| Metric | 11385011:btcusd:triple_med_gx:lsma50_80 | 11385011:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 19.76% | 61.52% |
| Max Drawdown | -10.16% | -29.51% |
| Sharpe | 0.64 | 0.59 |
| Sortino | 0.98 | 0.86 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | 2.7 | 1.07 |
| CPC Index | 0.74 | 0.65 |
| Tail Ratio | 2.11 | 0.97 |
| Outlier Win Ratio | 41.55 | 2.98 |
| Outlier Loss Ratio | 4.14 | 2.91 |
| Volatility (ann.) | 7.27% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.89 | 2.02 |
| Skew | 0.75 | 0.21 |
| Kurtosis | 29.62 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.76% |
| Expected Yearly % | 9.43% | 27.09% |
| Kelly Criterion | 6.59% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11385011:BTCUSD | 11385011:btcusd:triple_med_gx:lsma50_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.21 | 0.32 | - |
| 2025 | 17.02 | 6.72 | 0.39 | - |
| Metric | 11385011:btcusd:triple_med_gx:lsma50_80 | 11385011:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.4% |
| 3M | -0.99% | 31.76% |
| 6M | 6.09% | 12.25% |
| YTD | 6.72% | 17.02% |
| 1Y | 19.76% | 57.19% |
| 3Y (ann.) | 19.18% | 59.47% |
| 5Y (ann.) | 19.18% | 59.47% |
| Metric | 11385011:btcusd:triple_med_gx:lsma50_80 | 11385011:BTCUSD |
|---|---|---|
| Max Drawdown | -10.16% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -2.45% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.94 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -10.16 | 134 |
| 2024-08-30 | 2024-10-28 | -6.87 | 59 |
| 2024-07-08 | 2024-07-26 | -5.12 | 17 |
| 2024-06-12 | 2024-07-01 | -3.42 | 18 |
| 2024-11-23 | 2025-01-14 | -2.91 | 52 |
| 2024-07-27 | 2024-08-23 | -1.67 | 26 |
| 2025-01-17 | 2025-01-27 | -1.42 | 10 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-07 | 2024-07-08 | -0.86 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| Metric | 11385011:btcusd:triple_med_gx:lsma50_80 | 11385011:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 9.83% | 18.93% |
| Worst Week | -6.53% | -12.33% |
| Best Month | 12.68% | 37.42% |
| Worst Month | -4.34% | -17.69% |
| Best Year | 12.21% | 38.02% |
| Worst Year | 6.72% | 17.02% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 4.15% | 6.33% |
| Avg. Down Week | -1.66% | -5.3% |
| Avg. Up Month | 4.83% | 13.1% |
| Avg. Down Month | -1.39% | -7.59% |
| Win Days % | 49.78% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 44.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |