| Metric | 11499946:btcusd:triple_med_gx:sma25_100 | 11499946:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 148.91% | 157.57% |
| Max Drawdown | -16.53% | -67.18% |
| Sharpe | 0.62 | 0.37 |
| Sortino | 1.02 | 0.53 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.96 | 1.03 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.47 | 0.97 |
| Outlier Win Ratio | 38.84 | 3.46 |
| Outlier Loss Ratio | 3.62 | 3.19 |
| Volatility (ann.) | 10.4% | 25.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.61 | 0.41 |
| Skew | 2.61 | 0.17 |
| Kurtosis | 84.01 | 6.59 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.92% | 1.99% |
| Expected Yearly % | 25.61% | 26.68% |
| Kelly Criterion | 9.91% | 10.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.17% |
| Expected Shortfall (cVaR) | -0.88% | -2.17% |
| Year | 11499946:BTCUSD | 11499946:btcusd:triple_med_gx:sma25_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 28.16 | -0.52 | + |
| 2023 | 155.54 | 49.65 | 0.32 | - |
| 2024 | 121.00 | 25.55 | 0.21 | - |
| 2025 | 0.59 | 3.37 | 5.75 | + |
| Metric | 11499946:btcusd:triple_med_gx:sma25_100 | 11499946:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.89% |
| 3M | 7.94% | -16.21% |
| 6M | 4.14% | -14.87% |
| YTD | 3.37% | 0.59% |
| 1Y | 3.3% | -7.19% |
| 3Y (ann.) | 24.2% | 75.9% |
| 5Y (ann.) | 26.6% | 27.73% |
| Metric | 11499946:btcusd:triple_med_gx:sma25_100 | 11499946:BTCUSD |
|---|---|---|
| Max Drawdown | -16.53% | -67.18% |
| Longest DD Days | 297.0 | 683.0 |
| Avg. Drawdown | -3.63% | -6.93% |
| Avg. Drawdown Days | 27.0 | 32.0 |
| Recovery Factor | 9.01 | 2.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-10-19 | -16.53 | 297 |
| 2023-02-16 | 2023-03-13 | -13.22 | 24 |
| 2024-06-14 | 2024-08-08 | -12.77 | 55 |
| 2022-03-02 | 2022-10-04 | -12.36 | 216 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-11-11 | 2023-02-15 | -9.80 | 96 |
| 2023-12-31 | 2024-03-24 | -7.74 | 84 |
| 2025-11-12 | 2025-12-09 | -7.49 | 27 |
| 2024-09-03 | 2024-10-14 | -7.28 | 41 |
| 2023-04-26 | 2023-06-21 | -6.60 | 55 |
| Metric | 11499946:btcusd:triple_med_gx:sma25_100 | 11499946:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -7.49% | -37.12% |
| Best Year | 49.65% | 155.54% |
| Worst Year | 3.37% | -54.66% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 5.05% | 7.68% |
| Avg. Down Week | -2.08% | -3.86% |
| Avg. Up Month | 6.69% | 10.52% |
| Avg. Down Month | -2.09% | -10.03% |
| Win Days % | 51.1% | 51.4% |
| Win Month % | 57.14% | 60.42% |
| Win Week % | 53.62% | 50.49% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |