| Metric | 11384341:btcusd:triple_med_gx:lsma35_80 | 11384341:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 15.56% | 61.52% |
| Max Drawdown | -12.16% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.61 | 0.86 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.74 | 1.07 |
| CPC Index | 0.66 | 0.66 |
| Tail Ratio | 1.53 | 0.97 |
| Outlier Win Ratio | 28.83 | 3.29 |
| Outlier Loss Ratio | 3.96 | 3.01 |
| Volatility (ann.) | 10.73% | 25.2% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.24 | 2.02 |
| Skew | 3.15 | 0.21 |
| Kurtosis | 67.27 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.12% | 3.76% |
| Expected Yearly % | 7.5% | 27.09% |
| Kelly Criterion | 2.77% | 10.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.13% |
| Expected Shortfall (cVaR) | -0.91% | -2.13% |
| Year | 11384341:BTCUSD | 11384341:btcusd:triple_med_gx:lsma35_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.85 | 0.21 | - |
| 2025 | 17.02 | 7.15 | 0.42 | - |
| Metric | 11384341:btcusd:triple_med_gx:lsma35_80 | 11384341:BTCUSD |
|---|---|---|
| MTD | -0.71% | 4.4% |
| 3M | 4.4% | 31.76% |
| 6M | 7.47% | 12.25% |
| YTD | 7.15% | 17.02% |
| 1Y | 11.36% | 57.19% |
| 3Y (ann.) | 15.12% | 59.47% |
| 5Y (ann.) | 15.12% | 59.47% |
| Metric | 11384341:btcusd:triple_med_gx:lsma35_80 | 11384341:BTCUSD |
|---|---|---|
| Max Drawdown | -12.16% | -29.51% |
| Longest DD Days | 115.0 | 144.0 |
| Avg. Drawdown | -3.43% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.28 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-05-21 | -12.16 | 115 |
| 2024-06-04 | 2024-08-08 | -8.82 | 65 |
| 2024-08-09 | 2024-11-06 | -8.77 | 89 |
| 2025-05-22 | 2025-06-11 | -6.20 | 20 |
| 2024-12-26 | 2025-01-14 | -5.93 | 19 |
| 2024-11-23 | 2024-12-24 | -3.61 | 31 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11384341:btcusd:triple_med_gx:lsma35_80 | 11384341:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.3% | 18.93% |
| Worst Week | -6.86% | -12.33% |
| Best Month | 8.48% | 37.42% |
| Worst Month | -6.04% | -17.69% |
| Best Year | 7.85% | 38.02% |
| Worst Year | 7.15% | 17.02% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 3.54% | 4.55% |
| Avg. Down Week | -2.73% | -4.27% |
| Avg. Up Month | 3.12% | 14.39% |
| Avg. Down Month | -4.66% | -12.52% |
| Win Days % | 45.71% | 51.9% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 47.22% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |