| Metric | 11385489:btcusd:triple_med_gx:lsma105_80 | 11385489:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 9.62% | 61.52% |
| Max Drawdown | -6.86% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.75 | 0.86 |
| Payoff Ratio | 1.38 | 1.4 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.82 | 0.8 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 81.83 | 2.61 |
| Outlier Loss Ratio | 3.55 | 2.44 |
| Volatility (ann.) | 5.28% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.36 | 2.02 |
| Skew | 3.19 | 0.21 |
| Kurtosis | 80.36 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.71% | 3.76% |
| Expected Yearly % | 4.7% | 27.09% |
| Kelly Criterion | 5.7% | 17.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.13% |
| Expected Shortfall (cVaR) | -0.45% | -2.13% |
| Year | 11385489:BTCUSD | 11385489:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.00 | 0.32 | - |
| 2025 | 17.02 | -2.12 | -0.12 | - |
| Metric | 11385489:btcusd:triple_med_gx:lsma105_80 | 11385489:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.82% | 31.76% |
| 6M | -2.12% | 12.25% |
| YTD | -2.12% | 17.02% |
| 1Y | 9.62% | 57.19% |
| 3Y (ann.) | 9.35% | 59.47% |
| 5Y (ann.) | 9.35% | 59.47% |
| Metric | 11385489:btcusd:triple_med_gx:lsma105_80 | 11385489:BTCUSD |
|---|---|---|
| Max Drawdown | -6.86% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -1.66% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 1.4 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -6.86 | 264 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-25 | 2024-09-18 | -0.44 | 24 |
| 2024-08-23 | 2024-08-23 | -0.40 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11385489:btcusd:triple_med_gx:lsma105_80 | 11385489:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.22% | -9.32% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -3.1% | -12.33% |
| Best Month | 5.04% | 37.42% |
| Worst Month | -2.43% | -17.69% |
| Best Year | 12.0% | 38.02% |
| Worst Year | -2.12% | 17.02% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.69% | -0.69% |
| Avg. Up Week | 3.04% | 8.37% |
| Avg. Down Week | -0.77% | -5.24% |
| Avg. Up Month | 3.15% | 8.19% |
| Avg. Down Month | -0.74% | -2.09% |
| Win Days % | 45.26% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |