| Metric | 11383683:btcusd:triple_med_gx:lsma20_75 | 11383683:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 3.99% | 61.52% |
| Max Drawdown | -12.35% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.21 | 0.86 |
| Payoff Ratio | 0.95 | 0.86 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 2.52 | 1.07 |
| CPC Index | 0.52 | 0.49 |
| Tail Ratio | 2.38 | 0.97 |
| Outlier Win Ratio | 37.65 | 2.99 |
| Outlier Loss Ratio | 3.3 | 3.06 |
| Volatility (ann.) | 8.9% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.31 | 2.02 |
| Skew | -0.86 | 0.21 |
| Kurtosis | 34.14 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.76% |
| Expected Yearly % | 1.98% | 27.09% |
| Kelly Criterion | 0.38% | -3.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11383683:BTCUSD | 11383683:btcusd:triple_med_gx:lsma20_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.20 | 0.16 | - |
| 2025 | 17.02 | -2.08 | -0.12 | - |
| Metric | 11383683:btcusd:triple_med_gx:lsma20_75 | 11383683:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.61% | 31.76% |
| 6M | -4.61% | 12.25% |
| YTD | -2.08% | 17.02% |
| 1Y | 4.1% | 57.19% |
| 3Y (ann.) | 3.88% | 59.47% |
| 5Y (ann.) | 3.88% | 59.47% |
| Metric | 11383683:btcusd:triple_med_gx:lsma20_75 | 11383683:BTCUSD |
|---|---|---|
| Max Drawdown | -12.35% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -4.37% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 0.32 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-15 | 2025-06-11 | -12.35 | 147 |
| 2024-06-10 | 2024-10-28 | -11.89 | 140 |
| 2024-11-21 | 2025-01-15 | -8.30 | 54 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| 2024-06-10 | 2024-06-10 | -0.18 | 0 |
| 2024-11-18 | 2024-11-18 | -0.18 | 0 |
| Metric | 11383683:btcusd:triple_med_gx:lsma20_75 | 11383683:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 8.35% | 18.93% |
| Worst Week | -6.75% | -12.33% |
| Best Month | 6.9% | 37.42% |
| Worst Month | -6.75% | -17.69% |
| Best Year | 6.2% | 38.02% |
| Worst Year | -2.08% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.85% | -0.95% |
| Avg. Up Week | 3.86% | 4.43% |
| Avg. Down Week | -2.23% | -4.9% |
| Avg. Up Month | 4.8% | 15.29% |
| Avg. Down Month | -3.66% | -7.82% |
| Win Days % | 51.49% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 45.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |