| Metric | 11383639:btcusd:triple_med_gx:lsma20_75 | 11383639:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 8.24% | 61.52% |
| Max Drawdown | -11.86% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.36 | 0.86 |
| Payoff Ratio | 1.04 | 0.96 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.86 | 1.07 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.7 | 0.97 |
| Outlier Win Ratio | 31.76 | 3.11 |
| Outlier Loss Ratio | 3.8 | 3.17 |
| Volatility (ann.) | 9.33% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.68 | 2.02 |
| Skew | -0.29 | 0.21 |
| Kurtosis | 26.41 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.61% | 3.76% |
| Expected Yearly % | 4.04% | 27.09% |
| Kelly Criterion | -0.09% | 2.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11383639:BTCUSD | 11383639:btcusd:triple_med_gx:lsma20_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.72 | 0.39 | - |
| 2025 | 17.02 | -5.65 | -0.33 | - |
| Metric | 11383639:btcusd:triple_med_gx:lsma20_75 | 11383639:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.49% | 31.76% |
| 6M | -0.88% | 12.25% |
| YTD | -5.65% | 17.02% |
| 1Y | 8.23% | 57.19% |
| 3Y (ann.) | 8.01% | 59.47% |
| 5Y (ann.) | 8.01% | 59.47% |
| Metric | 11383639:btcusd:triple_med_gx:lsma20_75 | 11383639:BTCUSD |
|---|---|---|
| Max Drawdown | -11.86% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -2.53% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-06-11 | -11.86 | 136 |
| 2024-06-10 | 2024-11-05 | -9.36 | 147 |
| 2024-12-12 | 2025-01-15 | -8.04 | 33 |
| 2024-11-05 | 2024-11-18 | -1.90 | 12 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-11-22 | 2024-12-10 | -0.30 | 18 |
| Metric | 11383639:btcusd:triple_med_gx:lsma20_75 | 11383639:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 9.77% | 18.93% |
| Worst Week | -9.39% | -12.33% |
| Best Month | 9.59% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | 14.72% | 38.02% |
| Worst Year | -5.65% | 17.02% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 3.2% | 3.59% |
| Avg. Down Week | -2.98% | -4.88% |
| Avg. Up Month | 2.77% | 13.38% |
| Avg. Down Month | -5.63% | -11.25% |
| Win Days % | 48.97% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 58.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |