| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 126.26% | 160.74% |
| Max Drawdown | -13.94% | -67.18% |
| Sharpe | 0.58 | 0.37 |
| Sortino | 0.96 | 0.54 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 2.04 | 1.05 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.58 | 0.98 |
| Outlier Win Ratio | 38.35 | 3.45 |
| Outlier Loss Ratio | 3.81 | 3.26 |
| Volatility (ann.) | 10.17% | 25.48% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.72 | 0.43 |
| Skew | 3.34 | 0.19 |
| Kurtosis | 75.77 | 6.69 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.75% | 2.06% |
| Expected Yearly % | 22.65% | 27.07% |
| Kelly Criterion | 8.1% | 9.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.17% |
| Expected Shortfall (cVaR) | -0.86% | -2.17% |
| Year | 11501505:BTCUSD | 11501505:btcusd:triple_med_gx:sma30_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 19.96 | -0.37 | + |
| 2023 | 155.54 | 34.69 | 0.22 | - |
| 2024 | 121.00 | 29.35 | 0.24 | - |
| 2025 | 1.83 | 8.26 | 4.52 | + |
| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| MTD | -8.0% | -13.23% |
| 3M | 5.25% | -19.07% |
| 6M | 9.07% | -7.85% |
| YTD | 8.26% | 1.83% |
| 1Y | 1.96% | 4.88% |
| 3Y (ann.) | 23.07% | 78.71% |
| 5Y (ann.) | 23.95% | 28.66% |
| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| Max Drawdown | -13.94% | -67.18% |
| Longest DD Days | 358.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.71% |
| Avg. Drawdown Days | 36.0 | 31.0 |
| Recovery Factor | 9.06 | 2.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-16 | 2023-03-13 | -13.94 | 24 |
| 2023-04-26 | 2024-04-19 | -12.63 | 358 |
| 2022-03-02 | 2022-10-26 | -11.68 | 238 |
| 2025-01-07 | 2025-10-01 | -11.40 | 267 |
| 2024-08-09 | 2024-10-15 | -11.21 | 67 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-10-27 | 2025-11-17 | -9.40 | 20 |
| 2022-11-11 | 2023-02-15 | -8.47 | 96 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11501505:btcusd:triple_med_gx:sma30_105 | 11501505:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 14.59% | 43.77% |
| Worst Month | -8.0% | -37.12% |
| Best Year | 34.69% | 155.54% |
| Worst Year | 8.26% | -54.66% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 5.12% | 7.55% |
| Avg. Down Week | -3.0% | -5.19% |
| Avg. Up Month | 7.59% | 11.67% |
| Avg. Down Month | -4.32% | -11.56% |
| Win Days % | 50.06% | 51.42% |
| Win Month % | 58.82% | 59.57% |
| Win Week % | 54.93% | 50.74% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |