| Metric | 3316046:btcusd:double_gx:sma135_90 | 3316046:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 17.13% | 34.73% |
| Max Drawdown | -27.19% | -28.38% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.48 | 0.63 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.06 | 1.03 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 0.99 | 0.96 |
| Outlier Win Ratio | 11.99 | 3.93 |
| Outlier Loss Ratio | 3.72 | 3.51 |
| Volatility (ann.) | 17.34% | 26.05% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.67 | 1.3 |
| Skew | 0.35 | 0.16 |
| Kurtosis | 8.82 | 5.99 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.52% |
| Expected Yearly % | 8.23% | 16.07% |
| Kelly Criterion | 1.45% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.21% |
| Expected Shortfall (cVaR) | -1.48% | -2.21% |
| Year | 3316046:BTCUSD | 3316046:btcusd:double_gx:sma135_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 45.38 | 24.06 | 0.53 | - |
| 2025 | -7.32 | -5.59 | 0.76 | + |
| Metric | 3316046:btcusd:double_gx:sma135_90 | 3316046:BTCUSD |
|---|---|---|
| MTD | 0.23% | 2.63% |
| 3M | -10.13% | -12.25% |
| 6M | -6.51% | 34.61% |
| YTD | -5.59% | -7.32% |
| 1Y | 17.13% | 34.73% |
| 3Y (ann.) | 18.15% | 36.95% |
| 5Y (ann.) | 18.15% | 36.95% |
| Metric | 3316046:btcusd:double_gx:sma135_90 | 3316046:BTCUSD |
|---|---|---|
| Max Drawdown | -27.19% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -4.54% | -5.15% |
| Avg. Drawdown Days | 16.0 | 12.0 |
| Recovery Factor | 0.63 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-26 | -27.19 | 123 |
| 2024-04-23 | 2024-07-17 | -16.03 | 85 |
| 2024-09-20 | 2024-11-11 | -7.50 | 52 |
| 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 |
| 2024-08-26 | 2024-09-17 | -4.09 | 22 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| Metric | 3316046:btcusd:double_gx:sma135_90 | 3316046:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -9.19% | -12.33% |
| Best Month | 17.94% | 37.42% |
| Worst Month | -12.63% | -17.69% |
| Best Year | 24.06% | 45.38% |
| Worst Year | -5.59% | -7.32% |
| Avg. Up Day | 1.03% | 1.03% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.35% | 6.39% |
| Avg. Down Week | -3.71% | -3.44% |
| Avg. Up Month | 6.95% | 11.92% |
| Avg. Down Month | -7.14% | -8.41% |
| Win Days % | 47.24% | 51.19% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 50.0% | 49.02% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |