| Metric | 11383216:btcusd:triple_med_gx:lsma115_75 | 11383216:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 5.77% | 61.52% |
| Max Drawdown | -16.4% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.33 | 0.86 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.53 | 0.52 |
| Tail Ratio | 0.85 | 0.97 |
| Outlier Win Ratio | 50.1 | 2.81 |
| Outlier Loss Ratio | 3.52 | 2.99 |
| Volatility (ann.) | 7.28% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.34 | 2.02 |
| Skew | 1.49 | 0.21 |
| Kurtosis | 49.7 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.43% | 3.76% |
| Expected Yearly % | 2.84% | 27.09% |
| Kelly Criterion | -0.8% | -1.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11383216:BTCUSD | 11383216:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.84 | 0.55 | - |
| 2025 | 17.02 | -12.48 | -0.73 | - |
| Metric | 11383216:btcusd:triple_med_gx:lsma115_75 | 11383216:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.19% | 31.76% |
| 6M | -7.05% | 12.25% |
| YTD | -12.48% | 17.02% |
| 1Y | 5.77% | 57.19% |
| 3Y (ann.) | 5.61% | 59.47% |
| 5Y (ann.) | 5.61% | 59.47% |
| Metric | 11383216:btcusd:triple_med_gx:lsma115_75 | 11383216:BTCUSD |
|---|---|---|
| Max Drawdown | -16.4% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.35 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-10 | 2025-06-11 | -16.40 | 151 |
| 2024-09-28 | 2024-11-21 | -4.92 | 53 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-24 | 2024-09-27 | -3.66 | 34 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-23 | 2024-12-20 | -3.11 | 27 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-07-27 | 2024-08-20 | -1.67 | 23 |
| 2024-07-11 | 2024-07-24 | -0.74 | 12 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11383216:btcusd:triple_med_gx:lsma115_75 | 11383216:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -8.35% | -12.33% |
| Best Month | 6.2% | 37.42% |
| Worst Month | -8.35% | -17.69% |
| Best Year | 20.84% | 38.02% |
| Worst Year | -12.48% | 17.02% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 3.99% | 6.84% |
| Avg. Down Week | -2.96% | -4.55% |
| Avg. Up Month | 4.63% | 18.21% |
| Avg. Down Month | -5.63% | -9.89% |
| Win Days % | 51.14% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |