| Metric | 11384854:btcusd:triple_med_gx:lsma100_80 | 11384854:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 22.66% | 61.52% |
| Max Drawdown | -7.62% | -29.51% |
| Sharpe | 0.73 | 0.59 |
| Sortino | 1.17 | 0.86 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.41 | 1.1 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 1.08 | 0.97 |
| Outlier Win Ratio | 48.69 | 2.89 |
| Outlier Loss Ratio | 3.82 | 2.63 |
| Volatility (ann.) | 7.17% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.89 | 2.02 |
| Skew | 1.79 | 0.21 |
| Kurtosis | 80.13 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.58% | 3.76% |
| Expected Yearly % | 10.75% | 27.09% |
| Kelly Criterion | 9.49% | 10.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11384854:BTCUSD | 11384854:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.77 | 0.52 | - |
| 2025 | 17.02 | 2.42 | 0.14 | - |
| Metric | 11384854:btcusd:triple_med_gx:lsma100_80 | 11384854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.93% | 31.76% |
| 6M | 7.49% | 12.25% |
| YTD | 2.42% | 17.02% |
| 1Y | 22.66% | 57.19% |
| 3Y (ann.) | 21.99% | 59.47% |
| 5Y (ann.) | 21.99% | 59.47% |
| Metric | 11384854:btcusd:triple_med_gx:lsma100_80 | 11384854:BTCUSD |
|---|---|---|
| Max Drawdown | -7.62% | -29.51% |
| Longest DD Days | 141.0 | 144.0 |
| Avg. Drawdown | -1.85% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 2.97 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-06-11 | -7.62 | 141 |
| 2024-09-28 | 2024-12-15 | -3.68 | 78 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-08-26 | 2024-09-27 | -3.20 | 32 |
| 2024-06-12 | 2024-06-30 | -2.86 | 18 |
| 2024-07-15 | 2024-07-29 | -1.68 | 13 |
| 2024-07-01 | 2024-07-13 | -1.57 | 12 |
| 2024-12-16 | 2025-01-15 | -1.49 | 29 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| Metric | 11384854:btcusd:triple_med_gx:lsma100_80 | 11384854:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -2.78% | -12.33% |
| Best Month | 9.49% | 37.42% |
| Worst Month | -3.01% | -17.69% |
| Best Year | 19.77% | 38.02% |
| Worst Year | 2.42% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 4.2% | 7.63% |
| Avg. Down Week | -1.01% | -3.33% |
| Avg. Up Month | 6.64% | 6.72% |
| Avg. Down Month | -1.12% | -5.41% |
| Win Days % | 51.11% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |