| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 32.89% | 37.79% |
| Max Drawdown | -17.8% | -28.38% |
| Sharpe | 0.51 | 0.46 |
| Sortino | 0.81 | 0.66 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.16 | 1.03 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.03 | 0.96 |
| Outlier Win Ratio | 11.09 | 3.93 |
| Outlier Loss Ratio | 4.16 | 3.47 |
| Volatility (ann.) | 17.79% | 26.1% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.98 | 1.43 |
| Skew | 1.5 | 0.15 |
| Kurtosis | 16.82 | 5.98 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.4% | 2.71% |
| Expected Yearly % | 15.28% | 17.38% |
| Kelly Criterion | 2.6% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.21% |
| Expected Shortfall (cVaR) | -1.51% | -2.21% |
| Year | 3312926:BTCUSD | 3312926:btcusd:double_gx:hma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 45.38 | 32.67 | 0.72 | - |
| 2025 | -5.22 | 0.17 | -0.03 | + |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| MTD | 2.36% | 4.96% |
| 3M | -1.59% | -6.95% |
| 6M | 26.39% | 39.17% |
| YTD | 0.17% | -5.22% |
| 1Y | 32.89% | 37.79% |
| 3Y (ann.) | 35.22% | 40.51% |
| 5Y (ann.) | 35.22% | 40.51% |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Max Drawdown | -17.8% | -28.38% |
| Longest DD Days | 122.0 | 144.0 |
| Avg. Drawdown | -3.05% | -5.15% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 1.85 | 1.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-03-24 | -17.80 | 57 |
| 2024-04-23 | 2024-08-23 | -16.68 | 122 |
| 2024-11-23 | 2025-01-17 | -10.52 | 55 |
| 2024-09-14 | 2024-10-16 | -7.63 | 32 |
| 2024-08-26 | 2024-09-13 | -6.88 | 18 |
| 2024-11-13 | 2024-11-21 | -5.47 | 7 |
| 2024-10-30 | 2024-11-06 | -4.38 | 7 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-04-17 | 2024-04-18 | -2.64 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.16% | 18.93% |
| Worst Week | -7.63% | -12.33% |
| Best Month | 22.54% | 37.42% |
| Worst Month | -9.49% | -17.69% |
| Best Year | 32.67% | 45.38% |
| Worst Year | 0.17% | -5.22% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 5.72% | 7.88% |
| Avg. Down Week | -2.52% | -4.66% |
| Avg. Up Month | 11.45% | 15.74% |
| Avg. Down Month | -6.23% | -8.84% |
| Win Days % | 48.46% | 51.2% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 41.18% | 49.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |