| Metric | 11385561:btcusd:triple_med_gx:lsma120_80 | 11385561:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 13.47% | 61.52% |
| Max Drawdown | -7.71% | -29.51% |
| Sharpe | 0.53 | 0.59 |
| Sortino | 0.85 | 0.86 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 57.48 | 2.76 |
| Outlier Loss Ratio | 3.7 | 2.71 |
| Volatility (ann.) | 6.1% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.7 | 2.02 |
| Skew | 1.59 | 0.21 |
| Kurtosis | 53.89 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.98% | 3.76% |
| Expected Yearly % | 6.52% | 27.09% |
| Kelly Criterion | 8.4% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11385561:BTCUSD | 11385561:btcusd:triple_med_gx:lsma120_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.05 | 0.21 | - |
| 2025 | 17.02 | 5.02 | 0.29 | - |
| Metric | 11385561:btcusd:triple_med_gx:lsma120_80 | 11385561:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.01% | 31.76% |
| 6M | 5.02% | 12.25% |
| YTD | 5.02% | 17.02% |
| 1Y | 13.47% | 57.19% |
| 3Y (ann.) | 13.09% | 59.47% |
| 5Y (ann.) | 13.09% | 59.47% |
| Metric | 11385561:btcusd:triple_med_gx:lsma120_80 | 11385561:BTCUSD |
|---|---|---|
| Max Drawdown | -7.71% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -2.57% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-19 | -7.71 | 24 |
| 2025-03-20 | 2025-06-11 | -6.21 | 83 |
| 2024-10-21 | 2025-01-15 | -4.92 | 86 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-07-16 | 2024-08-25 | -1.85 | 40 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| Metric | 11385561:btcusd:triple_med_gx:lsma120_80 | 11385561:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.4% | 18.93% |
| Worst Week | -6.64% | -12.33% |
| Best Month | 8.38% | 37.42% |
| Worst Month | -5.25% | -17.69% |
| Best Year | 8.05% | 38.02% |
| Worst Year | 5.02% | 17.02% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 3.1% | 5.56% |
| Avg. Down Week | -4.55% | -5.24% |
| Avg. Up Month | 4.88% | 8.57% |
| Avg. Down Month | -5.25% | -8.73% |
| Win Days % | 51.63% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 69.23% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |