| Metric | 3023350:btcusd:triple_gx:sma90_65_45 | 3023350:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 144.14% | 219.14% |
| Max Drawdown | -28.65% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.56 | 0.52 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 12.31 | 4.02 |
| Outlier Loss Ratio | 4.15 | 3.92 |
| Volatility (ann.) | 7.24% | 10.61% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.91 | 3.71 |
| Skew | 0.13 | -0.06 |
| Kurtosis | 23.07 | 8.82 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.08% | 6.66% |
| Expected Yearly % | 34.65% | 47.23% |
| Kelly Criterion | 3.64% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -0.9% |
| Expected Shortfall (cVaR) | -0.62% | -0.9% |
| Year | 3023350:BTCUSD | 3023350:btcusd:triple_gx:sma90_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.40 | 33.01 | 0.62 | - |
| 2024 | 121.00 | 128.17 | 1.06 | + |
| 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 | 26.47% | 37.31% |
| 3Y (ann.) | 83.43% | 120.07% |
| 5Y (ann.) | 83.43% | 120.07% |
| Metric | 3023350:btcusd:triple_gx:sma90_65_45 | 3023350:BTCUSD |
|---|---|---|
| Max Drawdown | -28.65% | -32.34% |
| Longest DD Days | 189.0 | 236.0 |
| Avg. Drawdown | -1.8% | -2.26% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 5.03 | 6.78 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-24 | -28.65 | 97 |
| 2024-03-14 | 2024-09-19 | -18.57 | 189 |
| 2024-01-08 | 2024-02-10 | -12.16 | 32 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2023-10-25 | 2023-12-04 | -7.68 | 39 |
| 2024-11-29 | 2024-12-16 | -7.13 | 16 |
| 2023-12-05 | 2024-01-02 | -6.08 | 27 |
| 2024-11-13 | 2024-11-20 | -6.05 | 6 |
| 2024-10-29 | 2024-11-07 | -4.44 | 8 |
| Metric | 3023350:btcusd:triple_gx:sma90_65_45 | 3023350:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.64% | 23.06% |
| Worst Week | -6.11% | -12.33% |
| Best Month | 35.31% | 43.77% |
| Worst Month | -10.8% | -17.69% |
| Best Year | 128.17% | 121.0% |
| Worst Year | -19.56% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.35% | -0.34% |
| Avg. Up Week | 5.99% | 8.47% |
| Avg. Down Week | -2.2% | -4.24% |
| Avg. Up Month | 15.53% | 18.43% |
| Avg. Down Month | -6.38% | -10.75% |
| Win Days % | 50.75% | 51.23% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 48.05% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |