| Metric | 11385559:btcusd:triple_med_gx:lsma115_80 | 11385559:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 14.17% | 61.52% |
| Max Drawdown | -6.11% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 1.03 | 0.86 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.69 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 61.51 | 2.73 |
| Outlier Loss Ratio | 3.85 | 2.71 |
| Volatility (ann.) | 5.7% | 25.2% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.25 | 2.02 |
| Skew | 3.44 | 0.21 |
| Kurtosis | 49.35 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.02% | 3.76% |
| Expected Yearly % | 6.85% | 27.09% |
| Kelly Criterion | 8.81% | 12.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.13% |
| Expected Shortfall (cVaR) | -0.48% | -2.13% |
| Year | 11385559:BTCUSD | 11385559:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.19 | 0.29 | - |
| 2025 | 17.02 | 2.68 | 0.16 | - |
| Metric | 11385559:btcusd:triple_med_gx:lsma115_80 | 11385559:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.12% | 31.76% |
| 6M | 2.68% | 12.25% |
| YTD | 2.68% | 17.02% |
| 1Y | 14.17% | 57.19% |
| 3Y (ann.) | 13.77% | 59.47% |
| 5Y (ann.) | 13.77% | 59.47% |
| Metric | 11385559:btcusd:triple_med_gx:lsma115_80 | 11385559:BTCUSD |
|---|---|---|
| Max Drawdown | -6.11% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -2.38% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 2.32 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-20 | 2025-06-11 | -6.11 | 83 |
| 2024-10-21 | 2025-01-15 | -4.92 | 86 |
| 2024-07-16 | 2024-09-17 | -3.38 | 63 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2025-01-16 | 2025-03-16 | -1.36 | 59 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| Metric | 11385559:btcusd:triple_med_gx:lsma115_80 | 11385559:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 8.4% | 18.93% |
| Worst Week | -3.25% | -12.33% |
| Best Month | 8.83% | 37.42% |
| Worst Month | -1.98% | -17.69% |
| Best Year | 11.19% | 38.02% |
| Worst Year | 2.68% | 17.02% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 2.34% | 5.4% |
| Avg. Down Week | -2.62% | -5.24% |
| Avg. Up Month | 4.32% | 8.57% |
| Avg. Down Month | -1.33% | -8.73% |
| Win Days % | 49.64% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 76.92% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |