| Metric | 3157291:btcusd:triple_gx:sma110_70_45 | 3157291:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 143.4% | 213.8% |
| Max Drawdown | -21.13% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.57 | 0.51 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 12.7 | 4.01 |
| Outlier Loss Ratio | 4.11 | 3.89 |
| Volatility (ann.) | 7.17% | 10.62% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.94 | 3.64 |
| Skew | 0.27 | -0.05 |
| Kurtosis | 25.16 | 8.81 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.07% | 6.56% |
| Expected Yearly % | 34.52% | 46.4% |
| Kelly Criterion | 3.99% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.9% |
| Expected Shortfall (cVaR) | -0.61% | -0.9% |
| Year | 3157291:BTCUSD | 3157291:btcusd:triple_gx:sma110_70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 50.84 | 28.51 | 0.56 | - |
| 2024 | 121.00 | 112.35 | 0.93 | - |
| 2025 | -5.86 | -10.80 | 1.84 | - |
| Metric | 3157291:btcusd:triple_gx:sma110_70_45 | 3157291:BTCUSD |
|---|---|---|
| MTD | -6.95% | 4.25% |
| 3M | -12.9% | -7.58% |
| 6M | 17.28% | 38.22% |
| YTD | -10.8% | -5.86% |
| 1Y | 34.83% | 37.31% |
| 3Y (ann.) | 83.26% | 117.88% |
| 5Y (ann.) | 83.26% | 117.88% |
| Metric | 3157291:btcusd:triple_gx:sma110_70_45 | 3157291:BTCUSD |
|---|---|---|
| Max Drawdown | -21.13% | -32.34% |
| Longest DD Days | 183.0 | 236.0 |
| Avg. Drawdown | -1.99% | -2.29% |
| Avg. Drawdown Days | 5.0 | 4.0 |
| Recovery Factor | 6.79 | 6.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -21.13 | 63 |
| 2024-03-14 | 2024-09-13 | -17.89 | 183 |
| 2024-01-02 | 2024-02-10 | -10.81 | 39 |
| 2024-12-17 | 2025-01-20 | -10.76 | 33 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2023-12-05 | 2024-01-02 | -9.46 | 27 |
| 2023-10-25 | 2023-12-04 | -7.91 | 39 |
| 2024-11-22 | 2024-12-17 | -7.84 | 24 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-10-29 | 2024-11-10 | -5.72 | 11 |
| Metric | 3157291:btcusd:triple_gx:sma110_70_45 | 3157291:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.84% | 23.06% |
| Worst Week | -7.66% | -12.33% |
| Best Month | 36.41% | 43.77% |
| Worst Month | -8.2% | -17.69% |
| Best Year | 112.35% | 121.0% |
| Worst Year | -10.8% | -5.86% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.35% | -0.34% |
| Avg. Up Week | 6.45% | 8.79% |
| Avg. Down Week | -2.2% | -3.79% |
| Avg. Up Month | 14.63% | 19.19% |
| Avg. Down Month | -5.9% | -10.75% |
| Win Days % | 51.05% | 51.22% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 42.47% | 53.75% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |