| Metric | 11392059:btcusd:triple_med_gx:lsma80_105 | 11392059:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 11.27% | 61.16% |
| Max Drawdown | -8.14% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.7 | 0.85 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.69 | 0.68 |
| Tail Ratio | 0.9 | 0.98 |
| Outlier Win Ratio | 51.1 | 2.89 |
| Outlier Loss Ratio | 4.22 | 2.7 |
| Volatility (ann.) | 6.14% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.35 | 2.0 |
| Skew | 0.88 | 0.21 |
| Kurtosis | 26.28 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.82% | 3.74% |
| Expected Yearly % | 5.48% | 26.95% |
| Kelly Criterion | 2.98% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11392059:BTCUSD | 11392059:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.15 | 0.29 | - |
| 2025 | 16.76 | 0.10 | 0.01 | - |
| Metric | 11392059:btcusd:triple_med_gx:lsma80_105 | 11392059:BTCUSD |
|---|---|---|
| MTD | -0.69% | 4.16% |
| 3M | -4.04% | 31.46% |
| 6M | 3.8% | 12.77% |
| YTD | 0.1% | 16.76% |
| 1Y | 11.14% | 56.84% |
| 3Y (ann.) | 10.95% | 59.12% |
| 5Y (ann.) | 10.95% | 59.12% |
| Metric | 11392059:btcusd:triple_med_gx:lsma80_105 | 11392059:BTCUSD |
|---|---|---|
| Max Drawdown | -8.14% | -29.51% |
| Longest DD Days | 94.0 | 144.0 |
| Avg. Drawdown | -2.02% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.38 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -8.14 | 94 |
| 2025-04-13 | 2025-06-11 | -6.13 | 59 |
| 2024-12-12 | 2025-03-11 | -4.13 | 88 |
| 2024-09-14 | 2024-11-05 | -1.82 | 52 |
| 2024-11-05 | 2024-11-07 | -1.79 | 1 |
| 2025-03-12 | 2025-03-23 | -1.17 | 11 |
| 2024-11-07 | 2024-12-10 | -0.95 | 33 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2025-03-11 | 2025-03-11 | -0.52 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| Metric | 11392059:btcusd:triple_med_gx:lsma80_105 | 11392059:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -2.44% | -9.32% |
| Best Week | 5.88% | 18.93% |
| Worst Week | -5.97% | -12.33% |
| Best Month | 6.98% | 37.42% |
| Worst Month | -5.52% | -17.69% |
| Best Year | 11.15% | 38.02% |
| Worst Year | 0.1% | 16.76% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.62% | -0.68% |
| Avg. Up Week | 2.56% | 5.2% |
| Avg. Down Week | -2.29% | -4.42% |
| Avg. Up Month | 2.83% | 14.69% |
| Avg. Down Month | -2.06% | -11.25% |
| Win Days % | 45.88% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |