| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 73.11% | 84.54% |
| Max Drawdown | -13.38% | -67.18% |
| Sharpe | 0.65 | 0.38 |
| Sortino | 1.15 | 0.55 |
| Payoff Ratio | 1.29 | 1.29 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.89 | 0.7 |
| Tail Ratio | 0.95 | 1.0 |
| Outlier Win Ratio | 45.5 | 3.37 |
| Outlier Loss Ratio | 3.89 | 3.19 |
| Volatility (ann.) | 9.73% | 26.83% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.98 | 0.45 |
| Skew | 4.76 | 0.2 |
| Kurtosis | 95.84 | 6.2 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.91% | 2.14% |
| Expected Yearly % | 20.07% | 22.66% |
| Kelly Criterion | 10.82% | 13.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.28% |
| Expected Shortfall (cVaR) | -0.82% | -2.28% |
| Year | 11465114:BTCUSD | 11465114:btcusd:triple_med_gx:sma45_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 19.25 | -0.35 | + |
| 2023 | 155.54 | 38.53 | 0.25 | - |
| 2024 | 59.28 | 4.79 | 0.08 | - |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| MTD | 5.35% | 11.01% |
| 3M | 3.17% | 9.99% |
| 6M | 4.79% | 78.31% |
| YTD | 4.79% | 59.28% |
| 1Y | 15.62% | 147.14% |
| 3Y (ann.) | 26.43% | 29.94% |
| 5Y (ann.) | 26.43% | 29.94% |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Max Drawdown | -13.38% | -67.18% |
| Longest DD Days | 350.0 | 683.0 |
| Avg. Drawdown | -3.37% | -6.73% |
| Avg. Drawdown Days | 34.0 | 38.0 |
| Recovery Factor | 5.47 | 1.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-16 | 2023-03-13 | -13.38 | 24 |
| 2022-03-02 | 2023-02-15 | -11.81 | 350 |
| 2023-09-18 | 2024-01-28 | -8.65 | 131 |
| 2024-04-30 | 2024-05-31 | -7.94 | 31 |
| 2023-04-30 | 2023-06-21 | -7.93 | 51 |
| 2024-04-17 | 2024-04-19 | -4.64 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-01-28 | 2024-03-28 | -2.59 | 60 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.52% | -7.86% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -9.77% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -5.43% | -37.12% |
| Best Year | 38.53% | 155.54% |
| Worst Year | 4.79% | -54.66% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 5.82% | 8.46% |
| Avg. Down Week | -2.15% | -6.01% |
| Avg. Up Month | 6.91% | 11.61% |
| Avg. Down Month | -2.2% | -13.73% |
| Win Days % | 49.76% | 50.97% |
| Win Month % | 61.9% | 62.07% |
| Win Week % | 55.26% | 48.8% |
| Win Quarter % | 77.78% | 50.0% |
| Win Year % | 100.0% | 66.67% |