| Metric | 11385572:btcusd:triple_med_gx:lsma180_80 | 11385572:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 9.48% | 61.52% |
| Max Drawdown | -12.14% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.44 | 0.86 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 2.4 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 2.14 | 0.97 |
| Outlier Win Ratio | 38.22 | 2.94 |
| Outlier Loss Ratio | 3.58 | 2.99 |
| Volatility (ann.) | 8.45% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.76 | 2.02 |
| Skew | 0.64 | 0.21 |
| Kurtosis | 49.22 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.7% | 3.76% |
| Expected Yearly % | 4.63% | 27.09% |
| Kelly Criterion | 4.12% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11385572:BTCUSD | 11385572:btcusd:triple_med_gx:lsma180_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.91 | 0.08 | - |
| 2025 | 17.02 | 6.39 | 0.38 | - |
| Metric | 11385572:btcusd:triple_med_gx:lsma180_80 | 11385572:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.44% | 31.76% |
| 6M | 6.39% | 12.25% |
| YTD | 6.39% | 17.02% |
| 1Y | 9.48% | 57.19% |
| 3Y (ann.) | 9.22% | 59.47% |
| 5Y (ann.) | 9.22% | 59.47% |
| Metric | 11385572:btcusd:triple_med_gx:lsma180_80 | 11385572:BTCUSD |
|---|---|---|
| Max Drawdown | -12.14% | -29.51% |
| Longest DD Days | 147.0 | 144.0 |
| Avg. Drawdown | -3.21% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.78 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-20 | -12.14 | 147 |
| 2025-03-24 | 2025-06-11 | -6.48 | 78 |
| 2025-01-20 | 2025-03-24 | -6.33 | 62 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-19 | 2024-08-23 | -0.75 | 35 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11385572:btcusd:triple_med_gx:lsma180_80 | 11385572:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 10.92% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 10.41% | 37.42% |
| Worst Month | -6.62% | -17.69% |
| Best Year | 6.39% | 38.02% |
| Worst Year | 2.91% | 17.02% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.44% | 6.1% |
| Avg. Down Week | -2.99% | -5.57% |
| Avg. Up Month | 7.84% | 7.9% |
| Avg. Down Month | -3.92% | -5.41% |
| Win Days % | 50.64% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |