| Metric | 3307790:btcusd:double_gx:sma105_90 | 3307790:BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 15.57% | 32.93% |
| Max Drawdown | -16.03% | -26.0% |
| Sharpe | 0.61 | 0.84 |
| Sortino | 0.94 | 1.32 |
| Payoff Ratio | 1.29 | 1.19 |
| Profit Factor | 1.13 | 1.13 |
| Common Sense Ratio | 1.38 | 1.22 |
| CPC Index | 0.66 | 0.67 |
| Tail Ratio | 1.23 | 1.08 |
| Outlier Win Ratio | 9.81 | 3.62 |
| Outlier Loss Ratio | 3.6 | 3.06 |
| Volatility (ann.) | 35.41% | 50.7% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.03 | 1.35 |
| Skew | 0.56 | 0.57 |
| Kurtosis | 5.88 | 2.3 |
| Expected Daily % | 0.04% | 0.08% |
| Expected Monthly % | 1.21% | 2.4% |
| Expected Yearly % | 7.5% | 15.29% |
| Kelly Criterion | 2.96% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.99% | -4.25% |
| Expected Shortfall (cVaR) | -2.99% | -4.25% |
| Year | 3307790:BTCUSD | 3307790:btcusd:double_gx:sma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 41.93 | 13.58 | 0.32 | - |
| 2025 | -6.34 | 1.75 | -0.28 | + |
| Metric | 3307790:btcusd:double_gx:sma105_90 | 3307790:BTCUSD |
|---|---|---|
| MTD | -1.41% | 3.72% |
| 3M | -0.11% | -8.05% |
| 6M | -4.41% | 37.53% |
| YTD | 1.75% | -6.34% |
| 1Y | 15.57% | 32.93% |
| 3Y (ann.) | 16.54% | 35.14% |
| 5Y (ann.) | 16.54% | 35.14% |
| Metric | 3307790:btcusd:double_gx:sma105_90 | 3307790:BTCUSD |
|---|---|---|
| Max Drawdown | -16.03% | -26.0% |
| Longest DD Days | 80.0 | 161.0 |
| Avg. Drawdown | -6.27% | -7.81% |
| Avg. Drawdown Days | 23.0 | 23.0 |
| Recovery Factor | 0.97 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-24 | -16.03 | 29 |
| 2025-03-03 | 2025-03-25 | -14.70 | 22 |
| 2024-04-23 | 2024-05-17 | -12.42 | 24 |
| 2024-10-30 | 2025-01-18 | -11.31 | 80 |
| 2025-01-22 | 2025-03-02 | -9.45 | 39 |
| 2024-09-29 | 2024-10-29 | -7.93 | 30 |
| 2024-05-21 | 2024-07-09 | -5.54 | 49 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-08-18 | 2024-08-21 | -1.73 | 3 |
| Metric | 3307790:btcusd:double_gx:sma105_90 | 3307790:BTCUSD |
|---|---|---|
| Best Day | 9.59% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 11.33% | 37.42% |
| Worst Month | -6.57% | -17.69% |
| Best Year | 13.58% | 41.93% |
| Worst Year | 1.75% | -6.34% |
| Avg. Up Day | 2.06% | 2.07% |
| Avg. Down Day | -1.6% | -1.74% |
| Avg. Up Week | 5.18% | 5.3% |
| Avg. Down Week | -3.13% | -3.48% |
| Avg. Up Month | 6.24% | 8.47% |
| Avg. Down Month | -5.73% | -9.59% |
| Win Days % | 45.36% | 49.57% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 43.24% | 49.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |