| Metric | 11383654:btcusd:triple_med_gx:lsma20_75 | 11383654:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 2.75% | 61.52% |
| Max Drawdown | -16.31% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 1.03 | 0.99 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 1.38 | 0.97 |
| Outlier Win Ratio | 33.09 | 3.0 |
| Outlier Loss Ratio | 3.6 | 3.17 |
| Volatility (ann.) | 9.83% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.16 | 2.02 |
| Skew | 1.93 | 0.21 |
| Kurtosis | 55.93 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.21% | 3.76% |
| Expected Yearly % | 1.36% | 27.09% |
| Kelly Criterion | -1.65% | 3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11383654:BTCUSD | 11383654:btcusd:triple_med_gx:lsma20_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.75 | 0.44 | - |
| 2025 | 17.02 | -12.00 | -0.70 | - |
| Metric | 11383654:btcusd:triple_med_gx:lsma20_75 | 11383654:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -5.25% | 31.76% |
| 6M | -8.96% | 12.25% |
| YTD | -12.0% | 17.02% |
| 1Y | 2.74% | 57.19% |
| 3Y (ann.) | 2.67% | 59.47% |
| 5Y (ann.) | 2.67% | 59.47% |
| Metric | 11383654:btcusd:triple_med_gx:lsma20_75 | 11383654:BTCUSD |
|---|---|---|
| Max Drawdown | -16.31% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.17 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-15 | 2025-06-11 | -16.31 | 147 |
| 2024-06-10 | 2024-11-06 | -10.73 | 148 |
| 2024-12-19 | 2025-01-10 | -6.36 | 21 |
| 2025-01-10 | 2025-01-14 | -5.10 | 3 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-06 | 2024-11-18 | -1.11 | 12 |
| 2024-11-23 | 2024-12-11 | -0.82 | 18 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| Metric | 11383654:btcusd:triple_med_gx:lsma20_75 | 11383654:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 9.08% | 18.93% |
| Worst Week | -7.88% | -12.33% |
| Best Month | 15.96% | 37.42% |
| Worst Month | -7.88% | -17.69% |
| Best Year | 16.75% | 38.02% |
| Worst Year | -12.0% | 17.02% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 3.88% | 4.71% |
| Avg. Down Week | -2.13% | -5.1% |
| Avg. Up Month | 5.26% | 16.69% |
| Avg. Down Month | -3.72% | -8.96% |
| Win Days % | 48.5% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |