| Metric | 3157039:btcusd:triple_gx:sma80_70_40 | 3157039:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 35.74% | 25.26% |
| Max Drawdown | -24.83% | -31.17% |
| Sharpe | 0.22 | 0.14 |
| Sortino | 0.31 | 0.2 |
| Payoff Ratio | 1.02 | 1.02 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.09 | 1.0 |
| CPC Index | 0.54 | 0.53 |
| Tail Ratio | 1.04 | 0.97 |
| Outlier Win Ratio | 12.31 | 3.84 |
| Outlier Loss Ratio | 4.18 | 3.81 |
| Volatility (ann.) | 7.13% | 10.88% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.46 | 0.82 |
| Skew | 0.16 | -0.14 |
| Kurtosis | 26.87 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.38% | 1.75% |
| Expected Yearly % | 16.51% | 11.92% |
| Kelly Criterion | 1.99% | 2.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.93% |
| Expected Shortfall (cVaR) | -0.61% | -0.93% |
| Year | 3157039:BTCUSD | 3157039:btcusd:triple_gx:sma80_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 54.27 | 1.64 | + |
| 2025 | -5.86 | -12.01 | 2.05 | - |
| Metric | 3157039:btcusd:triple_gx:sma80_70_40 | 3157039:BTCUSD |
|---|---|---|
| MTD | -7.94% | 4.25% |
| 3M | -13.97% | -7.58% |
| 6M | 28.16% | 38.22% |
| YTD | -12.01% | -5.86% |
| 1Y | 35.74% | 25.26% |
| 3Y (ann.) | 36.32% | 25.65% |
| 5Y (ann.) | 36.32% | 25.65% |
| Metric | 3157039:btcusd:triple_gx:sma80_70_40 | 3157039:BTCUSD |
|---|---|---|
| Max Drawdown | -24.83% | -31.17% |
| Longest DD Days | 163.0 | 204.0 |
| Avg. Drawdown | -2.11% | -3.38% |
| Avg. Drawdown Days | 5.0 | 9.0 |
| Recovery Factor | 1.44 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -24.83 | 63 |
| 2024-04-08 | 2024-09-18 | -18.25 | 163 |
| 2024-12-05 | 2025-01-20 | -10.32 | 45 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-03-29 | 2024-04-07 | -5.01 | 9 |
| 2024-10-21 | 2024-10-29 | -4.70 | 8 |
| 2024-10-29 | 2024-11-06 | -4.44 | 7 |
| 2024-10-07 | 2024-10-14 | -3.83 | 6 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-11-22 | 2024-12-05 | -3.46 | 12 |
| Metric | 3157039:btcusd:triple_gx:sma80_70_40 | 3157039:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 18.71% | 18.93% |
| Worst Week | -9.47% | -12.33% |
| Best Month | 37.34% | 37.42% |
| Worst Month | -8.65% | -17.69% |
| Best Year | 54.27% | 33.06% |
| Worst Year | -12.01% | -5.86% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.06% | 8.19% |
| Avg. Down Week | -2.03% | -4.01% |
| Avg. Up Month | 12.65% | 15.34% |
| Avg. Down Month | -5.51% | -10.75% |
| Win Days % | 50.51% | 50.89% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 43.4% | 46.3% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |