| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 118.71% | 161.89% |
| Max Drawdown | -13.38% | -67.18% |
| Sharpe | 0.6 | 0.38 |
| Sortino | 1.03 | 0.54 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.87 | 1.05 |
| CPC Index | 0.81 | 0.66 |
| Tail Ratio | 1.42 | 0.98 |
| Outlier Win Ratio | 42.43 | 3.34 |
| Outlier Loss Ratio | 3.86 | 3.12 |
| Volatility (ann.) | 9.22% | 25.48% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.71 | 0.43 |
| Skew | 4.29 | 0.19 |
| Kurtosis | 91.46 | 6.69 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.68% | 2.07% |
| Expected Yearly % | 21.61% | 27.21% |
| Kelly Criterion | 9.23% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.17% |
| Expected Shortfall (cVaR) | -0.78% | -2.17% |
| 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 | 121.00 | 21.55 | 0.18 | - |
| 2025 | 2.28 | 8.92 | 3.92 | + |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| MTD | -7.35% | -12.85% |
| 3M | 6.24% | -18.73% |
| 6M | 10.71% | -7.45% |
| YTD | 8.92% | 2.28% |
| 1Y | 7.63% | 5.34% |
| 3Y (ann.) | 22.27% | 78.97% |
| 5Y (ann.) | 22.83% | 28.79% |
| 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 | -3.05% | -6.71% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 8.87 | 2.41 |
| 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 |
| 2025-02-11 | 2025-10-01 | -9.38 | 232 |
| 2025-10-27 | 2025-11-17 | -8.76 | 20 |
| 2023-09-18 | 2024-01-28 | -8.65 | 131 |
| 2024-04-30 | 2024-06-20 | -7.94 | 51 |
| 2023-04-30 | 2023-06-21 | -7.93 | 51 |
| 2024-08-09 | 2024-10-11 | -6.58 | 63 |
| 2024-04-17 | 2024-04-19 | -4.64 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11465114:btcusd:triple_med_gx:sma45_105 | 11465114:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -9.77% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 38.53% | 155.54% |
| Worst Year | 8.92% | -54.66% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.69% | 6.74% |
| Avg. Down Week | -2.25% | -5.32% |
| Avg. Up Month | 5.81% | 10.1% |
| Avg. Down Month | -2.54% | -10.66% |
| Win Days % | 49.93% | 51.43% |
| Win Month % | 61.11% | 59.57% |
| Win Week % | 55.38% | 50.74% |
| Win Quarter % | 80.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |