| Metric | 11384508:btcusd:triple_med_gx:lsma55_80 | 11384508:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 1.33% | 61.52% |
| Max Drawdown | -10.09% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.12 | 0.86 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 0.49 | 1.07 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 0.48 | 0.97 |
| Outlier Win Ratio | 51.89 | 2.92 |
| Outlier Loss Ratio | 3.67 | 2.99 |
| Volatility (ann.) | 7.6% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.13 | 2.02 |
| Skew | 0.33 | 0.21 |
| Kurtosis | 41.17 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.1% | 3.76% |
| Expected Yearly % | 0.66% | 27.09% |
| Kelly Criterion | -2.33% | 2.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11384508:BTCUSD | 11384508:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.11 | 0.08 | - |
| 2025 | 17.02 | -1.73 | -0.10 | - |
| Metric | 11384508:btcusd:triple_med_gx:lsma55_80 | 11384508:BTCUSD |
|---|---|---|
| MTD | 0.31% | 4.4% |
| 3M | -8.81% | 31.76% |
| 6M | -3.66% | 12.25% |
| YTD | -1.73% | 17.02% |
| 1Y | -3.7% | 57.19% |
| 3Y (ann.) | 1.29% | 59.47% |
| 5Y (ann.) | 1.29% | 59.47% |
| Metric | 11384508:btcusd:triple_med_gx:lsma55_80 | 11384508:BTCUSD |
|---|---|---|
| Max Drawdown | -10.09% | -29.51% |
| Longest DD Days | 193.0 | 144.0 |
| Avg. Drawdown | -3.2% | -4.82% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.13 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-05 | 2025-06-11 | -10.09 | 97 |
| 2024-08-24 | 2025-03-05 | -8.80 | 193 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2024-06-18 | 2024-06-20 | -1.72 | 2 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11384508:btcusd:triple_med_gx:lsma55_80 | 11384508:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.51% | 18.93% |
| Worst Week | -7.77% | -12.33% |
| Best Month | 5.68% | 37.42% |
| Worst Month | -7.77% | -17.69% |
| Best Year | 3.11% | 38.02% |
| Worst Year | -1.73% | 17.02% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.77% | -0.84% |
| Avg. Up Week | 2.79% | 5.34% |
| Avg. Down Week | -2.93% | -3.66% |
| Avg. Up Month | 1.07% | 7.05% |
| Avg. Down Month | -0.64% | -17.69% |
| Win Days % | 47.8% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |