| Metric | 11386925:btcusd:triple_med_gx:lsma170_85 | 11386925:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 9.01% | 61.52% |
| Max Drawdown | -14.03% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.44 | 0.86 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.96 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.73 | 0.97 |
| Outlier Win Ratio | 43.19 | 2.89 |
| Outlier Loss Ratio | 3.32 | 2.82 |
| Volatility (ann.) | 7.84% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.62 | 2.02 |
| Skew | 0.2 | 0.21 |
| Kurtosis | 60.96 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.67% | 3.76% |
| Expected Yearly % | 4.41% | 27.09% |
| Kelly Criterion | 4.68% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11386925:BTCUSD | 11386925:btcusd:triple_med_gx:lsma170_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.96 | -0.03 | - |
| 2025 | 17.02 | 10.06 | 0.59 | - |
| Metric | 11386925:btcusd:triple_med_gx:lsma170_85 | 11386925:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.83% | 31.76% |
| 6M | 10.06% | 12.25% |
| YTD | 10.06% | 17.02% |
| 1Y | 9.01% | 57.19% |
| 3Y (ann.) | 8.76% | 59.47% |
| 5Y (ann.) | 8.76% | 59.47% |
| Metric | 11386925:btcusd:triple_med_gx:lsma170_85 | 11386925:BTCUSD |
|---|---|---|
| Max Drawdown | -14.03% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -4.42% | -4.82% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | 0.64 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-20 | -14.03 | 187 |
| 2025-01-20 | 2025-03-24 | -7.01 | 62 |
| 2025-03-24 | 2025-06-11 | -2.97 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386925:btcusd:triple_med_gx:lsma170_85 | 11386925:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 6.2% | 37.42% |
| Worst Month | -8.15% | -17.69% |
| Best Year | 10.06% | 38.02% |
| Worst Year | -0.96% | 17.02% |
| Avg. Up Day | 0.79% | 0.79% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 3.56% | 6.64% |
| Avg. Down Week | -4.06% | -6.41% |
| Avg. Up Month | 3.78% | 7.76% |
| Avg. Down Month | -8.15% | -8.73% |
| Win Days % | 51.47% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |