| Metric | 11380846:btcusd:triple_med_gx:lsma125_65 | 11380846:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 32.42% | 79.62% |
| Max Drawdown | -13.19% | -29.51% |
| Sharpe | 0.75 | 0.65 |
| Sortino | 1.11 | 0.96 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.31 | 1.11 |
| Common Sense Ratio | 3.26 | 1.08 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 2.48 | 0.98 |
| Outlier Win Ratio | 33.39 | 3.26 |
| Outlier Loss Ratio | 3.89 | 3.07 |
| Volatility (ann.) | 8.94% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.17 | 2.33 |
| Skew | -0.07 | 0.2 |
| Kurtosis | 28.99 | 7.22 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 2.03% | 4.27% |
| Expected Yearly % | 15.07% | 34.02% |
| Kelly Criterion | 9.72% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11380846:BTCUSD | 11380846:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.66 | 0.62 | - |
| 2025 | 30.14 | 7.09 | 0.24 | - |
| Metric | 11380846:btcusd:triple_med_gx:lsma125_65 | 11380846:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 10.46% | 45.08% |
| 6M | 6.76% | 28.47% |
| YTD | 7.09% | 30.14% |
| 1Y | 36.24% | 105.13% |
| 3Y (ann.) | 28.56% | 68.87% |
| 5Y (ann.) | 28.56% | 68.87% |
| Metric | 11380846:btcusd:triple_med_gx:lsma125_65 | 11380846:BTCUSD |
|---|---|---|
| Max Drawdown | -13.19% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.58% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 2.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-07-14 | -13.19 | 169 |
| 2024-07-29 | 2024-08-23 | -5.94 | 25 |
| 2024-12-17 | 2025-01-14 | -5.15 | 27 |
| 2024-07-07 | 2024-07-26 | -4.90 | 19 |
| 2024-09-29 | 2024-11-10 | -4.01 | 41 |
| 2024-11-23 | 2024-12-16 | -3.11 | 23 |
| 2024-08-30 | 2024-09-24 | -1.90 | 25 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11380846:btcusd:triple_med_gx:lsma125_65 | 11380846:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.3% | 18.93% |
| Worst Week | -9.34% | -12.33% |
| Best Month | 14.26% | 37.42% |
| Worst Month | -9.34% | -17.69% |
| Best Year | 23.66% | 38.02% |
| Worst Year | 7.09% | 30.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 5.07% | 8.79% |
| Avg. Down Week | -3.29% | -6.69% |
| Avg. Up Month | 6.23% | 14.65% |
| Avg. Down Month | -5.5% | -9.89% |
| Win Days % | 51.84% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 55.17% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |