| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 28.56% | 40.54% |
| Max Drawdown | -15.89% | -28.21% |
| Sharpe | 1.01 | 0.74 |
| Sortino | 1.65 | 1.07 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 1.48 | 1.12 |
| Common Sense Ratio | 4.11 | 1.2 |
| CPC Index | 0.83 | 0.56 |
| Tail Ratio | 2.78 | 1.07 |
| Outlier Win Ratio | 30.56 | 3.12 |
| Outlier Loss Ratio | 3.43 | 2.87 |
| Volatility (ann.) | 18.7% | 45.32% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.18 | 0.93 |
| Skew | 1.5 | -0.17 |
| Kurtosis | 33.69 | 3.58 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.41% | 1.91% |
| Expected Yearly % | 13.38% | 18.55% |
| Kelly Criterion | 13.01% | 2.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.81% |
| Expected Shortfall (cVaR) | -1.56% | -3.81% |
| Year | 11499949:BTCUSD | 11499949:btcusd:triple_med_gx:sma30_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 20.58 | 0.56 | - |
| 2025 | 2.81 | 6.61 | 2.36 | + |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| MTD | -7.49% | -13.5% |
| 3M | 7.77% | -19.24% |
| 6M | 11.4% | -8.05% |
| YTD | 6.61% | 2.81% |
| 1Y | -0.37% | 4.01% |
| 3Y (ann.) | 18.73% | 26.19% |
| 5Y (ann.) | 18.73% | 26.19% |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Max Drawdown | -15.89% | -28.21% |
| Longest DD Days | 283.0 | 154.0 |
| Avg. Drawdown | -5.5% | -9.35% |
| Avg. Drawdown Days | 59.0 | 39.0 |
| Recovery Factor | 1.8 | 1.44 |
| Ulcer Index | 0.99 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-10-04 | -15.89 | 283 |
| 2025-11-13 | 2025-11-17 | -7.49 | 4 |
| 2024-09-04 | 2024-10-14 | -4.62 | 40 |
| 2025-10-21 | 2025-10-24 | -3.13 | 3 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| 2024-08-12 | 2024-09-03 | -0.87 | 22 |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Best Day | 8.81% | 9.49% |
| Worst Day | -7.82% | -13.23% |
| Best Week | 18.59% | 15.41% |
| Worst Week | -7.49% | -18.81% |
| Best Month | 17.78% | 34.43% |
| Worst Month | -7.49% | -23.44% |
| Best Year | 20.58% | 36.7% |
| Worst Year | 6.61% | 2.81% |
| Avg. Up Day | 1.58% | 1.63% |
| Avg. Down Day | -1.59% | -1.69% |
| Avg. Up Week | 4.39% | 4.48% |
| Avg. Down Week | -2.44% | -3.05% |
| Avg. Up Month | 4.35% | 8.54% |
| Avg. Down Month | -4.73% | -12.46% |
| Win Days % | 56.7% | 51.87% |
| Win Month % | 53.85% | 61.11% |
| Win Week % | 44.44% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |