| Metric | 11385048:btcusd:triple_med_gx:lsma85_80 | 11385048:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 8.01% | 61.52% |
| Max Drawdown | -3.99% | -29.51% |
| Sharpe | 0.51 | 0.59 |
| Sortino | 0.86 | 0.86 |
| Payoff Ratio | 2.09 | 1.49 |
| Profit Factor | 1.52 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.21 | 0.85 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 137.66 | 2.49 |
| Outlier Loss Ratio | 5.06 | 2.17 |
| Volatility (ann.) | 3.78% | 25.2% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.95 | 2.02 |
| Skew | 2.99 | 0.21 |
| Kurtosis | 203.39 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.76% |
| Expected Yearly % | 3.93% | 27.09% |
| Kelly Criterion | 8.17% | 19.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.13% |
| Expected Shortfall (cVaR) | -0.32% | -2.13% |
| Year | 11385048:BTCUSD | 11385048:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.91 | 0.08 | - |
| 2025 | 17.02 | 4.95 | 0.29 | - |
| Metric | 11385048:btcusd:triple_med_gx:lsma85_80 | 11385048:BTCUSD |
|---|---|---|
| MTD | 0.56% | 4.4% |
| 3M | -1.72% | 31.76% |
| 6M | 7.22% | 12.25% |
| YTD | 4.95% | 17.02% |
| 1Y | 8.01% | 57.19% |
| 3Y (ann.) | 7.79% | 59.47% |
| 5Y (ann.) | 7.79% | 59.47% |
| Metric | 11385048:btcusd:triple_med_gx:lsma85_80 | 11385048:BTCUSD |
|---|---|---|
| Max Drawdown | -3.99% | -29.51% |
| Longest DD Days | 138.0 | 144.0 |
| Avg. Drawdown | -0.85% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 2.01 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-06-11 | -3.99 | 138 |
| 2025-01-22 | 2025-01-23 | -2.50 | 1 |
| 2024-08-17 | 2024-12-13 | -1.34 | 117 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-06-11 | 2024-06-11 | -0.30 | 0 |
| 2024-08-16 | 2024-08-17 | -0.18 | 0 |
| 2024-12-19 | 2024-12-19 | -0.18 | 0 |
| 2025-01-05 | 2025-01-05 | -0.18 | 0 |
| 2025-01-14 | 2025-01-15 | -0.18 | 0 |
| 2024-06-12 | 2024-06-12 | -0.12 | 0 |
| Metric | 11385048:btcusd:triple_med_gx:lsma85_80 | 11385048:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 3.8% | 18.93% |
| Worst Week | -2.83% | -12.33% |
| Best Month | 4.59% | 37.42% |
| Worst Month | -1.68% | -17.69% |
| Best Year | 4.95% | 38.02% |
| Worst Year | 2.91% | 17.02% |
| Avg. Up Day | 0.93% | 1.0% |
| Avg. Down Day | -0.45% | -0.67% |
| Avg. Up Week | 1.28% | 3.82% |
| Avg. Down Week | -1.24% | -5.06% |
| Avg. Up Month | 1.51% | 8.89% |
| Avg. Down Month | -0.7% | -5.41% |
| Win Days % | 37.88% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |