| Metric | 11385395:btcusd:triple_med_gx:lsma115_80 | 11385395:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.66% | 61.52% |
| Max Drawdown | -13.63% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.57 | 0.86 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.3 | 0.97 |
| Outlier Win Ratio | 52.85 | 3.0 |
| Outlier Loss Ratio | 3.18 | 2.75 |
| Volatility (ann.) | 7.19% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.76 | 2.02 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 41.02 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.78% | 3.76% |
| Expected Yearly % | 5.19% | 27.09% |
| Kelly Criterion | 5.73% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11385395:BTCUSD | 11385395:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.38 | 0.30 | - |
| 2025 | 17.02 | -0.65 | -0.04 | - |
| Metric | 11385395:btcusd:triple_med_gx:lsma115_80 | 11385395:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.54% | 31.76% |
| 6M | -0.65% | 12.25% |
| YTD | -0.65% | 17.02% |
| 1Y | 10.66% | 57.19% |
| 3Y (ann.) | 10.36% | 59.47% |
| 5Y (ann.) | 10.36% | 59.47% |
| Metric | 11385395:btcusd:triple_med_gx:lsma115_80 | 11385395:BTCUSD |
|---|---|---|
| Max Drawdown | -13.63% | -29.51% |
| Longest DD Days | 116.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.78 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-24 | 2025-06-11 | -13.63 | 107 |
| 2024-09-20 | 2025-01-14 | -5.74 | 116 |
| 2024-07-14 | 2024-08-23 | -2.45 | 40 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-18 | -1.15 | 24 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11385395:btcusd:triple_med_gx:lsma115_80 | 11385395:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -12.46% | -12.33% |
| Best Month | 10.83% | 37.42% |
| Worst Month | -12.46% | -17.69% |
| Best Year | 11.38% | 38.02% |
| Worst Year | -0.65% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 4.1% | 7.42% |
| Avg. Down Week | -4.39% | -7.61% |
| Avg. Up Month | 5.63% | 8.57% |
| Avg. Down Month | -12.46% | -17.69% |
| Win Days % | 50.31% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 64.29% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |