| Metric | 3023133:btcusd:triple_gx:sma105_70_40 | 3023133:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 16.78% | 25.26% |
| Max Drawdown | -30.02% | -31.17% |
| Sharpe | 0.13 | 0.14 |
| Sortino | 0.19 | 0.2 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 1.03 | 1.02 |
| Common Sense Ratio | 1.1 | 1.0 |
| CPC Index | 0.52 | 0.53 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 13.68 | 3.76 |
| Outlier Loss Ratio | 4.09 | 3.73 |
| Volatility (ann.) | 6.82% | 10.88% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.57 | 0.82 |
| Skew | -0.0 | -0.14 |
| Kurtosis | 30.63 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.2% | 1.75% |
| Expected Yearly % | 8.07% | 11.92% |
| Kelly Criterion | 0.95% | 2.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -0.93% |
| Expected Shortfall (cVaR) | -0.58% | -0.93% |
| Year | 3023133:BTCUSD | 3023133:btcusd:triple_gx:sma105_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 46.17 | 1.40 | + |
| 2025 | -5.86 | -20.11 | 3.43 | - |
| Metric | 3023133:btcusd:triple_gx:sma105_70_40 | 3023133:BTCUSD |
|---|---|---|
| MTD | -13.84% | 4.25% |
| 3M | -21.74% | -7.58% |
| 6M | 8.86% | 38.22% |
| YTD | -20.11% | -5.86% |
| 1Y | 16.78% | 25.26% |
| 3Y (ann.) | 17.03% | 25.65% |
| 5Y (ann.) | 17.03% | 25.65% |
| Metric | 3023133:btcusd:triple_gx:sma105_70_40 | 3023133:BTCUSD |
|---|---|---|
| Max Drawdown | -30.02% | -31.17% |
| Longest DD Days | 122.0 | 204.0 |
| Avg. Drawdown | -2.35% | -3.38% |
| Avg. Drawdown Days | 5.0 | 9.0 |
| Recovery Factor | 0.56 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -30.02 | 63 |
| 2024-04-08 | 2024-08-08 | -12.60 | 122 |
| 2024-12-17 | 2025-01-17 | -9.50 | 31 |
| 2024-08-08 | 2024-09-13 | -9.20 | 35 |
| 2024-12-05 | 2024-12-16 | -6.58 | 11 |
| 2025-01-19 | 2025-01-20 | -6.14 | 0 |
| 2024-11-13 | 2024-11-21 | -6.05 | 7 |
| 2024-10-29 | 2024-11-10 | -5.36 | 11 |
| 2024-04-01 | 2024-04-08 | -5.30 | 7 |
| 2024-10-21 | 2024-10-29 | -4.63 | 8 |
| Metric | 3023133:btcusd:triple_gx:sma105_70_40 | 3023133:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 17.88% | 18.93% |
| Worst Week | -10.74% | -12.33% |
| Best Month | 29.39% | 37.42% |
| Worst Month | -13.84% | -17.69% |
| Best Year | 46.17% | 33.06% |
| Worst Year | -20.11% | -5.86% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.34% | -0.35% |
| Avg. Up Week | 5.79% | 9.02% |
| Avg. Down Week | -1.91% | -4.2% |
| Avg. Up Month | 10.22% | 13.72% |
| Avg. Down Month | -6.38% | -11.97% |
| Win Days % | 50.26% | 50.89% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 38.0% | 46.3% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |