| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 28.56% | 41.17% |
| Max Drawdown | -16.75% | -29.51% |
| Sharpe | 0.52 | 0.37 |
| Sortino | 0.85 | 0.53 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.65 | 0.96 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.33 | 0.9 |
| Outlier Win Ratio | 34.42 | 3.11 |
| Outlier Loss Ratio | 3.55 | 2.99 |
| Volatility (ann.) | 9.06% | 23.17% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.12 | 0.9 |
| Skew | 3.51 | 0.15 |
| Kurtosis | 71.52 | 7.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.41% | 1.93% |
| Expected Yearly % | 13.38% | 18.81% |
| Kelly Criterion | 6.27% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -1.97% |
| Expected Shortfall (cVaR) | -0.77% | -1.97% |
| Year | 11499949:BTCUSD | 11499949:btcusd:triple_med_gx:sma30_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.75 | 0.57 | - |
| 2025 | 2.28 | 5.59 | 2.46 | + |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| MTD | -7.49% | -12.85% |
| 3M | 7.77% | -18.73% |
| 6M | 11.4% | -7.45% |
| YTD | 5.59% | 2.28% |
| 1Y | -0.37% | 5.34% |
| 3Y (ann.) | 18.73% | 26.57% |
| 5Y (ann.) | 18.73% | 26.57% |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Max Drawdown | -16.75% | -29.51% |
| Longest DD Days | 281.0 | 144.0 |
| Avg. Drawdown | -2.86% | -5.67% |
| Avg. Drawdown Days | 26.0 | 17.0 |
| Recovery Factor | 1.7 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-10-03 | -16.75 | 281 |
| 2025-11-12 | 2025-11-17 | -7.49 | 5 |
| 2024-08-09 | 2024-10-14 | -6.78 | 66 |
| 2025-10-21 | 2025-10-26 | -4.00 | 4 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2025-10-20 | 2025-10-21 | -3.13 | 1 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2024-10-16 | 2024-12-25 | -1.23 | 70 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -3.34% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -7.49% | -12.33% |
| Best Month | 17.78% | 37.42% |
| Worst Month | -7.49% | -17.69% |
| Best Year | 21.75% | 38.02% |
| Worst Year | 5.59% | 2.28% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.76% | 5.9% |
| Avg. Down Week | -2.25% | -4.5% |
| Avg. Up Month | 4.25% | 7.1% |
| Avg. Down Month | -4.62% | -10.06% |
| Win Days % | 51.18% | 52.13% |
| Win Month % | 53.85% | 55.56% |
| Win Week % | 44.83% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |