| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 272.44% | 107.08% |
| Max Drawdown | -34.76% | -67.18% |
| Sharpe | 0.63 | 0.35 |
| Sortino | 0.98 | 0.5 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.34 | 1.03 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.16 | 0.97 |
| Outlier Win Ratio | 11.35 | 4.33 |
| Outlier Loss Ratio | 4.73 | 4.14 |
| Volatility (ann.) | 19.27% | 26.85% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.46 | 0.38 |
| Skew | 0.92 | 0.16 |
| Kurtosis | 16.1 | 6.1 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.43% | 1.88% |
| Expected Yearly % | 38.92% | 19.96% |
| Kelly Criterion | 4.01% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -2.29% |
| Expected Shortfall (cVaR) | -1.63% | -2.29% |
| Year | 3312926:BTCUSD | 3312926:btcusd:double_gx:hma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.31 | -5.90 | 0.10 | + |
| 2023 | 155.54 | 98.27 | 0.63 | - |
| 2024 | 121.00 | 99.29 | 0.82 | - |
| 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 | 51.25% | 38.26% |
| 3Y (ann.) | 48.91% | 27.26% |
| 5Y (ann.) | 50.87% | 25.57% |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Max Drawdown | -34.76% | -67.18% |
| Longest DD Days | 352.0 | 683.0 |
| Avg. Drawdown | -4.31% | -8.04% |
| Avg. Drawdown Days | 16.0 | 38.0 |
| Recovery Factor | 7.84 | 1.59 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-03-17 | -34.76 | 352 |
| 2022-02-08 | 2022-02-28 | -18.63 | 20 |
| 2023-05-06 | 2023-10-23 | -18.19 | 170 |
| 2025-01-26 | 2025-03-24 | -17.80 | 57 |
| 2024-04-23 | 2024-08-23 | -16.68 | 122 |
| 2024-03-13 | 2024-04-07 | -13.02 | 25 |
| 2024-01-11 | 2024-02-09 | -12.79 | 28 |
| 2024-11-23 | 2025-01-17 | -10.52 | 55 |
| 2022-03-09 | 2022-03-27 | -8.53 | 17 |
| 2024-09-14 | 2024-10-16 | -7.63 | 32 |
| Metric | 3312926:btcusd:double_gx:hma40_25 | 3312926:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -8.02% | -9.32% |
| Best Week | 21.23% | 35.75% |
| Worst Week | -8.86% | -29.64% |
| Best Month | 31.75% | 43.77% |
| Worst Month | -15.84% | -37.12% |
| Best Year | 99.29% | 155.54% |
| Worst Year | -5.9% | -61.31% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 5.77% | 7.46% |
| Avg. Down Week | -2.94% | -5.06% |
| Avg. Up Month | 11.58% | 15.31% |
| Avg. Down Month | -6.48% | -12.52% |
| Win Days % | 48.89% | 51.04% |
| Win Month % | 58.97% | 58.97% |
| Win Week % | 46.43% | 49.71% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |