| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 99.5% | 84.54% |
| Max Drawdown | -12.38% | -67.18% |
| Sharpe | 0.76 | 0.38 |
| Sortino | 1.35 | 0.55 |
| Payoff Ratio | 1.35 | 1.31 |
| Profit Factor | 1.46 | 1.06 |
| Common Sense Ratio | 1.76 | 1.06 |
| CPC Index | 1.0 | 0.71 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 43.22 | 3.53 |
| Outlier Loss Ratio | 3.72 | 3.21 |
| Volatility (ann.) | 10.42% | 26.83% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.77 | 0.45 |
| Skew | 4.08 | 0.2 |
| Kurtosis | 84.84 | 6.2 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.41% | 2.14% |
| Expected Yearly % | 25.89% | 22.66% |
| Kelly Criterion | 14.28% | 13.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.28% |
| Expected Shortfall (cVaR) | -0.88% | -2.28% |
| Year | 11499949:BTCUSD | 11499949:btcusd:triple_med_gx:sma30_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 34.98 | -0.64 | + |
| 2023 | 155.54 | 33.23 | 0.21 | - |
| 2024 | 59.28 | 10.94 | 0.18 | - |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| MTD | 5.61% | 11.01% |
| 3M | 11.04% | 9.99% |
| 6M | 10.74% | 78.31% |
| YTD | 10.94% | 59.28% |
| 1Y | 17.41% | 147.14% |
| 3Y (ann.) | 34.34% | 29.94% |
| 5Y (ann.) | 34.34% | 29.94% |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Max Drawdown | -12.38% | -67.18% |
| Longest DD Days | 245.0 | 683.0 |
| Avg. Drawdown | -3.16% | -6.73% |
| Avg. Drawdown Days | 26.0 | 38.0 |
| Recovery Factor | 8.04 | 1.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-16 | 2023-03-13 | -12.38 | 24 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-11-11 | 2023-02-15 | -9.80 | 96 |
| 2023-07-23 | 2024-03-25 | -9.76 | 245 |
| 2023-04-26 | 2023-06-21 | -9.02 | 55 |
| 2022-03-02 | 2022-04-19 | -5.82 | 48 |
| 2024-03-26 | 2024-04-19 | -4.71 | 23 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 8.99% |
| Worst Day | -6.96% | -7.86% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 13.85% | 43.77% |
| Worst Month | -4.29% | -37.12% |
| Best Year | 34.98% | 155.54% |
| Worst Year | 10.94% | -54.66% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 6.01% | 9.38% |
| Avg. Down Week | -2.44% | -3.08% |
| Avg. Up Month | 7.5% | 9.25% |
| Avg. Down Month | -2.69% | -4.92% |
| Win Days % | 50.82% | 50.97% |
| Win Month % | 70.0% | 62.07% |
| Win Week % | 61.54% | 48.8% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 66.67% |