| Metric | 11384685:btcusd:triple_med_gx:lsma100_80 | 11384685:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 18.27% | 61.52% |
| Max Drawdown | -8.13% | -29.51% |
| Sharpe | 0.7 | 0.59 |
| Sortino | 1.08 | 0.86 |
| Payoff Ratio | 1.18 | 0.99 |
| Profit Factor | 1.47 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.91 | 0.57 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 63.74 | 2.77 |
| Outlier Loss Ratio | 3.51 | 2.45 |
| Volatility (ann.) | 6.1% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.18 | 2.02 |
| Skew | 0.64 | 0.21 |
| Kurtosis | 72.03 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.3% | 3.76% |
| Expected Yearly % | 8.75% | 27.09% |
| Kelly Criterion | 12.43% | 3.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11384685:BTCUSD | 11384685:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.87 | 0.34 | - |
| 2025 | 17.02 | 4.78 | 0.28 | - |
| Metric | 11384685:btcusd:triple_med_gx:lsma100_80 | 11384685:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.32% | 31.76% |
| 6M | 1.4% | 12.25% |
| YTD | 4.78% | 17.02% |
| 1Y | 18.27% | 57.19% |
| 3Y (ann.) | 17.74% | 59.47% |
| 5Y (ann.) | 17.74% | 59.47% |
| Metric | 11384685:btcusd:triple_med_gx:lsma100_80 | 11384685:BTCUSD |
|---|---|---|
| Max Drawdown | -8.13% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.58% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 2.25 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -8.13 | 134 |
| 2024-12-20 | 2025-01-27 | -4.74 | 38 |
| 2024-08-25 | 2024-09-26 | -2.42 | 32 |
| 2024-10-25 | 2024-11-21 | -2.20 | 26 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-06-13 | 2024-07-13 | -1.75 | 30 |
| 2024-11-23 | 2024-12-15 | -1.31 | 22 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-09-28 | 2024-10-25 | -0.52 | 27 |
| Metric | 11384685:btcusd:triple_med_gx:lsma100_80 | 11384685:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 5.1% | 18.93% |
| Worst Week | -4.11% | -12.33% |
| Best Month | 8.57% | 37.42% |
| Worst Month | -4.11% | -17.69% |
| Best Year | 12.87% | 38.02% |
| Worst Year | 4.78% | 17.02% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.68% | -0.83% |
| Avg. Up Week | 2.57% | 5.75% |
| Avg. Down Week | -1.44% | -4.7% |
| Avg. Up Month | 4.49% | 13.74% |
| Avg. Down Month | -2.97% | -9.42% |
| Win Days % | 52.67% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 56.52% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |