| Metric | 11380847:btcusd:triple_med_gx:lsma135_65 | 11380847:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 17.63% | 79.62% |
| Max Drawdown | -14.46% | -29.51% |
| Sharpe | 0.46 | 0.65 |
| Sortino | 0.67 | 0.96 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.18 | 1.11 |
| Common Sense Ratio | 2.52 | 1.08 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 2.13 | 0.98 |
| Outlier Win Ratio | 34.57 | 3.17 |
| Outlier Loss Ratio | 4.01 | 3.12 |
| Volatility (ann.) | 8.63% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.08 | 2.33 |
| Skew | -0.1 | 0.2 |
| Kurtosis | 25.94 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.17% | 4.27% |
| Expected Yearly % | 8.46% | 34.02% |
| Kelly Criterion | 4.29% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11380847:BTCUSD | 11380847:btcusd:triple_med_gx:lsma135_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.20 | 0.35 | - |
| 2025 | 30.14 | 3.91 | 0.13 | - |
| Metric | 11380847:btcusd:triple_med_gx:lsma135_65 | 11380847:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 9.21% | 45.08% |
| 6M | 3.59% | 28.47% |
| YTD | 3.91% | 30.14% |
| 1Y | 16.79% | 105.13% |
| 3Y (ann.) | 15.63% | 68.87% |
| 5Y (ann.) | 15.63% | 68.87% |
| Metric | 11380847:btcusd:triple_med_gx:lsma135_65 | 11380847:BTCUSD |
|---|---|---|
| Max Drawdown | -14.46% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -3.46% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-07-14 | -14.46 | 169 |
| 2024-11-23 | 2025-01-17 | -10.91 | 55 |
| 2024-09-29 | 2024-11-18 | -7.82 | 50 |
| 2024-07-29 | 2024-08-23 | -5.64 | 25 |
| 2024-08-30 | 2024-09-26 | -3.31 | 27 |
| 2024-07-24 | 2024-07-25 | -2.15 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| Metric | 11380847:btcusd:triple_med_gx:lsma135_65 | 11380847:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 10.3% | 18.93% |
| Worst Week | -9.16% | -12.33% |
| Best Month | 9.33% | 37.42% |
| Worst Month | -9.16% | -17.69% |
| Best Year | 13.2% | 38.02% |
| Worst Year | 3.91% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 4.65% | 9.37% |
| Avg. Down Week | -4.43% | -6.25% |
| Avg. Up Month | 4.85% | 13.35% |
| Avg. Down Month | -4.45% | -7.67% |
| Win Days % | 50.16% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 57.69% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |