| Metric | 11385534:btcusd:triple_med_gx:lsma160_80 | 11385534:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 20.19% | 61.52% |
| Max Drawdown | -9.15% | -29.51% |
| Sharpe | 0.58 | 0.59 |
| Sortino | 0.88 | 0.86 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 2.43 | 1.07 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 1.92 | 0.97 |
| Outlier Win Ratio | 39.81 | 2.98 |
| Outlier Loss Ratio | 3.14 | 2.82 |
| Volatility (ann.) | 8.31% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.14 | 2.02 |
| Skew | 0.98 | 0.21 |
| Kurtosis | 52.24 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.42% | 3.76% |
| Expected Yearly % | 9.63% | 27.09% |
| Kelly Criterion | 9.87% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11385534:BTCUSD | 11385534:btcusd:triple_med_gx:lsma160_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.45 | 0.27 | - |
| 2025 | 17.02 | 8.81 | 0.52 | - |
| Metric | 11385534:btcusd:triple_med_gx:lsma160_80 | 11385534:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.7% | 31.76% |
| 6M | 8.81% | 12.25% |
| YTD | 8.81% | 17.02% |
| 1Y | 20.19% | 57.19% |
| 3Y (ann.) | 19.6% | 59.47% |
| 5Y (ann.) | 19.6% | 59.47% |
| Metric | 11385534:btcusd:triple_med_gx:lsma160_80 | 11385534:BTCUSD |
|---|---|---|
| Max Drawdown | -9.15% | -29.51% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.88% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 2.21 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-10-29 | -9.15 | 64 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2025-03-24 | 2025-06-11 | -5.11 | 78 |
| 2024-10-30 | 2025-01-15 | -3.82 | 77 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-07-17 | 2024-08-23 | -2.76 | 37 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| Metric | 11385534:btcusd:triple_med_gx:lsma160_80 | 11385534:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 6.99% | 37.42% |
| Worst Month | -4.28% | -17.69% |
| Best Year | 10.45% | 38.02% |
| Worst Year | 8.81% | 17.02% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.41% | 6.92% |
| Avg. Down Week | -3.55% | -6.41% |
| Avg. Up Month | 4.34% | 9.03% |
| Avg. Down Month | -3.26% | -8.73% |
| Win Days % | 53.23% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |