| Metric | 3307790:btcusd:double_gx:sma105_90 | 3307790:BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 349.69% | 115.63% |
| Max Drawdown | -16.53% | -62.03% |
| Sharpe | 1.49 | 0.76 |
| Sortino | 2.5 | 1.11 |
| Payoff Ratio | 1.39 | 1.3 |
| Profit Factor | 1.35 | 1.12 |
| Common Sense Ratio | 1.76 | 1.28 |
| CPC Index | 0.9 | 0.71 |
| Tail Ratio | 1.31 | 1.14 |
| Outlier Win Ratio | 9.42 | 4.1 |
| Outlier Loss Ratio | 4.08 | 3.68 |
| Volatility (ann.) | 39.61% | 53.41% |
| R^2 | 0.55 | 0.55 |
| Calmar | 4.03 | 0.48 |
| Skew | 0.93 | -0.09 |
| Kurtosis | 5.76 | 4.15 |
| Expected Daily % | 0.14% | 0.07% |
| Expected Monthly % | 4.26% | 2.16% |
| Expected Yearly % | 45.62% | 21.18% |
| Kelly Criterion | 10.67% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.25% | -4.49% |
| Expected Shortfall (cVaR) | -3.25% | -4.49% |
| Year | 3307790:BTCUSD | 3307790:btcusd:double_gx:sma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.23 | 16.52 | -0.28 | + |
| 2023 | 155.54 | 109.25 | 0.70 | - |
| 2024 | 121.00 | 81.27 | 0.67 | - |
| 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 | 18.64% | 30.1% |
| 3Y (ann.) | 66.6% | 29.81% |
| 5Y (ann.) | 66.6% | 29.81% |
| Metric | 3307790:btcusd:double_gx:sma105_90 | 3307790:BTCUSD |
|---|---|---|
| Max Drawdown | -16.53% | -62.03% |
| Longest DD Days | 192.0 | 593.0 |
| Avg. Drawdown | -5.4% | -8.86% |
| Avg. Drawdown Days | 20.0 | 47.0 |
| Recovery Factor | 21.16 | 1.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-30 | 2023-03-14 | -16.53 | 43 |
| 2024-08-26 | 2024-09-24 | -16.03 | 29 |
| 2022-07-29 | 2022-11-10 | -15.71 | 104 |
| 2025-03-03 | 2025-03-25 | -14.70 | 22 |
| 2024-03-12 | 2024-05-20 | -14.15 | 69 |
| 2023-04-15 | 2023-10-24 | -13.50 | 192 |
| 2024-01-09 | 2024-02-12 | -12.13 | 34 |
| 2024-10-30 | 2025-01-18 | -11.31 | 80 |
| 2022-04-20 | 2022-06-02 | -11.18 | 43 |
| 2022-07-08 | 2022-07-18 | -10.69 | 10 |
| Metric | 3307790:btcusd:double_gx:sma105_90 | 3307790:BTCUSD |
|---|---|---|
| Best Day | 10.58% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -10.6% | -29.64% |
| Best Month | 44.1% | 43.77% |
| Worst Month | -9.58% | -37.12% |
| Best Year | 109.25% | 155.54% |
| Worst Year | 1.75% | -59.23% |
| Avg. Up Day | 2.3% | 2.31% |
| Avg. Down Day | -1.66% | -1.77% |
| Avg. Up Week | 6.84% | 6.96% |
| Avg. Down Week | -3.52% | -3.65% |
| Avg. Up Month | 14.41% | 16.63% |
| Avg. Down Month | -4.6% | -14.05% |
| Win Days % | 48.11% | 48.88% |
| Win Month % | 58.82% | 58.33% |
| Win Week % | 50.0% | 50.32% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |