| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 99.5% | 81.59% |
| Max Drawdown | -10.99% | -66.89% |
| Sharpe | 1.37 | 0.73 |
| Sortino | 2.74 | 1.11 |
| Payoff Ratio | 1.4 | 1.29 |
| Profit Factor | 1.84 | 1.12 |
| Common Sense Ratio | 3.98 | 1.22 |
| CPC Index | 1.38 | 0.74 |
| Tail Ratio | 2.17 | 1.09 |
| Outlier Win Ratio | 34.0 | 3.47 |
| Outlier Loss Ratio | 3.47 | 2.7 |
| Volatility (ann.) | 23.59% | 56.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.13 | 0.43 |
| Skew | 4.09 | 0.34 |
| Kurtosis | 49.35 | 3.64 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.41% | 2.08% |
| Expected Yearly % | 25.89% | 22.0% |
| Kelly Criterion | 20.84% | 13.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.72% |
| Expected Shortfall (cVaR) | -1.94% | -4.72% |
| Year | 11499949:BTCUSD | 11499949:btcusd:triple_med_gx:sma30_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | 34.98 | -0.62 | + |
| 2023 | 154.85 | 33.47 | 0.22 | - |
| 2024 | 62.21 | 10.74 | 0.17 | - |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| MTD | 5.61% | 8.07% |
| 3M | 11.04% | 19.8% |
| 6M | 10.74% | 79.79% |
| YTD | 10.74% | 62.21% |
| 1Y | 17.41% | 152.55% |
| 3Y (ann.) | 34.38% | 29.08% |
| 5Y (ann.) | 34.38% | 29.08% |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Max Drawdown | -10.99% | -66.89% |
| Longest DD Days | 246.0 | 683.0 |
| Avg. Drawdown | -4.02% | -10.56% |
| Avg. Drawdown Days | 28.0 | 69.0 |
| Recovery Factor | 9.05 | 1.22 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-08 | 2023-03-13 | -10.99 | 5 |
| 2022-02-23 | 2022-02-25 | -8.91 | 2 |
| 2022-11-12 | 2023-02-16 | -8.52 | 96 |
| 2023-04-29 | 2023-06-22 | -8.19 | 54 |
| 2023-07-24 | 2024-03-26 | -7.53 | 246 |
| 2022-04-15 | 2022-04-20 | -5.77 | 5 |
| 2024-04-18 | 2024-04-20 | -4.47 | 2 |
| 2022-03-03 | 2022-04-14 | -4.31 | 42 |
| 2023-02-17 | 2023-02-19 | -3.96 | 2 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -8.75% | -14.67% |
| Best Week | 20.61% | 28.96% |
| Worst Week | -10.72% | -30.92% |
| Best Month | 15.13% | 45.57% |
| Worst Month | -4.32% | -36.86% |
| Best Year | 34.98% | 154.85% |
| Worst Year | 10.74% | -56.07% |
| Avg. Up Day | 2.53% | 2.68% |
| Avg. Down Day | -1.81% | -2.08% |
| Avg. Up Week | 5.9% | 7.23% |
| Avg. Down Week | -2.62% | -4.85% |
| Avg. Up Month | 9.44% | 11.33% |
| Avg. Down Month | -2.7% | -4.57% |
| Win Days % | 53.85% | 51.35% |
| Win Month % | 68.42% | 55.17% |
| Win Week % | 58.97% | 54.03% |
| Win Quarter % | 88.89% | 50.0% |
| Win Year % | 100.0% | 66.67% |