| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 72.96% | 81.59% |
| Max Drawdown | -12.06% | -66.89% |
| Sharpe | 1.14 | 0.73 |
| Sortino | 2.38 | 1.11 |
| Payoff Ratio | 1.35 | 1.32 |
| Profit Factor | 1.66 | 1.12 |
| Common Sense Ratio | 2.9 | 1.22 |
| CPC Index | 1.15 | 0.76 |
| Tail Ratio | 1.75 | 1.09 |
| Outlier Win Ratio | 36.14 | 3.41 |
| Outlier Loss Ratio | 3.67 | 2.73 |
| Volatility (ann.) | 22.7% | 56.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.19 | 0.43 |
| Skew | 4.96 | 0.34 |
| Kurtosis | 55.43 | 3.64 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.91% | 2.08% |
| Expected Yearly % | 20.04% | 22.0% |
| Kelly Criterion | 14.99% | 14.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.72% |
| Expected Shortfall (cVaR) | -1.88% | -4.72% |
| Year | 11501507:BTCUSD | 11501507:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | 21.31 | -0.38 | + |
| 2023 | 154.85 | 35.56 | 0.23 | - |
| 2024 | 62.21 | 5.17 | 0.08 | - |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| MTD | 4.79% | 8.07% |
| 3M | 7.53% | 19.8% |
| 6M | 5.17% | 79.79% |
| YTD | 5.17% | 62.21% |
| 1Y | 12.05% | 152.55% |
| 3Y (ann.) | 26.42% | 29.08% |
| 5Y (ann.) | 26.42% | 29.08% |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Max Drawdown | -12.06% | -66.89% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -5.57% | -10.56% |
| Avg. Drawdown Days | 84.0 | 69.0 |
| Recovery Factor | 6.05 | 1.22 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-17 | 2023-03-14 | -12.06 | 25 |
| 2022-03-03 | 2022-10-27 | -10.52 | 238 |
| 2023-06-23 | 2024-05-14 | -8.15 | 326 |
| 2023-04-29 | 2023-06-22 | -7.48 | 54 |
| 2022-11-11 | 2023-02-16 | -6.03 | 97 |
| 2022-02-27 | 2022-03-01 | -3.04 | 2 |
| 2024-05-17 | 2024-05-31 | -1.43 | 14 |
| 2024-05-15 | 2024-05-16 | -1.21 | 1 |
| 2022-02-24 | 2022-02-25 | -0.18 | 1 |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Best Day | 14.21% | 14.21% |
| Worst Day | -8.03% | -14.67% |
| Best Week | 28.34% | 28.96% |
| Worst Week | -11.05% | -30.92% |
| Best Month | 14.17% | 45.57% |
| Worst Month | -5.43% | -36.86% |
| Best Year | 35.56% | 154.85% |
| Worst Year | 5.17% | -56.07% |
| Avg. Up Day | 2.34% | 2.57% |
| Avg. Down Day | -1.73% | -1.94% |
| Avg. Up Week | 5.86% | 6.52% |
| Avg. Down Week | -2.68% | -6.95% |
| Avg. Up Month | 7.73% | 13.18% |
| Avg. Down Month | -3.21% | -13.7% |
| Win Days % | 51.15% | 51.35% |
| Win Month % | 65.0% | 55.17% |
| Win Week % | 54.05% | 54.03% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 66.67% |