| Metric | 11385562:btcusd:triple_med_gx:lsma125_80 | 11385562:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.36% | 61.52% |
| Max Drawdown | -8.71% | -29.51% |
| Sharpe | 0.65 | 0.59 |
| Sortino | 1.04 | 0.86 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.79 | 0.62 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 55.77 | 2.87 |
| Outlier Loss Ratio | 3.58 | 2.71 |
| Volatility (ann.) | 6.3% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.94 | 2.02 |
| Skew | 1.45 | 0.21 |
| Kurtosis | 49.23 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.24% | 3.76% |
| Expected Yearly % | 8.33% | 27.09% |
| Kelly Criterion | 10.73% | 7.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11385562:BTCUSD | 11385562:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.60 | 0.23 | - |
| 2025 | 17.02 | 8.07 | 0.47 | - |
| Metric | 11385562:btcusd:triple_med_gx:lsma125_80 | 11385562:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.05% | 31.76% |
| 6M | 8.07% | 12.25% |
| YTD | 8.07% | 17.02% |
| 1Y | 17.36% | 57.19% |
| 3Y (ann.) | 16.86% | 59.47% |
| 5Y (ann.) | 16.86% | 59.47% |
| Metric | 11385562:btcusd:triple_med_gx:lsma125_80 | 11385562:BTCUSD |
|---|---|---|
| Max Drawdown | -8.71% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -2.59% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.99 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-19 | -8.71 | 24 |
| 2025-03-20 | 2025-06-11 | -5.23 | 83 |
| 2024-10-21 | 2025-01-15 | -4.92 | 86 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2024-07-16 | 2024-08-25 | -1.85 | 40 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| Metric | 11385562:btcusd:triple_med_gx:lsma125_80 | 11385562:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.4% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 8.21% | 37.42% |
| Worst Month | -6.02% | -17.69% |
| Best Year | 8.6% | 38.02% |
| Worst Year | 8.07% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 4.31% | 6.17% |
| Avg. Down Week | -4.93% | -5.24% |
| Avg. Up Month | 5.47% | 7.76% |
| Avg. Down Month | -6.02% | -8.73% |
| Win Days % | 53.21% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 61.54% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |