| Metric | 11378543:btcusd:triple_med_gx:lsma115_55 | 11378543:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 21.54% | 79.62% |
| Max Drawdown | -12.86% | -29.51% |
| Sharpe | 0.57 | 0.65 |
| Sortino | 0.85 | 0.96 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | 2.22 | 1.08 |
| CPC Index | 0.67 | 0.58 |
| Tail Ratio | 1.82 | 0.98 |
| Outlier Win Ratio | 33.41 | 3.06 |
| Outlier Loss Ratio | 3.93 | 2.93 |
| Volatility (ann.) | 8.25% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.48 | 2.33 |
| Skew | 0.18 | 0.2 |
| Kurtosis | 27.6 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.4% | 4.27% |
| Expected Yearly % | 10.25% | 34.02% |
| Kelly Criterion | 5.36% | 3.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11378543:BTCUSD | 11378543:btcusd:triple_med_gx:lsma115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.72 | 0.44 | - |
| 2025 | 30.14 | 4.13 | 0.14 | - |
| Metric | 11378543:btcusd:triple_med_gx:lsma115_55 | 11378543:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 11.7% | 45.08% |
| 6M | 3.52% | 28.47% |
| YTD | 4.13% | 30.14% |
| 1Y | 22.95% | 105.13% |
| 3Y (ann.) | 19.07% | 68.87% |
| 5Y (ann.) | 19.07% | 68.87% |
| Metric | 11378543:btcusd:triple_med_gx:lsma115_55 | 11378543:BTCUSD |
|---|---|---|
| Max Drawdown | -12.86% | -29.51% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -2.24% | -4.58% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 1.68 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-05-01 | -12.86 | 95 |
| 2024-08-29 | 2024-11-18 | -6.93 | 80 |
| 2024-07-29 | 2024-08-29 | -5.87 | 31 |
| 2024-07-07 | 2024-07-26 | -4.73 | 19 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2025-05-02 | 2025-06-18 | -1.99 | 46 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-23 | 2024-12-15 | -1.61 | 22 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11378543:btcusd:triple_med_gx:lsma115_55 | 11378543:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.84% | -9.32% |
| Best Week | 9.01% | 18.93% |
| Worst Week | -4.24% | -12.33% |
| Best Month | 12.46% | 37.42% |
| Worst Month | -8.06% | -17.69% |
| Best Year | 16.72% | 38.02% |
| Worst Year | 4.13% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 2.92% | 7.25% |
| Avg. Down Week | -2.49% | -4.84% |
| Avg. Up Month | 4.86% | 15.68% |
| Avg. Down Month | -8.06% | -17.69% |
| Win Days % | 50.96% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 58.06% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |