| Metric | 11405031:btcusd:triple_med_gx:lsma75_145 | 11405031:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 12.17% | 75.42% |
| Max Drawdown | -15.71% | -29.51% |
| Sharpe | 0.36 | 0.63 |
| Sortino | 0.54 | 0.92 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.13 | 0.96 |
| Outlier Win Ratio | 40.43 | 3.17 |
| Outlier Loss Ratio | 3.83 | 2.96 |
| Volatility (ann.) | 8.0% | 24.55% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.68 | 2.19 |
| Skew | 0.36 | 0.2 |
| Kurtosis | 30.33 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.82% | 4.1% |
| Expected Yearly % | 5.91% | 32.45% |
| Kelly Criterion | 2.79% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11405031:BTCUSD | 11405031:btcusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.71 | -0.02 | - |
| 2025 | 27.10 | 12.97 | 0.48 | - |
| Metric | 11405031:btcusd:triple_med_gx:lsma75_145 | 11405031:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.98% | 41.88% |
| 6M | 7.44% | 22.91% |
| YTD | 12.97% | 27.1% |
| 1Y | 26.62% | 82.29% |
| 3Y (ann.) | 10.74% | 64.73% |
| 5Y (ann.) | 10.74% | 64.73% |
| Metric | 11405031:btcusd:triple_med_gx:lsma75_145 | 11405031:BTCUSD |
|---|---|---|
| Max Drawdown | -15.71% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -2.94% | -4.71% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.77 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-15 | -15.71 | 130 |
| 2024-11-04 | 2024-12-16 | -7.18 | 42 |
| 2025-02-14 | 2025-03-06 | -4.59 | 19 |
| 2024-12-16 | 2025-01-02 | -3.83 | 16 |
| 2025-04-13 | 2025-06-09 | -3.62 | 57 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2025-03-06 | 2025-03-11 | -1.85 | 4 |
| 2025-06-10 | 2025-07-17 | -1.54 | 37 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-11 | 2025-03-11 | -0.52 | 0 |
| Metric | 11405031:btcusd:triple_med_gx:lsma75_145 | 11405031:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 10.01% | 37.42% |
| Worst Month | -11.48% | -17.69% |
| Best Year | 12.97% | 38.02% |
| Worst Year | -0.71% | 27.1% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.55% | 4.77% |
| Avg. Down Week | -2.37% | -2.78% |
| Avg. Up Month | 4.02% | 7.93% |
| Avg. Down Month | -5.09% | -9.42% |
| Win Days % | 48.11% | 51.89% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |