| Metric | 3023352:btcusd:triple_gx:sma105_65_45 | 3023352:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 140.24% | 217.79% |
| Max Drawdown | -27.79% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.57 | 0.52 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 12.94 | 4.0 |
| Outlier Loss Ratio | 4.13 | 3.88 |
| Volatility (ann.) | 7.08% | 10.62% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.94 | 3.7 |
| Skew | 0.19 | -0.05 |
| Kurtosis | 24.24 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.99% | 6.63% |
| Expected Yearly % | 33.93% | 47.02% |
| Kelly Criterion | 3.76% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -0.9% |
| Expected Shortfall (cVaR) | -0.6% | -0.9% |
| Year | 3023352:BTCUSD | 3023352:btcusd:triple_gx:sma105_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 31.39 | 0.60 | - |
| 2024 | 121.00 | 125.16 | 1.03 | + |
| 2025 | -5.86 | -18.79 | 3.20 | - |
| Metric | 3023352:btcusd:triple_gx:sma105_65_45 | 3023352:BTCUSD |
|---|---|---|
| MTD | -10.56% | 4.25% |
| 3M | -21.3% | -7.58% |
| 6M | 8.97% | 38.22% |
| YTD | -18.79% | -5.86% |
| 1Y | 27.2% | 37.31% |
| 3Y (ann.) | 81.64% | 119.76% |
| 5Y (ann.) | 81.64% | 119.76% |
| Metric | 3023352:btcusd:triple_gx:sma105_65_45 | 3023352:BTCUSD |
|---|---|---|
| Max Drawdown | -27.79% | -32.34% |
| Longest DD Days | 183.0 | 236.0 |
| Avg. Drawdown | -1.85% | -2.28% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 5.05 | 6.73 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-24 | -27.79 | 97 |
| 2024-03-14 | 2024-09-13 | -17.56 | 183 |
| 2024-01-08 | 2024-02-09 | -9.88 | 31 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2023-10-25 | 2023-12-04 | -7.76 | 39 |
| 2024-11-29 | 2024-12-16 | -7.18 | 17 |
| 2023-12-05 | 2024-01-02 | -6.24 | 27 |
| 2024-11-13 | 2024-11-20 | -6.05 | 6 |
| 2024-10-29 | 2024-11-10 | -5.34 | 11 |
| Metric | 3023352:btcusd:triple_gx:sma105_65_45 | 3023352:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.89% | 23.06% |
| Worst Week | -5.68% | -12.33% |
| Best Month | 35.83% | 43.77% |
| Worst Month | -10.56% | -17.69% |
| Best Year | 125.16% | 121.0% |
| Worst Year | -18.79% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.67% | 8.46% |
| Avg. Down Week | -2.2% | -4.15% |
| Avg. Up Month | 14.41% | 18.37% |
| Avg. Down Month | -4.82% | -10.75% |
| Win Days % | 50.77% | 51.22% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 50.68% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |