| Metric | 11378368:btcusd:triple_med_gx:lsma80_55 | 11378368:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 19.67% | 79.62% |
| Max Drawdown | -8.15% | -29.51% |
| Sharpe | 0.58 | 0.65 |
| Sortino | 0.84 | 0.96 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.68 | 0.57 |
| Tail Ratio | 1.06 | 0.98 |
| Outlier Win Ratio | 47.25 | 2.98 |
| Outlier Loss Ratio | 3.78 | 2.82 |
| Volatility (ann.) | 7.34% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.14 | 2.33 |
| Skew | -1.33 | 0.2 |
| Kurtosis | 68.52 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.29% | 4.27% |
| Expected Yearly % | 9.39% | 34.02% |
| Kelly Criterion | 3.74% | 3.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11378368:BTCUSD | 11378368:btcusd:triple_med_gx:lsma80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.91 | 0.05 | - |
| 2025 | 30.14 | 17.42 | 0.58 | - |
| Metric | 11378368:btcusd:triple_med_gx:lsma80_55 | 11378368:BTCUSD |
|---|---|---|
| MTD | 0.93% | 13.36% |
| 3M | 9.95% | 45.08% |
| 6M | 12.53% | 28.47% |
| YTD | 17.42% | 30.14% |
| 1Y | 26.59% | 105.13% |
| 3Y (ann.) | 17.43% | 68.87% |
| 5Y (ann.) | 17.43% | 68.87% |
| Metric | 11378368:btcusd:triple_med_gx:lsma80_55 | 11378368:BTCUSD |
|---|---|---|
| Max Drawdown | -8.15% | -29.51% |
| Longest DD Days | 101.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 2.41 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-19 | -8.15 | 101 |
| 2025-02-21 | 2025-04-22 | -7.94 | 59 |
| 2024-09-20 | 2024-12-11 | -4.50 | 82 |
| 2025-04-23 | 2025-07-02 | -2.66 | 70 |
| 2025-01-24 | 2025-02-19 | -2.06 | 25 |
| 2024-12-12 | 2025-01-02 | -1.96 | 20 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.63 | 10 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11378368:btcusd:triple_med_gx:lsma80_55 | 11378368:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -4.92% | -12.33% |
| Best Month | 9.73% | 37.42% |
| Worst Month | -6.79% | -17.69% |
| Best Year | 17.42% | 38.02% |
| Worst Year | 1.91% | 30.14% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.27% | 5.49% |
| Avg. Down Week | -1.68% | -3.96% |
| Avg. Up Month | 4.59% | 9.39% |
| Avg. Down Month | -3.78% | -4.72% |
| Win Days % | 51.2% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |