| Metric | 11384686:btcusd:triple_med_gx:lsma105_80 | 11384686:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 26.59% | 61.52% |
| Max Drawdown | -8.35% | -29.51% |
| Sharpe | 0.89 | 0.59 |
| Sortino | 1.51 | 0.86 |
| Payoff Ratio | 1.32 | 1.1 |
| Profit Factor | 1.62 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.11 | 0.63 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 56.57 | 2.87 |
| Outlier Loss Ratio | 3.75 | 2.56 |
| Volatility (ann.) | 6.69% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.09 | 2.02 |
| Skew | 2.58 | 0.21 |
| Kurtosis | 71.6 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.83% | 3.76% |
| Expected Yearly % | 12.51% | 27.09% |
| Kelly Criterion | 15.93% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11384686:BTCUSD | 11384686:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.86 | 0.42 | - |
| 2025 | 17.02 | 9.26 | 0.54 | - |
| Metric | 11384686:btcusd:triple_med_gx:lsma105_80 | 11384686:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.05% | 31.76% |
| 6M | 10.99% | 12.25% |
| YTD | 9.26% | 17.02% |
| 1Y | 26.59% | 57.19% |
| 3Y (ann.) | 25.8% | 59.47% |
| 5Y (ann.) | 25.8% | 59.47% |
| Metric | 11384686:btcusd:triple_med_gx:lsma105_80 | 11384686:BTCUSD |
|---|---|---|
| Max Drawdown | -8.35% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.59% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 3.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -8.35 | 134 |
| 2024-12-20 | 2024-12-20 | -4.39 | 0 |
| 2024-09-28 | 2024-11-21 | -3.62 | 53 |
| 2024-07-27 | 2024-08-23 | -3.61 | 26 |
| 2024-08-25 | 2024-09-26 | -2.42 | 32 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-11-23 | 2024-12-15 | -1.26 | 22 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11384686:btcusd:triple_med_gx:lsma105_80 | 11384686:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 5.1% | 18.93% |
| Worst Week | -4.34% | -12.33% |
| Best Month | 8.72% | 37.42% |
| Worst Month | -4.34% | -17.69% |
| Best Year | 15.86% | 38.02% |
| Worst Year | 9.26% | 17.02% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.67% | -0.82% |
| Avg. Up Week | 2.88% | 5.75% |
| Avg. Down Week | -1.52% | -6.11% |
| Avg. Up Month | 3.81% | 13.8% |
| Avg. Down Month | -4.34% | -17.69% |
| Win Days % | 52.14% | 51.9% |
| Win Month % | 81.82% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |