| Metric | 11385492:btcusd:triple_med_gx:lsma120_80 | 11385492:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 21.59% | 61.52% |
| Max Drawdown | -4.92% | -29.51% |
| Sharpe | 0.82 | 0.59 |
| Sortino | 1.56 | 0.86 |
| Payoff Ratio | 1.39 | 1.43 |
| Profit Factor | 1.53 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.07 | 0.82 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 62.24 | 2.87 |
| Outlier Loss Ratio | 4.15 | 2.67 |
| Volatility (ann.) | 5.99% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.26 | 2.02 |
| Skew | 4.42 | 0.21 |
| Kurtosis | 57.32 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.52% | 3.76% |
| Expected Yearly % | 10.27% | 27.09% |
| Kelly Criterion | 14.14% | 18.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11385492:BTCUSD | 11385492:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.83 | 0.26 | - |
| 2025 | 17.02 | 10.71 | 0.63 | - |
| Metric | 11385492:btcusd:triple_med_gx:lsma120_80 | 11385492:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.23% | 31.76% |
| 6M | 10.71% | 12.25% |
| YTD | 10.71% | 17.02% |
| 1Y | 21.59% | 57.19% |
| 3Y (ann.) | 20.96% | 59.47% |
| 5Y (ann.) | 20.96% | 59.47% |
| Metric | 11385492:btcusd:triple_med_gx:lsma120_80 | 11385492:BTCUSD |
|---|---|---|
| Max Drawdown | -4.92% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -2.07% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 4.39 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-01-15 | -4.92 | 86 |
| 2025-03-20 | 2025-04-22 | -4.57 | 33 |
| 2025-01-16 | 2025-03-19 | -4.32 | 62 |
| 2024-08-26 | 2024-09-19 | -3.20 | 24 |
| 2025-04-23 | 2025-06-11 | -2.30 | 49 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11385492:btcusd:triple_med_gx:lsma120_80 | 11385492:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -2.81% | -12.33% |
| Best Month | 9.92% | 37.42% |
| Worst Month | -2.21% | -17.69% |
| Best Year | 10.71% | 38.02% |
| Worst Year | 9.83% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.62% | -0.61% |
| Avg. Up Week | 4.16% | 8.42% |
| Avg. Down Week | -2.79% | -5.24% |
| Avg. Up Month | 5.71% | 8.57% |
| Avg. Down Month | -1.04% | -2.09% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |