| Metric | 11376169:btcusd:triple_med_gx:lsma190_45 | 11376169:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 10.86% | 79.62% |
| Max Drawdown | -17.05% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.45 | 0.96 |
| Payoff Ratio | 1.2 | 1.08 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 31.68 | 3.15 |
| Outlier Loss Ratio | 4.19 | 3.13 |
| Volatility (ann.) | 8.86% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.57 | 2.33 |
| Skew | 0.27 | 0.2 |
| Kurtosis | 25.85 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.74% | 4.27% |
| Expected Yearly % | 5.29% | 34.02% |
| Kelly Criterion | 2.2% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11376169:BTCUSD | 11376169:btcusd:triple_med_gx:lsma190_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.11 | 0.21 | - |
| 2025 | 30.14 | 2.54 | 0.08 | - |
| Metric | 11376169:btcusd:triple_med_gx:lsma190_45 | 11376169:BTCUSD |
|---|---|---|
| MTD | 3.04% | 13.36% |
| 3M | 16.56% | 45.08% |
| 6M | 3.63% | 28.47% |
| YTD | 2.54% | 30.14% |
| 1Y | 11.15% | 105.13% |
| 3Y (ann.) | 9.66% | 68.87% |
| 5Y (ann.) | 9.66% | 68.87% |
| Metric | 11376169:btcusd:triple_med_gx:lsma190_45 | 11376169:BTCUSD |
|---|---|---|
| Max Drawdown | -17.05% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.64 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -17.05 | 289 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-08-29 | 2024-09-17 | -3.26 | 18 |
| 2024-07-27 | 2024-08-01 | -3.06 | 5 |
| 2024-08-28 | 2024-08-29 | -2.14 | 0 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-09-20 | 2024-09-24 | -0.93 | 4 |
| Metric | 11376169:btcusd:triple_med_gx:lsma190_45 | 11376169:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 8.61% | 18.93% |
| Worst Week | -6.77% | -12.33% |
| Best Month | 12.18% | 37.42% |
| Worst Month | -10.52% | -17.69% |
| Best Year | 8.11% | 38.02% |
| Worst Year | 2.54% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.66% | -0.75% |
| Avg. Up Week | 3.28% | 4.32% |
| Avg. Down Week | -2.46% | -3.28% |
| Avg. Up Month | 5.34% | 14.41% |
| Avg. Down Month | -3.79% | -6.06% |
| Win Days % | 46.73% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |