| Metric | 11385565:btcusd:triple_med_gx:lsma140_80 | 11385565:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 31.22% | 61.52% |
| Max Drawdown | -8.76% | -29.51% |
| Sharpe | 0.98 | 0.59 |
| Sortino | 1.53 | 0.86 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | 26.08 | 1.07 |
| CPC Index | 0.91 | 0.59 |
| Tail Ratio | 17.32 | 0.97 |
| Outlier Win Ratio | 44.07 | 2.94 |
| Outlier Loss Ratio | 3.31 | 2.75 |
| Volatility (ann.) | 7.0% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 3.46 | 2.02 |
| Skew | 0.54 | 0.21 |
| Kurtosis | 39.04 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.11% | 3.76% |
| Expected Yearly % | 14.55% | 27.09% |
| Kelly Criterion | 16.62% | 5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11385565:BTCUSD | 11385565:btcusd:triple_med_gx:lsma140_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.00 | 0.50 | - |
| 2025 | 17.02 | 10.26 | 0.60 | - |
| Metric | 11385565:btcusd:triple_med_gx:lsma140_80 | 11385565:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.99% | 31.76% |
| 6M | 10.26% | 12.25% |
| YTD | 10.26% | 17.02% |
| 1Y | 31.22% | 57.19% |
| 3Y (ann.) | 30.27% | 59.47% |
| 5Y (ann.) | 30.27% | 59.47% |
| Metric | 11385565:btcusd:triple_med_gx:lsma140_80 | 11385565:BTCUSD |
|---|---|---|
| Max Drawdown | -8.76% | -29.51% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -1.95% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 3.56 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-19 | -8.76 | 24 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2025-01-19 | 2025-03-19 | -4.12 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-06-11 | -3.33 | 78 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| 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 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11385565:btcusd:triple_med_gx:lsma140_80 | 11385565:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.0% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 10.02% | 37.42% |
| Worst Month | -6.41% | -17.69% |
| Best Year | 19.0% | 38.02% |
| Worst Year | 10.26% | 17.02% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 5.25% | 5.91% |
| Avg. Down Week | -3.41% | -6.41% |
| Avg. Up Month | 7.52% | 7.76% |
| Avg. Down Month | -6.41% | -8.73% |
| Win Days % | 56.98% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 64.29% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |