| Metric | 3316034:btcusd:double_gx:sma180_85 | 3316034:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 21.9% | 34.73% |
| Max Drawdown | -22.74% | -28.38% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.56 | 0.63 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.07 | 1.03 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 0.98 | 0.96 |
| Outlier Win Ratio | 13.9 | 3.93 |
| Outlier Loss Ratio | 3.43 | 3.43 |
| Volatility (ann.) | 17.33% | 26.05% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.02 | 1.3 |
| Skew | -0.15 | 0.16 |
| Kurtosis | 17.37 | 5.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.52% |
| Expected Yearly % | 10.41% | 16.07% |
| Kelly Criterion | 2.86% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.21% |
| Expected Shortfall (cVaR) | -1.47% | -2.21% |
| Year | 3316034:BTCUSD | 3316034:btcusd:double_gx:sma180_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 45.38 | 34.04 | 0.75 | - |
| 2025 | -7.32 | -9.06 | 1.24 | - |
| Metric | 3316034:btcusd:double_gx:sma180_85 | 3316034:BTCUSD |
|---|---|---|
| MTD | 0.92% | 2.63% |
| 3M | -13.34% | -12.25% |
| 6M | 9.07% | 34.61% |
| YTD | -9.06% | -7.32% |
| 1Y | 21.9% | 34.73% |
| 3Y (ann.) | 23.23% | 36.95% |
| 5Y (ann.) | 23.23% | 36.95% |
| Metric | 3316034:btcusd:double_gx:sma180_85 | 3316034:BTCUSD |
|---|---|---|
| Max Drawdown | -22.74% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -4.78% | -5.15% |
| Avg. Drawdown Days | 18.0 | 12.0 |
| Recovery Factor | 0.96 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-26 | -22.74 | 123 |
| 2024-07-29 | 2024-08-08 | -16.17 | 10 |
| 2024-04-22 | 2024-07-15 | -14.34 | 84 |
| 2024-08-09 | 2024-08-23 | -6.74 | 14 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-08-26 | 2024-11-10 | -2.87 | 76 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 3316034:btcusd:double_gx:sma180_85 | 3316034:BTCUSD |
|---|---|---|
| Best Day | 6.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.46% | 18.93% |
| Worst Week | -9.78% | -12.33% |
| Best Month | 25.5% | 37.42% |
| Worst Month | -6.65% | -17.69% |
| Best Year | 34.04% | 45.38% |
| Worst Year | -9.06% | -7.32% |
| Avg. Up Day | 1.05% | 1.05% |
| Avg. Down Day | -0.94% | -0.97% |
| Avg. Up Week | 5.96% | 6.68% |
| Avg. Down Week | -3.11% | -3.91% |
| Avg. Up Month | 9.08% | 13.62% |
| Avg. Down Month | -4.22% | -8.41% |
| Win Days % | 48.75% | 51.19% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 46.43% | 49.02% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |