| Metric | 3157285:btcusd:triple_gx:sma85_70_45 | 3157285:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 31.45% | 25.26% |
| Max Drawdown | -19.22% | -31.17% |
| Sharpe | 0.2 | 0.14 |
| Sortino | 0.28 | 0.2 |
| Payoff Ratio | 1.01 | 1.02 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.12 | 1.0 |
| CPC Index | 0.54 | 0.53 |
| Tail Ratio | 1.07 | 0.97 |
| Outlier Win Ratio | 12.82 | 3.84 |
| Outlier Loss Ratio | 4.17 | 3.81 |
| Volatility (ann.) | 7.07% | 10.88% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.66 | 0.82 |
| Skew | 0.02 | -0.14 |
| Kurtosis | 28.28 | 9.01 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.13% | 1.75% |
| Expected Yearly % | 14.65% | 11.92% |
| Kelly Criterion | 1.79% | 2.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -0.93% |
| Expected Shortfall (cVaR) | -0.6% | -0.93% |
| Year | 3157285:BTCUSD | 3157285:btcusd:triple_gx:sma85_70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 40.51 | 1.23 | + |
| 2025 | -5.86 | -6.44 | 1.10 | - |
| Metric | 3157285:btcusd:triple_gx:sma85_70_45 | 3157285:BTCUSD |
|---|---|---|
| MTD | -5.08% | 4.25% |
| 3M | -8.08% | -7.58% |
| 6M | 27.08% | 38.22% |
| YTD | -6.44% | -5.86% |
| 1Y | 31.45% | 25.26% |
| 3Y (ann.) | 31.95% | 25.65% |
| 5Y (ann.) | 31.95% | 25.65% |
| Metric | 3157285:btcusd:triple_gx:sma85_70_45 | 3157285:BTCUSD |
|---|---|---|
| Max Drawdown | -19.22% | -31.17% |
| Longest DD Days | 163.0 | 204.0 |
| Avg. Drawdown | -2.18% | -3.38% |
| Avg. Drawdown Days | 6.0 | 9.0 |
| Recovery Factor | 1.64 | 0.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -19.22 | 63 |
| 2024-04-08 | 2024-09-19 | -17.60 | 163 |
| 2024-12-17 | 2025-01-20 | -10.21 | 33 |
| 2024-03-30 | 2024-04-08 | -7.64 | 8 |
| 2024-11-29 | 2024-12-17 | -7.49 | 17 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-10-21 | 2024-10-29 | -5.14 | 8 |
| 2024-10-29 | 2024-11-07 | -4.58 | 8 |
| 2024-10-07 | 2024-10-14 | -4.05 | 6 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| Metric | 3157285:btcusd:triple_gx:sma85_70_45 | 3157285:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.73% | -12.33% |
| Best Month | 33.13% | 37.42% |
| Worst Month | -10.42% | -17.69% |
| Best Year | 40.51% | 33.06% |
| Worst Year | -6.44% | -5.86% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.35% | -0.34% |
| Avg. Up Week | 5.96% | 8.57% |
| Avg. Down Week | -2.44% | -4.27% |
| Avg. Up Month | 10.23% | 13.05% |
| Avg. Down Month | -6.96% | -10.75% |
| Win Days % | 50.55% | 50.89% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 43.4% | 46.3% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |