| Metric | 12418135:btcusd:triple_med_gx:lsma80_115 | 12418135:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 23.08% | 29.12% |
| Max Drawdown | -9.52% | -26.0% |
| Sharpe | 1.88 | 0.87 |
| Sortino | 3.6 | 1.34 |
| Payoff Ratio | 1.82 | 1.84 |
| Profit Factor | 2.38 | 1.13 |
| Common Sense Ratio | inf | 1.2 |
| CPC Index | 2.31 | 1.04 |
| Tail Ratio | inf | 1.06 |
| Outlier Win Ratio | 49.59 | 3.21 |
| Outlier Loss Ratio | 3.36 | 2.11 |
| Volatility (ann.) | 14.09% | 50.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 3.06 | 1.42 |
| Skew | 1.82 | 0.51 |
| Kurtosis | 24.29 | 2.47 |
| Expected Daily % | 0.07% | 0.09% |
| Expected Monthly % | 2.1% | 2.59% |
| Expected Yearly % | 10.94% | 13.63% |
| Kelly Criterion | 27.75% | 22.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.24% |
| Expected Shortfall (cVaR) | -1.14% | -4.24% |
| Year | 12418135:BTCUSD | 12418135:btcusd:triple_med_gx:lsma80_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 16.69 | 0.44 | - |
| 2025 | -6.34 | 5.48 | -0.86 | + |
| Metric | 12418135:btcusd:triple_med_gx:lsma80_115 | 12418135:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 5.48% | -8.05% |
| 6M | 6.44% | 37.53% |
| YTD | 5.48% | -6.34% |
| 1Y | 23.08% | 29.12% |
| 3Y (ann.) | 29.08% | 36.89% |
| 5Y (ann.) | 29.08% | 36.89% |
| Metric | 12418135:btcusd:triple_med_gx:lsma80_115 | 12418135:BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -26.0% |
| Longest DD Days | 10.0 | 145.0 |
| Avg. Drawdown | -2.44% | -8.01% |
| Avg. Drawdown Days | 3.0 | 25.0 |
| Recovery Factor | 2.43 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2024-09-11 | 2024-09-12 | -0.50 | 1 |
| 2024-09-23 | 2024-09-24 | -0.38 | 1 |
| 2025-01-05 | 2025-01-06 | -0.18 | 1 |
| 2024-09-08 | 2024-09-09 | -0.18 | 1 |
| Metric | 12418135:btcusd:triple_med_gx:lsma80_115 | 12418135:BTCUSD |
|---|---|---|
| Best Day | 4.14% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 10.12% | 18.93% |
| Worst Week | -3.88% | -12.33% |
| Best Month | 16.69% | 37.42% |
| Worst Month | 0.0% | -17.69% |
| Best Year | 16.69% | 37.85% |
| Worst Year | 5.48% | -6.34% |
| Avg. Up Day | 2.33% | 2.35% |
| Avg. Down Day | -1.28% | -1.28% |
| Avg. Up Week | 6.44% | 7.66% |
| Avg. Down Week | -3.88% | -3.5% |
| Avg. Up Month | 11.08% | 8.53% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 53.33% | 49.83% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 80.0% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |