| Metric | 3023130:btcusd:triple_gx:sma80_70_40 | 3023130:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 154.85% | 220.26% |
| Max Drawdown | -26.64% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.58 | 0.52 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 11.38 | 4.07 |
| Outlier Loss Ratio | 4.21 | 3.93 |
| Volatility (ann.) | 7.42% | 10.61% |
| R^2 | 0.48 | 0.48 |
| Calmar | 3.34 | 3.73 |
| Skew | 0.37 | -0.06 |
| Kurtosis | 22.52 | 8.82 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.33% | 6.68% |
| Expected Yearly % | 36.59% | 47.4% |
| Kelly Criterion | 3.69% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -0.9% |
| Expected Shortfall (cVaR) | -0.63% | -0.9% |
| Year | 3023130:BTCUSD | 3023130:btcusd:triple_gx:sma80_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.94 | 29.22 | 0.54 | - |
| 2024 | 121.00 | 128.40 | 1.06 | + |
| 2025 | -5.86 | -13.65 | 2.33 | - |
| Metric | 3023130:btcusd:triple_gx:sma80_70_40 | 3023130:BTCUSD |
|---|---|---|
| MTD | -10.22% | 4.25% |
| 3M | -15.57% | -7.58% |
| 6M | 24.28% | 38.22% |
| YTD | -13.65% | -5.86% |
| 1Y | 36.94% | 37.31% |
| 3Y (ann.) | 88.87% | 120.59% |
| 5Y (ann.) | 88.87% | 120.59% |
| Metric | 3023130:btcusd:triple_gx:sma80_70_40 | 3023130:BTCUSD |
|---|---|---|
| Max Drawdown | -26.64% | -32.34% |
| Longest DD Days | 206.0 | 236.0 |
| Avg. Drawdown | -1.93% | -2.27% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 5.81 | 6.81 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -26.64 | 63 |
| 2024-03-14 | 2024-10-07 | -20.58 | 206 |
| 2024-01-08 | 2024-02-09 | -12.20 | 31 |
| 2024-12-05 | 2025-01-17 | -9.82 | 43 |
| 2024-03-05 | 2024-03-10 | -9.81 | 5 |
| 2023-10-25 | 2023-12-04 | -8.31 | 39 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2023-12-05 | 2024-01-02 | -6.83 | 27 |
| 2025-01-19 | 2025-01-20 | -6.14 | 0 |
| 2024-11-13 | 2024-11-21 | -6.05 | 7 |
| Metric | 3023130:btcusd:triple_gx:sma80_70_40 | 3023130:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.47% | 23.06% |
| Worst Week | -10.93% | -12.33% |
| Best Month | 36.08% | 43.77% |
| Worst Month | -10.22% | -17.69% |
| Best Year | 128.4% | 121.0% |
| Worst Year | -13.65% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.21% | 8.32% |
| Avg. Down Week | -2.25% | -4.2% |
| Avg. Up Month | 14.14% | 17.6% |
| Avg. Down Month | -4.93% | -10.75% |
| Win Days % | 50.61% | 51.24% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 50.0% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |