| Metric |
SMA(14)/SMA(31) |
Buy & Hold |
| Performance |
| $100 would be ⓘ | $1,127,626.89 | $9,047.16 |
| Ann. Return ⓘ | 383.18% | 113.95% |
| Sharpe Ratio ⓘ | 1.97 | 1.23 |
| Sortino Ratio ⓘ | 2.97 | 1.97 |
| Risk |
| Max Drawdown ⓘ | -80.22% | -96.27% |
| Drawdown Duration ⓘ | 1y 4m 2d | 3y 2m 13d |
| Volatility ⓘ | 111.4% | 121.9% |
| Beta ⓘ | 0.32 | 1.00 |
| Calmar Ratio ⓘ | 4.78 | 1.18 |
| Trades |
| Trades ⓘ | 66 | — |
| Win Rate ⓘ | 51.5% | — |
| Avg Win / Loss ⓘ | +93.2% / -12.3% | — |
| Profit Factor ⓘ | 8.03 | — |
| Avg Duration ⓘ | 32d | — |
| Annual |
| Best Year ⓘ | +4132.3% (2021) | +9095.8% (2021) |
| Worst Year ⓘ | 21.8% (2026) | -94.4% (2022) |
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