| Metric | 11385230:btcusd:triple_med_gx:lsma115_80 | 11385230:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 16.03% | 61.52% |
| Max Drawdown | -17.72% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.68 | 0.86 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 2.73 | 1.07 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 2.23 | 0.97 |
| Outlier Win Ratio | 41.76 | 3.01 |
| Outlier Loss Ratio | 2.95 | 2.87 |
| Volatility (ann.) | 8.76% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.88 | 2.02 |
| Skew | 0.72 | 0.21 |
| Kurtosis | 45.19 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.15% | 3.76% |
| Expected Yearly % | 7.72% | 27.09% |
| Kelly Criterion | 7.35% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11385230:BTCUSD | 11385230:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.48 | 0.49 | - |
| 2025 | 17.02 | -2.07 | -0.12 | - |
| Metric | 11385230:btcusd:triple_med_gx:lsma115_80 | 11385230:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.37% | 31.76% |
| 6M | -9.28% | 12.25% |
| YTD | -2.07% | 17.02% |
| 1Y | 16.03% | 57.19% |
| 3Y (ann.) | 15.57% | 59.47% |
| 5Y (ann.) | 15.57% | 59.47% |
| Metric | 11385230:btcusd:triple_med_gx:lsma115_80 | 11385230:BTCUSD |
|---|---|---|
| Max Drawdown | -17.72% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.9 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -17.72 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-10 | -3.18 | 20 |
| 2024-08-22 | 2024-09-17 | -1.92 | 25 |
| 2024-11-12 | 2024-12-17 | -1.91 | 35 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11385230:btcusd:triple_med_gx:lsma115_80 | 11385230:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.52% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 14.52% | 37.42% |
| Worst Month | -7.36% | -17.69% |
| Best Year | 18.48% | 38.02% |
| Worst Year | -2.07% | 17.02% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.65% | 8.14% |
| Avg. Down Week | -3.44% | -2.86% |
| Avg. Up Month | 9.26% | 19.63% |
| Avg. Down Month | -4.01% | -10.46% |
| Win Days % | 51.4% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 58.82% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |