| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 139.25% | 152.32% |
| Max Drawdown | -7.23% | -61.81% |
| Sharpe | 6.36 | 2.93 |
| Sortino | 27.7 | 5.77 |
| Payoff Ratio | 5.97 | 0.66 |
| Profit Factor | 4.85 | 1.84 |
| Common Sense Ratio | 26.31 | 4.49 |
| CPC Index | 10.71 | 0.73 |
| Tail Ratio | 5.42 | 2.44 |
| Outlier Win Ratio | 8.87 | 4.56 |
| Outlier Loss Ratio | 31.91 | 2.44 |
| Volatility (ann.) | 71.84% | 279.62% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.72 | 0.59 |
| Skew | 2.44 | 1.48 |
| Kurtosis | 6.73 | 7.97 |
| Expected Daily % | 1.19% | 1.26% |
| Expected Monthly % | 3.28% | 3.49% |
| Expected Yearly % | 24.37% | 26.03% |
| Kelly Criterion | 26.43% | -0.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.93% | -21.83% |
| Expected Shortfall (cVaR) | -4.93% | -21.83% |
| Year | 11499949:BTCUSD | 11499949:btcusd:triple_med_gx:sma30_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.31 | 35.23 | -0.63 | + |
| 2023 | 154.43 | 33.23 | 0.22 | - |
| 2024 | 133.80 | 42.88 | 0.32 | - |
| 2025 | -2.92 | -7.06 | 2.42 | - |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| MTD | -2.38% | -3.37% |
| 3M | -7.23% | 41.14% |
| 6M | 0.34% | 57.97% |
| YTD | -7.06% | -2.92% |
| 1Y | 32.92% | 129.61% |
| 3Y (ann.) | 34.11% | 36.53% |
| 5Y (ann.) | 34.11% | 36.53% |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Max Drawdown | -7.23% | -61.81% |
| Longest DD Days | 271.0 | 737.0 |
| Avg. Drawdown | -1.11% | -24.12% |
| Avg. Drawdown Days | 28.0 | 250.0 |
| Recovery Factor | 19.27 | 2.46 |
| Ulcer Index | 0.94 | 1.19 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-24 | 2025-02-12 | -7.23 | 49 |
| 2023-05-06 | 2023-06-21 | -4.43 | 46 |
| 2023-07-23 | 2024-04-20 | -3.36 | 271 |
| 2022-12-22 | 2023-02-19 | -2.01 | 59 |
| 2024-09-02 | 2024-10-16 | -1.46 | 44 |
| 2024-04-29 | 2024-04-29 | -0.18 | 0 |
| 2023-03-04 | 2023-03-13 | -0.18 | 8 |
| 2024-08-05 | 2024-08-11 | -0.18 | 6 |
| 2024-06-14 | 2024-06-16 | -0.18 | 1 |
| 2024-05-12 | 2024-05-15 | -0.18 | 2 |
| Metric | 11499949:btcusd:triple_med_gx:sma30_100 | 11499949:BTCUSD |
|---|---|---|
| Best Day | 18.0% | 60.95% |
| Worst Day | -5.42% | -48.8% |
| Best Week | 18.0% | 66.29% |
| Worst Week | -5.42% | -48.33% |
| Best Month | 17.78% | 66.29% |
| Worst Month | -4.8% | -48.33% |
| Best Year | 42.88% | 154.43% |
| Worst Year | -7.06% | -56.31% |
| Avg. Up Day | 4.32% | 4.51% |
| Avg. Down Day | -0.72% | -6.84% |
| Avg. Up Week | 5.21% | 9.78% |
| Avg. Down Week | -1.04% | -6.44% |
| Avg. Up Month | 7.07% | 21.62% |
| Avg. Down Month | -1.28% | -2.29% |
| Win Days % | 36.99% | 60.27% |
| Win Month % | 65.38% | 46.15% |
| Win Week % | 49.02% | 56.86% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |