| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 72.96% | 84.54% |
| Max Drawdown | -13.81% | -67.18% |
| Sharpe | 0.66 | 0.38 |
| Sortino | 1.16 | 0.55 |
| Payoff Ratio | 1.33 | 1.23 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.9 | 0.67 |
| Tail Ratio | 0.95 | 1.0 |
| Outlier Win Ratio | 45.21 | 3.39 |
| Outlier Loss Ratio | 3.99 | 3.18 |
| Volatility (ann.) | 9.65% | 26.83% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.91 | 0.45 |
| Skew | 4.64 | 0.2 |
| Kurtosis | 94.82 | 6.2 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.91% | 2.14% |
| Expected Yearly % | 20.04% | 22.66% |
| Kelly Criterion | 10.11% | 11.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.28% |
| Expected Shortfall (cVaR) | -0.81% | -2.28% |
| Year | 11501507:BTCUSD | 11501507:btcusd:triple_med_gx:sma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 21.31 | -0.39 | + |
| 2023 | 155.54 | 35.56 | 0.23 | - |
| 2024 | 59.28 | 5.17 | 0.09 | - |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| MTD | 4.79% | 11.01% |
| 3M | 7.53% | 9.99% |
| 6M | 5.17% | 78.31% |
| YTD | 5.17% | 59.28% |
| 1Y | 12.05% | 147.14% |
| 3Y (ann.) | 26.38% | 29.94% |
| 5Y (ann.) | 26.38% | 29.94% |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Max Drawdown | -13.81% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.73% |
| Avg. Drawdown Days | 45.0 | 38.0 |
| Recovery Factor | 5.28 | 1.26 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-16 | 2023-03-13 | -13.81 | 24 |
| 2022-03-02 | 2022-10-26 | -10.81 | 238 |
| 2023-06-22 | 2024-05-13 | -8.29 | 326 |
| 2023-04-30 | 2023-06-21 | -8.24 | 51 |
| 2022-10-26 | 2023-02-15 | -7.62 | 112 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-05-13 | 2024-05-15 | -2.82 | 2 |
| 2024-05-16 | 2024-05-31 | -2.49 | 15 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-04-28 | 2023-04-30 | -1.06 | 2 |
| Metric | 11501507:btcusd:triple_med_gx:sma40_105 | 11501507:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 8.99% |
| Worst Day | -5.52% | -7.86% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -10.01% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -5.43% | -37.12% |
| Best Year | 35.56% | 155.54% |
| Worst Year | 5.17% | -54.66% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 7.06% | 9.84% |
| Avg. Down Week | -2.43% | -6.41% |
| Avg. Up Month | 8.53% | 12.27% |
| Avg. Down Month | -3.2% | -13.62% |
| Win Days % | 48.62% | 50.97% |
| Win Month % | 60.0% | 62.07% |
| Win Week % | 52.78% | 48.8% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 66.67% |