| Metric | 11393723:btcusd:triple_med_gx:lsma80_110 | 11393723:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 6.67% | 61.16% |
| Max Drawdown | -28.61% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.25 | 0.85 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 0.96 | 0.98 |
| Outlier Win Ratio | 14.14 | 3.89 |
| Outlier Loss Ratio | 3.68 | 3.78 |
| Volatility (ann.) | 17.58% | 25.19% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.23 | 2.0 |
| Skew | 0.25 | 0.21 |
| Kurtosis | 25.73 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.5% | 3.74% |
| Expected Yearly % | 3.28% | 26.95% |
| Kelly Criterion | 1.2% | 3.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.13% |
| Expected Shortfall (cVaR) | -1.5% | -2.13% |
| Year | 11393723:BTCUSD | 11393723:btcusd:triple_med_gx:lsma80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.18 | -0.03 | - |
| 2025 | 16.76 | 7.94 | 0.47 | - |
| Metric | 11393723:btcusd:triple_med_gx:lsma80_110 | 11393723:BTCUSD |
|---|---|---|
| MTD | 2.99% | 4.16% |
| 3M | 7.69% | 31.46% |
| 6M | 7.75% | 12.77% |
| YTD | 7.94% | 16.76% |
| 1Y | 5.14% | 56.84% |
| 3Y (ann.) | 6.49% | 59.12% |
| 5Y (ann.) | 6.49% | 59.12% |
| Metric | 11393723:btcusd:triple_med_gx:lsma80_110 | 11393723:BTCUSD |
|---|---|---|
| Max Drawdown | -28.61% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -7.63% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.23 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -28.61 | 180 |
| 2025-03-03 | 2025-06-11 | -19.64 | 100 |
| 2025-02-04 | 2025-03-02 | -10.30 | 26 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.86 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393723:btcusd:triple_med_gx:lsma80_110 | 11393723:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.39% | 18.93% |
| Worst Week | -7.19% | -12.33% |
| Best Month | 8.84% | 37.42% |
| Worst Month | -10.09% | -17.69% |
| Best Year | 7.94% | 38.02% |
| Worst Year | -1.18% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.91% | -0.95% |
| Avg. Up Week | 3.66% | 3.98% |
| Avg. Down Week | -2.71% | -4.67% |
| Avg. Up Month | 3.97% | 12.23% |
| Avg. Down Month | -5.88% | -8.96% |
| Win Days % | 50.16% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |