| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 102.53% | 140.29% |
| Max Drawdown | -6.27% | -60.03% |
| Sharpe | 4.92 | 2.68 |
| Sortino | 19.21 | 5.55 |
| Payoff Ratio | 5.95 | 0.86 |
| Profit Factor | 3.57 | 1.82 |
| Common Sense Ratio | 23.79 | 2.87 |
| CPC Index | 6.3 | 0.89 |
| Tail Ratio | 6.66 | 1.57 |
| Outlier Win Ratio | 8.61 | 5.02 |
| Outlier Loss Ratio | 27.04 | 2.62 |
| Volatility (ann.) | 68.48% | 253.76% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.09 | 0.55 |
| Skew | 2.71 | 1.96 |
| Kurtosis | 8.05 | 10.93 |
| Expected Daily % | 0.86% | 1.07% |
| Expected Monthly % | 2.46% | 3.07% |
| Expected Yearly % | 19.3% | 24.5% |
| Kelly Criterion | 17.81% | 6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.97% | -19.98% |
| Expected Shortfall (cVaR) | -4.97% | -19.98% |
| Year | 11465114:BTCUSD | 11465114:btcusd:triple_med_gx:sma45_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.18 | 19.46 | -0.37 | + |
| 2023 | 61.24 | 38.53 | 0.63 | - |
| 2024 | 248.73 | 21.55 | 0.09 | - |
| 2025 | -8.72 | 0.68 | -0.08 | + |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| MTD | -3.02% | -12.93% |
| 3M | -0.52% | 27.49% |
| 6M | 11.3% | 41.98% |
| YTD | 0.68% | -8.72% |
| 1Y | 20.7% | 21.57% |
| 3Y (ann.) | 20.57% | 27.66% |
| 5Y (ann.) | 25.65% | 32.8% |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Max Drawdown | -6.27% | -60.03% |
| Longest DD Days | 133.0 | 585.0 |
| Avg. Drawdown | -1.33% | -20.64% |
| Avg. Drawdown Days | 22.0 | 180.0 |
| Recovery Factor | 16.36 | 2.34 |
| Ulcer Index | 0.97 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-14 | 2022-10-26 | -6.27 | 133 |
| 2024-04-29 | 2024-05-15 | -4.85 | 16 |
| 2023-04-27 | 2023-06-23 | -4.79 | 57 |
| 2022-10-26 | 2023-02-17 | -3.68 | 114 |
| 2025-03-26 | 2025-03-28 | -3.02 | 2 |
| 2024-12-27 | 2025-01-07 | -1.37 | 10 |
| 2024-06-16 | 2024-08-11 | -0.78 | 56 |
| 2024-09-14 | 2024-10-17 | -0.53 | 32 |
| 2023-09-14 | 2023-09-18 | -0.51 | 3 |
| 2025-02-06 | 2025-02-12 | -0.18 | 6 |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Best Day | 16.45% | 65.02% |
| Worst Day | -5.26% | -46.04% |
| Best Week | 16.45% | 65.02% |
| Worst Week | -5.43% | -48.78% |
| Best Month | 16.45% | 67.84% |
| Worst Month | -5.43% | -48.78% |
| Best Year | 38.53% | 248.73% |
| Worst Year | 0.68% | -53.18% |
| Avg. Up Day | 4.38% | 4.57% |
| Avg. Down Day | -0.74% | -5.33% |
| Avg. Up Week | 5.23% | 8.07% |
| Avg. Down Week | -1.09% | -7.66% |
| Avg. Up Month | 6.83% | 19.06% |
| Avg. Down Month | -2.27% | -14.71% |
| Win Days % | 29.63% | 56.79% |
| Win Month % | 60.71% | 57.14% |
| Win Week % | 42.86% | 51.02% |
| Win Quarter % | 83.33% | 41.67% |
| Win Year % | 100.0% | 50.0% |