| Metric | 3316034:btcusd:double_gx:sma180_85 | 3316034:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 264.19% | 103.34% |
| Max Drawdown | -27.26% | -67.18% |
| Sharpe | 0.64 | 0.35 |
| Sortino | 0.97 | 0.5 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.3 | 1.03 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 12.81 | 4.31 |
| Outlier Loss Ratio | 4.07 | 4.16 |
| Volatility (ann.) | 18.94% | 26.6% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.89 | 0.38 |
| Skew | 0.47 | 0.16 |
| Kurtosis | 16.33 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.46% | 1.89% |
| Expected Yearly % | 38.14% | 19.41% |
| Kelly Criterion | 6.56% | 5.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.26% |
| Expected Shortfall (cVaR) | -1.6% | -2.26% |
| Year | 3316034:BTCUSD | 3316034:btcusd:double_gx:sma180_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 0.06 | -0.00 | + |
| 2023 | 155.54 | 142.07 | 0.91 | - |
| 2024 | 121.00 | 65.33 | 0.54 | - |
| 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 | 15.77% | 23.79% |
| 3Y (ann.) | 50.04% | 24.94% |
| 5Y (ann.) | 51.54% | 25.64% |
| Metric | 3316034:btcusd:double_gx:sma180_85 | 3316034:BTCUSD |
|---|---|---|
| Max Drawdown | -27.26% | -67.18% |
| Longest DD Days | 163.0 | 683.0 |
| Avg. Drawdown | -4.65% | -7.1% |
| Avg. Drawdown Days | 19.0 | 37.0 |
| Recovery Factor | 9.69 | 1.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2022-09-09 | -27.26 | 126 |
| 2024-11-23 | 2025-03-26 | -22.74 | 123 |
| 2024-03-13 | 2024-08-23 | -22.22 | 163 |
| 2022-09-13 | 2023-01-29 | -18.14 | 138 |
| 2024-01-11 | 2024-02-28 | -17.56 | 48 |
| 2022-03-09 | 2022-05-05 | -10.76 | 56 |
| 2023-02-02 | 2023-02-15 | -10.17 | 13 |
| 2023-11-11 | 2024-01-02 | -9.93 | 52 |
| 2023-08-29 | 2023-10-23 | -9.81 | 54 |
| 2023-02-21 | 2023-03-12 | -7.87 | 19 |
| Metric | 3316034:btcusd:double_gx:sma180_85 | 3316034:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 37.84% | 43.77% |
| Worst Month | -12.58% | -37.12% |
| Best Year | 142.07% | 155.54% |
| Worst Year | -9.06% | -61.15% |
| Avg. Up Day | 1.01% | 1.01% |
| Avg. Down Day | -0.92% | -0.95% |
| Avg. Up Week | 6.46% | 6.91% |
| Avg. Down Week | -3.77% | -4.48% |
| Avg. Up Month | 10.8% | 15.1% |
| Avg. Down Month | -5.3% | -10.2% |
| Win Days % | 51.09% | 51.08% |
| Win Month % | 63.64% | 60.53% |
| Win Week % | 55.91% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |