0.55 | 26 |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -8.03% | -14.67% |
| Best Week | 28.34% | 28.96% |
| Worst Week | -10.88% | -30.92% |
| Best Month | 14.38% | 45.57% |
| Worst Month | -5.43% | -36.86% |
| Best Year | 46.16% | 154.85% |
| Worst Year | 3.66% | -56.07% |
| Avg. Up Day | 2.32% | 2.48% |
| Avg. Down Day | -1.83% | -2.15% |
| Avg. Up Week | 6.08% | 6.52% |
| Avg. Down Week | -2.69% | -6.9% |
| Avg. Up Month | 7.22% | 12.04% |
| Avg. Down Month | -2.67% | -13.71% |
| Win Days % | 55.3% | 51.35% |
| Win Month % | 71.43% | 55.17% |
| Win Week % | 56.76% | 54.03% |
| Win Quarter % | 77.78% | 50.0% |
| Win Year % | 100.0% | 66.67% |