| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 151.18% | 160.74% |
| Max Drawdown | -13.11% | -67.18% |
| Sharpe | 0.72 | 0.37 |
| Sortino | 1.28 | 0.54 |
| Payoff Ratio | 1.28 | 1.2 |
| Profit Factor | 1.41 | 1.06 |
| Common Sense Ratio | 1.69 | 1.05 |
| CPC Index | 0.92 | 0.66 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 44.17 | 3.34 |
| Outlier Loss Ratio | 3.85 | 3.04 |
| Volatility (ann.) | 8.99% | 25.48% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.09 | 0.43 |
| Skew | 4.82 | 0.19 |
| Kurtosis | 97.04 | 6.69 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.98% | 2.06% |
| Expected Yearly % | 25.89% | 27.07% |
| Kelly Criterion | 12.28% | 10.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.17% |
| Expected Shortfall (cVaR) | -0.76% | -2.17% |
| Year | 11499951:BTCUSD | 11499951:btcusd:triple_med_gx:sma40_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 32.79 | -0.60 | + |
| 2023 | 155.54 | 38.81 | 0.25 | - |
| 2024 | 121.00 | 27.50 | 0.23 | - |
| 2025 | 1.83 | 6.88 | 3.77 | + |
| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| MTD | -7.49% | -13.23% |
| 3M | 9.67% | -19.07% |
| 6M | 10.81% | -7.85% |
| YTD | 6.88% | 1.83% |
| 1Y | 4.19% | 4.88% |
| 3Y (ann.) | 23.14% | 78.71% |
| 5Y (ann.) | 27.4% | 28.66% |
| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| Max Drawdown | -13.11% | -67.18% |
| Longest DD Days | 279.0 | 683.0 |
| Avg. Drawdown | -2.59% | -6.71% |
| Avg. Drawdown Days | 25.0 | 31.0 |
| Recovery Factor | 11.53 | 2.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-27 | 2025-10-02 | -13.11 | 279 |
| 2023-02-16 | 2023-03-13 | -12.24 | 24 |
| 2022-10-26 | 2023-02-15 | -9.08 | 112 |
| 2025-11-12 | 2025-11-17 | -7.49 | 4 |
| 2023-06-21 | 2024-03-26 | -7.48 | 278 |
| 2022-03-02 | 2022-10-03 | -7.38 | 215 |
| 2024-03-29 | 2024-04-19 | -5.82 | 21 |
| 2023-04-30 | 2023-05-17 | -5.66 | 16 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-10-21 | 2025-10-26 | -4.00 | 4 |
| Metric | 11499951:btcusd:triple_med_gx:sma40_100 | 11499951:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -10.01% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -7.49% | -37.12% |
| Best Year | 38.81% | 155.54% |
| Worst Year | 6.88% | -54.66% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 4.59% | 6.85% |
| Avg. Down Week | -2.12% | -4.71% |
| Avg. Up Month | 7.61% | 7.51% |
| Avg. Down Month | -3.22% | -9.23% |
| Win Days % | 50.83% | 51.42% |
| Win Month % | 61.76% | 59.57% |
| Win Week % | 57.58% | 50.74% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 100.0% | 75.0% |