| Metric | 11384185:btcusd:triple_med_gx:lsma160_75 | 11384185:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 22.58% | 61.52% |
| Max Drawdown | -8.76% | -29.51% |
| Sharpe | 0.62 | 0.59 |
| Sortino | 0.96 | 0.86 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | 2.79 | 1.07 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 2.17 | 0.97 |
| Outlier Win Ratio | 38.3 | 3.01 |
| Outlier Loss Ratio | 3.22 | 2.82 |
| Volatility (ann.) | 8.5% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.5 | 2.02 |
| Skew | 1.12 | 0.21 |
| Kurtosis | 49.4 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.58% | 3.76% |
| Expected Yearly % | 10.71% | 27.09% |
| Kelly Criterion | 10.28% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11384185:BTCUSD | 11384185:btcusd:triple_med_gx:lsma160_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.96 | 0.34 | - |
| 2025 | 17.02 | 8.51 | 0.50 | - |
| Metric | 11384185:btcusd:triple_med_gx:lsma160_75 | 11384185:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.38% | 31.76% |
| 6M | 8.51% | 12.25% |
| YTD | 8.51% | 17.02% |
| 1Y | 22.58% | 57.19% |
| 3Y (ann.) | 21.91% | 59.47% |
| 5Y (ann.) | 21.91% | 59.47% |
| Metric | 11384185:btcusd:triple_med_gx:lsma160_75 | 11384185:BTCUSD |
|---|---|---|
| Max Drawdown | -8.76% | -29.51% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.76% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 2.58 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-10-29 | -8.76 | 64 |
| 2025-01-20 | 2025-03-24 | -7.84 | 63 |
| 2024-10-30 | 2025-01-15 | -3.82 | 77 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-03-24 | 2025-06-11 | -3.24 | 78 |
| 2024-07-17 | 2024-08-23 | -2.76 | 37 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| Metric | 11384185:btcusd:triple_med_gx:lsma160_75 | 11384185:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.7% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 7.04% | 37.42% |
| Worst Month | -2.69% | -17.69% |
| Best Year | 12.96% | 38.02% |
| Worst Year | 8.51% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 5.2% | 7.89% |
| Avg. Down Week | -3.64% | -6.41% |
| Avg. Up Month | 4.7% | 9.03% |
| Avg. Down Month | -2.69% | -8.73% |
| Win Days % | 53.3% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |