| Metric | 11385228:btcusd:triple_med_gx:lsma105_80 | 11385228:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 7.26% | 61.52% |
| Max Drawdown | -20.04% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.4 | 0.86 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 56.48 | 2.78 |
| Outlier Loss Ratio | 3.0 | 2.75 |
| Volatility (ann.) | 7.17% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.35 | 2.02 |
| Skew | 0.36 | 0.21 |
| Kurtosis | 57.83 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.54% | 3.76% |
| Expected Yearly % | 3.57% | 27.09% |
| Kelly Criterion | 4.34% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11385228:BTCUSD | 11385228:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.76 | 0.49 | - |
| 2025 | 17.02 | -9.68 | -0.57 | - |
| Metric | 11385228:btcusd:triple_med_gx:lsma105_80 | 11385228:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.36% | 31.76% |
| 6M | -18.03% | 12.25% |
| YTD | -9.68% | 17.02% |
| 1Y | 7.26% | 57.19% |
| 3Y (ann.) | 7.06% | 59.47% |
| 5Y (ann.) | 7.06% | 59.47% |
| Metric | 11385228:btcusd:triple_med_gx:lsma105_80 | 11385228:BTCUSD |
|---|---|---|
| Max Drawdown | -20.04% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.51% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.36 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -20.04 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-09-17 | -2.28 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-09-20 | 2024-10-18 | -0.93 | 28 |
| 2024-10-21 | 2024-11-10 | -0.86 | 20 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11385228:btcusd:triple_med_gx:lsma105_80 | 11385228:BTCUSD |
|---|---|---|
| Best Day | 4.57% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 15.48% | 18.93% |
| Worst Week | -9.24% | -12.33% |
| Best Month | 15.48% | 37.42% |
| Worst Month | -9.24% | -17.69% |
| Best Year | 18.76% | 38.02% |
| Worst Year | -9.68% | 17.02% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.63% | 8.58% |
| Avg. Down Week | -7.74% | -3.56% |
| Avg. Up Month | 6.5% | 17.44% |
| Avg. Down Month | -5.64% | -2.66% |
| Win Days % | 49.63% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |