| Metric | 11381542:btcusd:triple_med_gx:lsma140_65 | 11381542:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 46.54% | 75.42% |
| Max Drawdown | -11.69% | -29.51% |
| Sharpe | 1.14 | 0.63 |
| Sortino | 1.9 | 0.92 |
| Payoff Ratio | 1.33 | 1.24 |
| Profit Factor | 1.61 | 1.11 |
| Common Sense Ratio | 3.32 | 1.06 |
| CPC Index | 1.15 | 0.71 |
| Tail Ratio | 2.06 | 0.96 |
| Outlier Win Ratio | 39.99 | 3.15 |
| Outlier Loss Ratio | 3.7 | 2.8 |
| Volatility (ann.) | 7.71% | 24.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 3.46 | 2.19 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 37.46 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.77% | 4.1% |
| Expected Yearly % | 21.06% | 32.45% |
| Kelly Criterion | 19.18% | 13.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11381542:BTCUSD | 11381542:btcusd:triple_med_gx:lsma140_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.79 | 0.55 | - |
| 2025 | 27.10 | 21.33 | 0.79 | - |
| Metric | 11381542:btcusd:triple_med_gx:lsma140_65 | 11381542:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.73% | 41.88% |
| 6M | 29.17% | 22.91% |
| YTD | 21.33% | 27.1% |
| 1Y | 36.58% | 82.29% |
| 3Y (ann.) | 40.41% | 64.73% |
| 5Y (ann.) | 40.41% | 64.73% |
| Metric | 11381542:btcusd:triple_med_gx:lsma140_65 | 11381542:BTCUSD |
|---|---|---|
| Max Drawdown | -11.69% | -29.51% |
| Longest DD Days | 66.0 | 144.0 |
| Avg. Drawdown | -2.07% | -4.71% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 3.98 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-17 | -11.69 | 10 |
| 2024-08-26 | 2024-10-18 | -9.04 | 53 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-15 | 2025-03-19 | -2.40 | 4 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-04-23 | 2025-06-29 | -1.41 | 66 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-04-20 | 2025-04-21 | -1.30 | 1 |
| 2025-06-29 | 2025-07-17 | -1.07 | 17 |
| Metric | 11381542:btcusd:triple_med_gx:lsma140_65 | 11381542:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 10.1% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 10.1% | 37.42% |
| Worst Month | -1.55% | -17.69% |
| Best Year | 21.33% | 38.02% |
| Worst Year | 20.79% | 27.1% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.66% | -0.71% |
| Avg. Up Week | 6.32% | 7.26% |
| Avg. Down Week | -6.41% | -4.66% |
| Avg. Up Month | 6.65% | 9.03% |
| Avg. Down Month | -1.55% | -8.73% |
| Win Days % | 53.85% | 51.89% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 62.5% | 58.33% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |