| Metric | 3157049:btcusd:triple_gx:sma100_70_40 | 3157049:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 142.02% | 217.72% |
| Max Drawdown | -30.83% | -32.34% |
| Sharpe | 0.38 | 0.36 |
| Sortino | 0.56 | 0.51 |
| 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 | 12.25 | 4.01 |
| Outlier Loss Ratio | 4.16 | 3.89 |
| Volatility (ann.) | 7.21% | 10.62% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.68 | 3.7 |
| Skew | 0.32 | -0.05 |
| Kurtosis | 24.54 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.03% | 6.63% |
| Expected Yearly % | 34.26% | 47.01% |
| Kelly Criterion | 3.68% | 5.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.9% |
| Expected Shortfall (cVaR) | -0.61% | -0.9% |
| Year | 3157049:BTCUSD | 3157049:btcusd:triple_gx:sma100_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.72 | 31.00 | 0.59 | - |
| 2024 | 121.00 | 134.75 | 1.11 | + |
| 2025 | -5.86 | -21.30 | 3.63 | - |
| Metric | 3157049:btcusd:triple_gx:sma100_70_40 | 3157049:BTCUSD |
|---|---|---|
| MTD | -12.74% | 4.25% |
| 3M | -22.92% | -7.58% |
| 6M | 6.31% | 38.22% |
| YTD | -21.3% | -5.86% |
| 1Y | 22.25% | 37.31% |
| 3Y (ann.) | 82.55% | 119.72% |
| 5Y (ann.) | 82.55% | 119.72% |
| Metric | 3157049:btcusd:triple_gx:sma100_70_40 | 3157049:BTCUSD |
|---|---|---|
| Max Drawdown | -30.83% | -32.34% |
| Longest DD Days | 147.0 | 236.0 |
| Avg. Drawdown | -1.98% | -2.26% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 4.61 | 6.73 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -30.83 | 63 |
| 2024-03-14 | 2024-08-08 | -13.04 | 147 |
| 2024-01-08 | 2024-02-09 | -10.11 | 31 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2024-12-17 | 2025-01-20 | -9.58 | 33 |
| 2024-08-08 | 2024-09-13 | -9.39 | 35 |
| 2023-10-25 | 2023-12-04 | -8.21 | 39 |
| 2024-01-02 | 2024-01-08 | -7.86 | 6 |
| 2024-11-29 | 2024-12-16 | -7.25 | 17 |
| 2023-12-05 | 2024-01-02 | -6.53 | 27 |
| Metric | 3157049:btcusd:triple_gx:sma100_70_40 | 3157049:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.76% | 23.06% |
| Worst Week | -10.19% | -12.33% |
| Best Month | 37.59% | 43.77% |
| Worst Month | -12.74% | -17.69% |
| Best Year | 134.75% | 121.0% |
| Worst Year | -21.3% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.34% | 8.65% |
| Avg. Down Week | -2.04% | -4.33% |
| Avg. Up Month | 15.33% | 18.36% |
| Avg. Down Month | -5.99% | -11.97% |
| Win Days % | 50.7% | 51.23% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 46.67% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |