| Metric | 3023350:btcusd:triple_gx:sma90_65_45 | 3023350:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 21.22% | 25.26% |
| Max Drawdown | -28.65% | -31.17% |
| Sharpe | 0.15 | 0.14 |
| Sortino | 0.22 | 0.2 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.11 | 1.0 |
| CPC Index | 0.52 | 0.53 |
| Tail Ratio | 1.07 | 0.97 |
| Outlier Win Ratio | 13.57 | 3.8 |
| Outlier Loss Ratio | 4.14 | 3.8 |
| Volatility (ann.) | 6.89% | 10.88% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.75 | 0.82 |
| Skew | -0.3 | -0.14 |
| Kurtosis | 27.36 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.49% | 1.75% |
| Expected Yearly % | 10.1% | 11.92% |
| Kelly Criterion | 1.07% | 2.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -0.93% |
| Expected Shortfall (cVaR) | -0.59% | -0.93% |
| Year | 3023350:BTCUSD | 3023350:btcusd:triple_gx:sma90_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 50.69 | 1.53 | + |
| 2025 | -5.86 | -19.56 | 3.33 | - |
| Metric | 3023350:btcusd:triple_gx:sma90_65_45 | 3023350:BTCUSD |
|---|---|---|
| MTD | -10.29% | 4.25% |
| 3M | -21.4% | -7.58% |
| 6M | 13.44% | 38.22% |
| YTD | -19.56% | -5.86% |
| 1Y | 21.22% | 25.26% |
| 3Y (ann.) | 21.55% | 25.65% |
| 5Y (ann.) | 21.55% | 25.65% |
| Metric | 3023350:btcusd:triple_gx:sma90_65_45 | 3023350:BTCUSD |
|---|---|---|
| Max Drawdown | -28.65% | -31.17% |
| Longest DD Days | 158.0 | 204.0 |
| Avg. Drawdown | -2.15% | -3.38% |
| Avg. Drawdown Days | 6.0 | 9.0 |
| Recovery Factor | 0.74 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-24 | -28.65 | 97 |
| 2024-04-08 | 2024-09-13 | -14.43 | 158 |
| 2024-11-29 | 2024-12-16 | -7.13 | 16 |
| 2024-03-30 | 2024-04-08 | -7.01 | 8 |
| 2024-11-13 | 2024-11-20 | -6.05 | 6 |
| 2024-10-29 | 2024-11-07 | -4.44 | 8 |
| 2024-10-07 | 2024-10-14 | -4.17 | 6 |
| 2024-10-21 | 2024-10-29 | -4.08 | 8 |
| 2024-09-13 | 2024-09-18 | -3.93 | 5 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| Metric | 3023350:btcusd:triple_gx:sma90_65_45 | 3023350:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.32% | 18.93% |
| Worst Week | -6.11% | -12.33% |
| Best Month | 33.89% | 37.42% |
| Worst Month | -10.8% | -17.69% |
| Best Year | 50.69% | 33.06% |
| Worst Year | -19.56% | -5.86% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.35% | -0.35% |
| Avg. Up Week | 5.28% | 8.21% |
| Avg. Down Week | -2.26% | -4.15% |
| Avg. Up Month | 14.79% | 16.75% |
| Avg. Down Month | -6.38% | -10.75% |
| Win Days % | 50.47% | 50.89% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 44.23% | 46.3% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |