| Metric | 3157289:btcusd:triple_gx:sma105_70_45 | 3157289:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 147.87% | 217.79% |
| Max Drawdown | -20.67% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.58 | 0.52 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 12.56 | 4.01 |
| Outlier Loss Ratio | 4.13 | 3.89 |
| Volatility (ann.) | 7.2% | 10.62% |
| R^2 | 0.46 | 0.46 |
| Calmar | 4.14 | 3.7 |
| Skew | 0.32 | -0.05 |
| Kurtosis | 25.24 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.17% | 6.63% |
| Expected Yearly % | 35.33% | 47.02% |
| Kelly Criterion | 3.98% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.9% |
| Expected Shortfall (cVaR) | -0.61% | -0.9% |
| Year | 3157289:BTCUSD | 3157289:btcusd:triple_gx:sma105_70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 28.70 | 0.54 | - |
| 2024 | 121.00 | 113.85 | 0.94 | - |
| 2025 | -5.86 | -9.94 | 1.70 | - |
| Metric | 3157289:btcusd:triple_gx:sma105_70_45 | 3157289:BTCUSD |
|---|---|---|
| MTD | -6.03% | 4.25% |
| 3M | -12.23% | -7.58% |
| 6M | 17.07% | 38.22% |
| YTD | -9.94% | -5.86% |
| 1Y | 35.76% | 37.31% |
| 3Y (ann.) | 85.54% | 119.76% |
| 5Y (ann.) | 85.54% | 119.76% |
| Metric | 3157289:btcusd:triple_gx:sma105_70_45 | 3157289:BTCUSD |
|---|---|---|
| Max Drawdown | -20.67% | -32.34% |
| Longest DD Days | 183.0 | 236.0 |
| Avg. Drawdown | -1.92% | -2.28% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 7.15 | 6.73 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -20.67 | 63 |
| 2024-03-14 | 2024-09-13 | -17.69 | 183 |
| 2023-12-05 | 2024-02-11 | -11.81 | 67 |
| 2024-12-17 | 2025-01-20 | -10.93 | 33 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2023-10-25 | 2023-12-04 | -8.26 | 39 |
| 2024-11-29 | 2024-12-17 | -7.57 | 17 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-10-29 | 2024-11-10 | -5.72 | 11 |
| 2024-10-21 | 2024-10-29 | -5.51 | 8 |
| Metric | 3157289:btcusd:triple_gx:sma105_70_45 | 3157289:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.89% | 23.06% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 38.42% | 43.77% |
| Worst Month | -8.64% | -17.69% |
| Best Year | 113.85% | 121.0% |
| Worst Year | -9.94% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.34% | 8.93% |
| Avg. Down Week | -2.45% | -4.03% |
| Avg. Up Month | 13.38% | 17.74% |
| Avg. Down Month | -6.21% | -10.75% |
| Win Days % | 50.92% | 51.22% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 45.21% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |