| Metric | 3156715:btcusd:triple_gx:sma95_60_35 | 3156715:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 128.51% | 216.64% |
| Max Drawdown | -26.68% | -32.34% |
| Sharpe | 0.36 | 0.36 |
| Sortino | 0.53 | 0.51 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 12.53 | 3.98 |
| Outlier Loss Ratio | 4.14 | 3.88 |
| Volatility (ann.) | 7.16% | 10.61% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.83 | 3.69 |
| Skew | 0.38 | -0.05 |
| Kurtosis | 25.68 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.7% | 6.61% |
| Expected Yearly % | 31.71% | 46.84% |
| Kelly Criterion | 3.44% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.9% |
| Expected Shortfall (cVaR) | -0.61% | -0.9% |
| Year | 3156715:BTCUSD | 3156715:btcusd:triple_gx:sma95_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.20 | 27.65 | 0.53 | - |
| 2024 | 121.00 | 114.84 | 0.95 | - |
| 2025 | -5.86 | -16.67 | 2.84 | - |
| Metric | 3156715:btcusd:triple_gx:sma95_60_35 | 3156715:BTCUSD |
|---|---|---|
| MTD | -12.1% | 4.25% |
| 3M | -18.94% | -7.58% |
| 6M | 15.59% | 38.22% |
| YTD | -16.67% | -5.86% |
| 1Y | 24.16% | 37.31% |
| 3Y (ann.) | 75.55% | 119.21% |
| 5Y (ann.) | 75.55% | 119.21% |
| Metric | 3156715:btcusd:triple_gx:sma95_60_35 | 3156715:BTCUSD |
|---|---|---|
| Max Drawdown | -26.68% | -32.34% |
| Longest DD Days | 215.0 | 236.0 |
| Avg. Drawdown | -2.18% | -2.28% |
| Avg. Drawdown Days | 5.0 | 4.0 |
| Recovery Factor | 4.82 | 6.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -26.68 | 63 |
| 2024-03-14 | 2024-10-15 | -20.79 | 215 |
| 2024-01-02 | 2024-02-09 | -11.40 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-05 | -9.77 | 26 |
| 2025-01-07 | 2025-01-20 | -9.24 | 13 |
| 2023-12-05 | 2024-01-02 | -8.90 | 27 |
| 2024-12-05 | 2024-12-16 | -6.46 | 11 |
| 2024-12-17 | 2025-01-06 | -6.35 | 19 |
| 2024-11-13 | 2024-11-21 | -6.05 | 7 |
| Metric | 3156715:btcusd:triple_gx:sma95_60_35 | 3156715:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.85% | 23.06% |
| Worst Week | -8.38% | -12.33% |
| Best Month | 40.41% | 43.77% |
| Worst Month | -12.1% | -17.69% |
| Best Year | 114.84% | 121.0% |
| Worst Year | -16.67% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.86% | 8.39% |
| Avg. Down Week | -2.43% | -4.13% |
| Avg. Up Month | 13.39% | 17.4% |
| Avg. Down Month | -3.05% | -11.97% |
| Win Days % | 50.29% | 51.22% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 47.37% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |