| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 26.34% | 40.54% |
| Max Drawdown | -8.82% | -28.21% |
| Sharpe | 1.0 | 0.74 |
| Sortino | 1.58 | 1.07 |
| Payoff Ratio | 0.86 | 0.79 |
| Profit Factor | 1.41 | 1.12 |
| Common Sense Ratio | 3.52 | 1.2 |
| CPC Index | 0.7 | 0.46 |
| Tail Ratio | 2.49 | 1.07 |
| Outlier Win Ratio | 29.23 | 3.09 |
| Outlier Loss Ratio | 3.45 | 3.06 |
| Volatility (ann.) | 17.43% | 45.32% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.97 | 0.93 |
| Skew | 1.14 | -0.17 |
| Kurtosis | 22.19 | 3.58 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.31% | 1.91% |
| Expected Yearly % | 12.4% | 18.55% |
| Kelly Criterion | 8.97% | -9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.81% |
| Expected Shortfall (cVaR) | -1.45% | -3.81% |
| Year | 11465114:BTCUSD | 11465114:btcusd:triple_med_gx:sma45_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 15.09 | 0.41 | - |
| 2025 | 2.81 | 9.77 | 3.48 | + |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| MTD | -7.35% | -13.5% |
| 3M | 6.24% | -19.24% |
| 6M | 10.71% | -8.05% |
| YTD | 9.77% | 2.81% |
| 1Y | 7.63% | 4.01% |
| 3Y (ann.) | 17.33% | 26.19% |
| 5Y (ann.) | 17.33% | 26.19% |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Max Drawdown | -8.82% | -28.21% |
| Longest DD Days | 232.0 | 154.0 |
| Avg. Drawdown | -3.45% | -9.35% |
| Avg. Drawdown Days | 50.0 | 39.0 |
| Recovery Factor | 2.99 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-12 | 2025-10-02 | -8.82 | 232 |
| 2025-10-28 | 2025-11-17 | -8.65 | 20 |
| 2024-08-12 | 2024-10-12 | -5.68 | 61 |
| 2025-10-21 | 2025-10-24 | -3.13 | 3 |
| 2024-10-18 | 2025-01-07 | -2.84 | 81 |
| 2025-10-06 | 2025-10-20 | -1.68 | 14 |
| 2025-01-08 | 2025-02-11 | -1.62 | 34 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| 2024-06-21 | 2024-08-07 | -0.87 | 47 |
| 2024-06-17 | 2024-06-20 | -0.23 | 3 |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Best Day | 7.14% | 9.49% |
| Worst Day | -5.49% | -13.23% |
| Best Week | 10.18% | 15.41% |
| Worst Week | -4.27% | -18.81% |
| Best Month | 15.08% | 34.43% |
| Worst Month | -7.35% | -23.44% |
| Best Year | 15.09% | 36.7% |
| Worst Year | 9.77% | 2.81% |
| Avg. Up Day | 1.59% | 1.58% |
| Avg. Down Day | -1.84% | -2.01% |
| Avg. Up Week | 3.55% | 4.02% |
| Avg. Down Week | -2.35% | -3.4% |
| Avg. Up Month | 3.82% | 8.73% |
| Avg. Down Month | -3.09% | -9.17% |
| Win Days % | 57.84% | 51.87% |
| Win Month % | 60.0% | 61.11% |
| Win Week % | 51.72% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |