| Metric | 11381140:btcusd:triple_med_gx:lsma85_65 | 11381140:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 3.78% | 61.52% |
| Max Drawdown | -9.07% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.22 | 0.86 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 0.09 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 0.08 | 0.97 |
| Outlier Win Ratio | 55.65 | 3.0 |
| Outlier Loss Ratio | 3.28 | 2.75 |
| Volatility (ann.) | 7.41% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.41 | 2.02 |
| Skew | -1.93 | 0.21 |
| Kurtosis | 70.03 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.29% | 3.76% |
| Expected Yearly % | 1.87% | 27.09% |
| Kelly Criterion | -2.58% | 2.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11381140:BTCUSD | 11381140:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.03 | 0.00 | - |
| 2025 | 17.02 | 3.75 | 0.22 | - |
| Metric | 11381140:btcusd:triple_med_gx:lsma85_65 | 11381140:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.47% | 31.76% |
| 6M | 5.3% | 12.25% |
| YTD | 3.75% | 17.02% |
| 1Y | 4.77% | 57.19% |
| 3Y (ann.) | 3.68% | 59.47% |
| 5Y (ann.) | 3.68% | 59.47% |
| Metric | 11381140:btcusd:triple_med_gx:lsma85_65 | 11381140:BTCUSD |
|---|---|---|
| Max Drawdown | -9.07% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | 0.42 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-12 | -9.07 | 185 |
| 2025-01-23 | 2025-03-24 | -7.50 | 59 |
| 2025-03-24 | 2025-06-11 | -4.16 | 78 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2025-01-15 | 2025-01-23 | -1.25 | 8 |
| 2024-12-13 | 2025-01-06 | -0.93 | 23 |
| 2025-01-06 | 2025-01-14 | -0.71 | 8 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11381140:btcusd:triple_med_gx:lsma85_65 | 11381140:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.3% | 18.93% |
| Worst Week | -3.53% | -12.33% |
| Best Month | 3.33% | 37.42% |
| Worst Month | -3.53% | -17.69% |
| Best Year | 3.75% | 38.02% |
| Worst Year | 0.03% | 17.02% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.83% | -0.9% |
| Avg. Up Week | 1.85% | 6.18% |
| Avg. Down Week | -1.08% | -4.87% |
| Avg. Up Month | 2.51% | 16.34% |
| Avg. Down Month | -1.67% | -11.25% |
| Win Days % | 47.24% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |