| Metric | 11383543:btcusd:triple_med_gx:lsma85_75 | 11383543:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 8.27% | 61.52% |
| Max Drawdown | -9.75% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.65 | 0.86 |
| Payoff Ratio | 1.25 | 1.01 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 67.07 | 2.64 |
| Outlier Loss Ratio | 4.64 | 2.62 |
| Volatility (ann.) | 5.54% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.83 | 2.02 |
| Skew | 4.87 | 0.21 |
| Kurtosis | 89.94 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.61% | 3.76% |
| Expected Yearly % | 4.05% | 27.09% |
| Kelly Criterion | 1.11% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11383543:BTCUSD | 11383543:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.25 | 0.35 | - |
| 2025 | 17.02 | -4.40 | -0.26 | - |
| Metric | 11383543:btcusd:triple_med_gx:lsma85_75 | 11383543:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.53% | 31.76% |
| 6M | 2.83% | 12.25% |
| YTD | -4.4% | 17.02% |
| 1Y | 8.27% | 57.19% |
| 3Y (ann.) | 8.04% | 59.47% |
| 5Y (ann.) | 8.04% | 59.47% |
| Metric | 11383543:btcusd:triple_med_gx:lsma85_75 | 11383543:BTCUSD |
|---|---|---|
| Max Drawdown | -9.75% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -2.45% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.85 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -9.75 | 134 |
| 2024-06-11 | 2024-08-23 | -6.61 | 73 |
| 2024-08-24 | 2024-09-26 | -2.41 | 33 |
| 2025-01-10 | 2025-01-15 | -2.09 | 4 |
| 2025-01-16 | 2025-01-27 | -1.72 | 11 |
| 2024-11-22 | 2024-12-15 | -1.11 | 22 |
| 2024-10-27 | 2024-10-27 | -0.25 | 0 |
| 2024-11-21 | 2024-11-21 | -0.18 | 0 |
| 2024-12-20 | 2024-12-20 | -0.18 | 0 |
| 2025-01-10 | 2025-01-10 | -0.18 | 0 |
| Metric | 11383543:btcusd:triple_med_gx:lsma85_75 | 11383543:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -2.34% | -9.32% |
| Best Week | 7.56% | 18.93% |
| Worst Week | -4.13% | -12.33% |
| Best Month | 7.56% | 37.42% |
| Worst Month | -3.69% | -17.69% |
| Best Year | 13.25% | 38.02% |
| Worst Year | -4.4% | 17.02% |
| Avg. Up Day | 0.73% | 0.77% |
| Avg. Down Day | -0.58% | -0.76% |
| Avg. Up Week | 1.53% | 5.4% |
| Avg. Down Week | -1.2% | -5.8% |
| Avg. Up Month | 1.35% | 16.34% |
| Avg. Down Month | -2.26% | -9.04% |
| Win Days % | 45.03% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 46.43% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |