| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 28.8% | 40.54% |
| Max Drawdown | -11.92% | -28.21% |
| Sharpe | 1.11 | 0.74 |
| Sortino | 1.72 | 1.07 |
| Payoff Ratio | 0.83 | 0.92 |
| Profit Factor | 1.54 | 1.12 |
| Common Sense Ratio | 7.39 | 1.2 |
| CPC Index | 0.78 | 0.53 |
| Tail Ratio | 4.81 | 1.07 |
| Outlier Win Ratio | 32.98 | 3.08 |
| Outlier Loss Ratio | 3.39 | 2.87 |
| Volatility (ann.) | 16.79% | 45.32% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.58 | 0.93 |
| Skew | 0.42 | -0.17 |
| Kurtosis | 33.44 | 3.58 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.42% | 1.91% |
| Expected Yearly % | 13.49% | 18.55% |
| Kelly Criterion | 14.23% | -0.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -3.81% |
| Expected Shortfall (cVaR) | -1.39% | -3.81% |
| Year | 11499951:BTCUSD | 11499951:btcusd:triple_med_gx:sma40_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 19.37 | 0.53 | - |
| 2025 | 2.81 | 7.91 | 2.82 | + |
| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| MTD | -7.49% | -13.5% |
| 3M | 9.67% | -19.24% |
| 6M | 10.81% | -8.05% |
| YTD | 7.91% | 2.81% |
| 1Y | 4.19% | 4.01% |
| 3Y (ann.) | 18.89% | 26.19% |
| 5Y (ann.) | 18.89% | 26.19% |
| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| Max Drawdown | -11.92% | -28.21% |
| Longest DD Days | 279.0 | 154.0 |
| Avg. Drawdown | -2.29% | -9.35% |
| Avg. Drawdown Days | 34.0 | 39.0 |
| Recovery Factor | 2.42 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-28 | 2025-10-03 | -11.92 | 279 |
| 2025-11-13 | 2025-11-17 | -7.49 | 4 |
| 2025-10-21 | 2025-10-24 | -3.13 | 3 |
| 2024-09-11 | 2024-09-12 | -1.90 | 1 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| 2024-08-12 | 2024-09-05 | -0.87 | 24 |
| 2024-10-11 | 2024-10-12 | -0.53 | 1 |
| 2024-08-06 | 2024-08-07 | -0.18 | 1 |
| 2024-09-08 | 2024-09-09 | -0.17 | 1 |
| 2024-06-16 | 2024-06-17 | -0.14 | 1 |
| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| Best Day | 7.06% | 9.49% |
| Worst Day | -7.82% | -13.23% |
| Best Week | 10.99% | 15.41% |
| Worst Week | -7.49% | -18.81% |
| Best Month | 17.54% | 34.43% |
| Worst Month | -7.49% | -23.44% |
| Best Year | 19.37% | 36.7% |
| Worst Year | 7.91% | 2.81% |
| Avg. Up Day | 1.42% | 1.59% |
| Avg. Down Day | -1.71% | -1.72% |
| Avg. Up Week | 4.13% | 4.45% |
| Avg. Down Week | -2.3% | -2.8% |
| Avg. Up Month | 3.58% | 7.67% |
| Avg. Down Month | -3.67% | -12.46% |
| Win Days % | 61.05% | 51.87% |
| Win Month % | 60.0% | 61.11% |
| Win Week % | 51.72% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |