| Metric | 11385569:btcusd:triple_med_gx:lsma165_80 | 11385569:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 18.33% | 61.52% |
| Max Drawdown | -12.61% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.8 | 0.86 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 2.87 | 1.07 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 2.32 | 0.97 |
| Outlier Win Ratio | 38.76 | 2.98 |
| Outlier Loss Ratio | 3.34 | 2.87 |
| Volatility (ann.) | 8.27% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.41 | 2.02 |
| Skew | 0.69 | 0.21 |
| Kurtosis | 50.29 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.3% | 3.76% |
| Expected Yearly % | 8.78% | 27.09% |
| Kelly Criterion | 8.77% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11385569:BTCUSD | 11385569:btcusd:triple_med_gx:lsma165_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.45 | 0.09 | - |
| 2025 | 17.02 | 14.39 | 0.85 | - |
| Metric | 11385569:btcusd:triple_med_gx:lsma165_80 | 11385569:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.36% | 31.76% |
| 6M | 14.39% | 12.25% |
| YTD | 14.39% | 17.02% |
| 1Y | 18.33% | 57.19% |
| 3Y (ann.) | 17.8% | 59.47% |
| 5Y (ann.) | 17.8% | 59.47% |
| Metric | 11385569:btcusd:triple_med_gx:lsma165_80 | 11385569:BTCUSD |
|---|---|---|
| Max Drawdown | -12.61% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -3.57% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 1.45 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-17 | -12.61 | 184 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11385569:btcusd:triple_med_gx:lsma165_80 | 11385569:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 8.57% | 37.42% |
| Worst Month | -6.62% | -17.69% |
| Best Year | 14.39% | 38.02% |
| Worst Year | 3.45% | 17.02% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.03% | 5.82% |
| Avg. Down Week | -4.22% | -6.41% |
| Avg. Up Month | 4.05% | 8.43% |
| Avg. Down Month | -6.62% | -8.73% |
| Win Days % | 52.53% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 78.57% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |