| Metric | 11385525:btcusd:triple_med_gx:lsma115_80 | 11385525:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 16.12% | 61.52% |
| Max Drawdown | -5.69% | -29.51% |
| Sharpe | 0.66 | 0.59 |
| Sortino | 1.22 | 0.86 |
| Payoff Ratio | 1.34 | 1.31 |
| Profit Factor | 1.4 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.93 | 0.75 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 64.3 | 2.76 |
| Outlier Loss Ratio | 3.86 | 2.65 |
| Volatility (ann.) | 5.74% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.75 | 2.02 |
| Skew | 4.44 | 0.21 |
| Kurtosis | 58.8 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.16% | 3.76% |
| Expected Yearly % | 7.76% | 27.09% |
| Kelly Criterion | 12.14% | 15.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11385525:BTCUSD | 11385525:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.64 | 0.36 | - |
| 2025 | 17.02 | 2.18 | 0.13 | - |
| Metric | 11385525:btcusd:triple_med_gx:lsma115_80 | 11385525:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.14% | 31.76% |
| 6M | 2.18% | 12.25% |
| YTD | 2.18% | 17.02% |
| 1Y | 16.12% | 57.19% |
| 3Y (ann.) | 15.66% | 59.47% |
| 5Y (ann.) | 15.66% | 59.47% |
| Metric | 11385525:btcusd:triple_med_gx:lsma115_80 | 11385525:BTCUSD |
|---|---|---|
| Max Drawdown | -5.69% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -2.03% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 2.83 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-21 | 2025-06-11 | -5.69 | 51 |
| 2024-09-20 | 2025-01-15 | -5.15 | 117 |
| 2025-03-20 | 2025-04-21 | -3.33 | 32 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-08-26 | 2024-09-18 | -2.68 | 23 |
| 2025-01-16 | 2025-03-16 | -1.72 | 59 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11385525:btcusd:triple_med_gx:lsma115_80 | 11385525:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.1% | -9.32% |
| Best Week | 7.3% | 18.93% |
| Worst Week | -4.78% | -12.33% |
| Best Month | 7.3% | 37.42% |
| Worst Month | -4.78% | -17.69% |
| Best Year | 13.64% | 38.02% |
| Worst Year | 2.18% | 17.02% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.63% | -0.66% |
| Avg. Up Week | 2.77% | 6.29% |
| Avg. Down Week | -2.04% | -5.24% |
| Avg. Up Month | 4.2% | 8.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 49.61% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 69.23% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |