| Metric | 3157039:btcusd:triple_gx:sma80_70_40 | 3157039:BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 169.79% | 220.26% |
| Max Drawdown | -24.83% | -32.34% |
| Sharpe | 0.42 | 0.36 |
| Sortino | 0.61 | 0.52 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 11.35 | 4.08 |
| Outlier Loss Ratio | 4.2 | 3.92 |
| Volatility (ann.) | 7.43% | 10.61% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.88 | 3.73 |
| Skew | 0.37 | -0.06 |
| Kurtosis | 22.38 | 8.82 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.67% | 6.68% |
| Expected Yearly % | 39.21% | 47.4% |
| Kelly Criterion | 3.96% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -0.9% |
| Expected Shortfall (cVaR) | -0.63% | -0.9% |
| Year | 3157039:BTCUSD | 3157039:btcusd:triple_gx:sma80_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.94 | 30.37 | 0.56 | - |
| 2024 | 121.00 | 135.20 | 1.12 | + |
| 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 | 43.61% | 37.31% |
| 3Y (ann.) | 96.32% | 120.59% |
| 5Y (ann.) | 96.32% | 120.59% |
| Metric | 3157039:btcusd:triple_gx:sma80_70_40 | 3157039:BTCUSD |
|---|---|---|
| Max Drawdown | -24.83% | -32.34% |
| Longest DD Days | 189.0 | 236.0 |
| Avg. Drawdown | -1.85% | -2.27% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 6.84 | 6.81 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -24.83 | 63 |
| 2024-03-14 | 2024-09-19 | -19.77 | 189 |
| 2024-01-08 | 2024-02-09 | -13.26 | 31 |
| 2024-12-05 | 2025-01-20 | -10.32 | 45 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2023-10-25 | 2023-12-04 | -7.70 | 39 |
| 2023-12-05 | 2024-01-02 | -6.83 | 27 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-10-21 | 2024-10-29 | -4.70 | 8 |
| Metric | 3157039:btcusd:triple_gx:sma80_70_40 | 3157039:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.47% | 23.06% |
| Worst Week | -9.47% | -12.33% |
| Best Month | 37.34% | 43.77% |
| Worst Month | -8.65% | -17.69% |
| Best Year | 135.2% | 121.0% |
| Worst Year | -12.01% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.13% | 8.1% |
| Avg. Down Week | -2.28% | -4.14% |
| Avg. Up Month | 14.42% | 17.6% |
| Avg. Down Month | -5.51% | -10.75% |
| Win Days % | 50.77% | 51.24% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 50.0% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |