| Metric | 11384797:btcusd:triple_med_gx:lsma100_80 | 11384797:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 22.14% | 61.52% |
| Max Drawdown | -7.37% | -29.51% |
| Sharpe | 0.81 | 0.59 |
| Sortino | 1.32 | 0.86 |
| Payoff Ratio | 1.22 | 1.05 |
| Profit Factor | 1.46 | 1.1 |
| Common Sense Ratio | 4.16 | 1.07 |
| CPC Index | 0.92 | 0.6 |
| Tail Ratio | 2.84 | 0.97 |
| Outlier Win Ratio | 54.74 | 2.86 |
| Outlier Loss Ratio | 4.03 | 2.63 |
| Volatility (ann.) | 6.27% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.91 | 2.02 |
| Skew | 1.87 | 0.21 |
| Kurtosis | 53.58 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.55% | 3.76% |
| Expected Yearly % | 10.52% | 27.09% |
| Kelly Criterion | 11.75% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11384797:BTCUSD | 11384797:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.78 | 0.63 | - |
| 2025 | 17.02 | -1.32 | -0.08 | - |
| Metric | 11384797:btcusd:triple_med_gx:lsma100_80 | 11384797:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.2% | 31.76% |
| 6M | 4.3% | 12.25% |
| YTD | -1.32% | 17.02% |
| 1Y | 22.14% | 57.19% |
| 3Y (ann.) | 21.49% | 59.47% |
| 5Y (ann.) | 21.49% | 59.47% |
| Metric | 11384797:btcusd:triple_med_gx:lsma100_80 | 11384797:BTCUSD |
|---|---|---|
| Max Drawdown | -7.37% | -29.51% |
| Longest DD Days | 143.0 | 144.0 |
| Avg. Drawdown | -1.35% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 3.0 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-06-11 | -7.37 | 143 |
| 2024-11-23 | 2024-12-16 | -3.46 | 23 |
| 2024-07-01 | 2024-07-13 | -2.90 | 12 |
| 2024-08-26 | 2024-09-26 | -2.77 | 31 |
| 2024-07-27 | 2024-08-23 | -1.67 | 26 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-09-28 | 2024-11-22 | -0.80 | 55 |
| 2025-01-15 | 2025-01-18 | -0.70 | 3 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| Metric | 11384797:btcusd:triple_med_gx:lsma100_80 | 11384797:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.6% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -4.11% | -12.33% |
| Best Month | 8.12% | 37.42% |
| Worst Month | -4.5% | -17.69% |
| Best Year | 23.78% | 38.02% |
| Worst Year | -1.32% | 17.02% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.64% | -0.77% |
| Avg. Up Week | 3.31% | 6.13% |
| Avg. Down Week | -1.54% | -6.37% |
| Avg. Up Month | 3.16% | 7.82% |
| Avg. Down Month | -4.5% | -17.69% |
| Win Days % | 51.53% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |