| Metric | 11385010:btcusd:triple_med_gx:lsma45_80 | 11385010:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 22.06% | 61.52% |
| Max Drawdown | -11.35% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 0.95 | 0.86 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 2.88 | 1.07 |
| CPC Index | 0.74 | 0.64 |
| Tail Ratio | 2.29 | 0.97 |
| Outlier Win Ratio | 35.45 | 3.08 |
| Outlier Loss Ratio | 3.96 | 3.01 |
| Volatility (ann.) | 8.93% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.89 | 2.02 |
| Skew | 3.15 | 0.21 |
| Kurtosis | 67.18 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.55% | 3.76% |
| Expected Yearly % | 10.48% | 27.09% |
| Kelly Criterion | 6.51% | 9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11385010:BTCUSD | 11385010:btcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.44 | 0.51 | - |
| 2025 | 17.02 | 2.20 | 0.13 | - |
| Metric | 11385010:btcusd:triple_med_gx:lsma45_80 | 11385010:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.4% |
| 3M | -2.51% | 31.76% |
| 6M | 6.95% | 12.25% |
| YTD | 2.2% | 17.02% |
| 1Y | 22.06% | 57.19% |
| 3Y (ann.) | 21.42% | 59.47% |
| 5Y (ann.) | 21.42% | 59.47% |
| Metric | 11385010:btcusd:triple_med_gx:lsma45_80 | 11385010:BTCUSD |
|---|---|---|
| Max Drawdown | -11.35% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -2.32% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.94 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -11.35 | 134 |
| 2024-06-12 | 2024-07-27 | -7.52 | 44 |
| 2024-07-27 | 2024-10-29 | -7.25 | 93 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2024-11-23 | 2024-12-15 | -1.61 | 22 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-06 | 2024-11-21 | -0.97 | 14 |
| 2024-12-21 | 2025-01-12 | -0.78 | 22 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| Metric | 11385010:btcusd:triple_med_gx:lsma45_80 | 11385010:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 10.15% | 18.93% |
| Worst Week | -6.53% | -12.33% |
| Best Month | 10.58% | 37.42% |
| Worst Month | -4.43% | -17.69% |
| Best Year | 19.44% | 38.02% |
| Worst Year | 2.2% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 4.19% | 6.07% |
| Avg. Down Week | -1.67% | -4.96% |
| Avg. Up Month | 5.6% | 13.1% |
| Avg. Down Month | -3.69% | -9.89% |
| Win Days % | 49.2% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 51.72% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |