| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 129.07% | 151.86% |
| Max Drawdown | -5.61% | -60.03% |
| Sharpe | 5.39 | 2.75 |
| Sortino | 21.47 | 5.64 |
| Payoff Ratio | 5.41 | 0.76 |
| Profit Factor | 4.05 | 1.83 |
| Common Sense Ratio | 22.8 | 3.25 |
| CPC Index | 7.66 | 0.82 |
| Tail Ratio | 5.63 | 1.78 |
| Outlier Win Ratio | 8.93 | 5.07 |
| Outlier Loss Ratio | 24.41 | 2.36 |
| Volatility (ann.) | 71.52% | 247.89% |
| R^2 | 0.07 | 0.07 |
| Calmar | 5.49 | 0.58 |
| Skew | 2.8 | 1.91 |
| Kurtosis | 9.17 | 11.0 |
| Expected Daily % | 0.99% | 1.11% |
| Expected Monthly % | 2.9% | 3.24% |
| Expected Yearly % | 23.03% | 25.98% |
| Kelly Criterion | 22.92% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -19.48% |
| Expected Shortfall (cVaR) | -5.1% | -19.48% |
| Year | 11465113:BTCUSD | 11465113:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.12 | 24.23 | -0.46 | + |
| 2023 | 63.81 | 46.16 | 0.72 | - |
| 2024 | 243.26 | 22.26 | 0.09 | - |
| 2025 | -6.45 | 3.18 | -0.49 | + |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| MTD | -0.61% | -10.76% |
| 3M | 0.26% | 29.17% |
| 6M | 11.49% | 45.51% |
| YTD | 3.18% | -6.45% |
| 1Y | 24.1% | 24.96% |
| 3Y (ann.) | 24.76% | 28.75% |
| 5Y (ann.) | 30.79% | 34.87% |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Max Drawdown | -5.61% | -60.03% |
| Longest DD Days | 131.0 | 584.0 |
| Avg. Drawdown | -1.19% | -20.39% |
| Avg. Drawdown Days | 22.0 | 179.0 |
| Recovery Factor | 23.0 | 2.53 |
| Ulcer Index | 0.96 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2022-10-23 | -5.61 | 131 |
| 2022-10-26 | 2023-02-17 | -5.19 | 114 |
| 2024-04-29 | 2024-05-15 | -4.85 | 16 |
| 2023-05-18 | 2023-06-22 | -3.98 | 35 |
| 2024-12-26 | 2025-02-12 | -3.01 | 48 |
| 2025-03-26 | 2025-03-27 | -0.61 | 1 |
| 2024-06-19 | 2024-08-11 | -0.55 | 53 |
| 2024-09-14 | 2024-10-16 | -0.53 | 32 |
| 2023-09-14 | 2023-09-18 | -0.51 | 3 |
| 2024-03-25 | 2024-04-21 | -0.19 | 26 |
| Metric | 11465113:btcusd:triple_med_gx:sma40_105 | 11465113:BTCUSD |
|---|---|---|
| Best Day | 19.1% | 64.54% |
| Worst Day | -5.26% | -46.04% |
| Best Week | 19.1% | 64.54% |
| Worst Week | -5.43% | -48.78% |
| Best Month | 19.1% | 65.12% |
| Worst Month | -5.43% | -48.78% |
| Best Year | 46.16% | 243.26% |
| Worst Year | 3.18% | -52.12% |
| Avg. Up Day | 4.06% | 4.25% |
| Avg. Down Day | -0.75% | -5.57% |
| Avg. Up Week | 5.06% | 7.43% |
| Avg. Down Week | -1.18% | -8.44% |
| Avg. Up Month | 7.38% | 14.06% |
| Avg. Down Month | -2.08% | -15.2% |
| Win Days % | 34.94% | 59.04% |
| Win Month % | 64.29% | 57.14% |
| Win Week % | 48.0% | 56.0% |
| Win Quarter % | 83.33% | 41.67% |
| Win Year % | 100.0% | 50.0% |