| Metric | 11381312:btcusd:triple_med_gx:lsma125_65 | 11381312:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 14.78% | 61.52% |
| Max Drawdown | -19.6% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.56 | 0.86 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.38 | 0.97 |
| Outlier Win Ratio | 32.26 | 3.17 |
| Outlier Loss Ratio | 3.12 | 3.0 |
| Volatility (ann.) | 10.3% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.73 | 2.02 |
| Skew | 0.51 | 0.21 |
| Kurtosis | 34.38 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.07% | 3.76% |
| Expected Yearly % | 7.14% | 27.09% |
| Kelly Criterion | 3.94% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11381312:BTCUSD | 11381312:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.99 | 0.18 | - |
| 2025 | 17.02 | 7.28 | 0.43 | - |
| Metric | 11381312:btcusd:triple_med_gx:lsma125_65 | 11381312:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.92% | 31.76% |
| 6M | -3.05% | 12.25% |
| YTD | 7.28% | 17.02% |
| 1Y | 14.78% | 57.19% |
| 3Y (ann.) | 14.36% | 59.47% |
| 5Y (ann.) | 14.36% | 59.47% |
| Metric | 11381312:btcusd:triple_med_gx:lsma125_65 | 11381312:BTCUSD |
|---|---|---|
| Max Drawdown | -19.6% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -3.71% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -19.60 | 209 |
| 2024-08-22 | 2024-09-18 | -4.65 | 27 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-11 | -2.87 | 21 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-20 | 2024-10-18 | -2.06 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11381312:btcusd:triple_med_gx:lsma125_65 | 11381312:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 18.93% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 11.58% | 37.42% |
| Worst Month | -9.62% | -17.69% |
| Best Year | 7.28% | 38.02% |
| Worst Year | 6.99% | 17.02% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.89% | -0.89% |
| Avg. Up Week | 4.2% | 8.48% |
| Avg. Down Week | -3.68% | -4.56% |
| Avg. Up Month | 7.97% | 19.63% |
| Avg. Down Month | -4.92% | -10.46% |
| Win Days % | 49.39% | 51.9% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |