| Metric | 11381572:btcusd:triple_med_gx:lsma135_65 | 11381572:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 26.05% | 61.52% |
| Max Drawdown | -11.6% | -29.51% |
| Sharpe | 0.76 | 0.59 |
| Sortino | 1.22 | 0.86 |
| Payoff Ratio | 1.24 | 1.23 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | 2.14 | 1.07 |
| CPC Index | 0.88 | 0.7 |
| Tail Ratio | 1.55 | 0.97 |
| Outlier Win Ratio | 43.94 | 3.11 |
| Outlier Loss Ratio | 3.58 | 2.75 |
| Volatility (ann.) | 7.79% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.18 | 2.02 |
| Skew | 1.18 | 0.21 |
| Kurtosis | 38.77 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.8% | 3.76% |
| Expected Yearly % | 12.27% | 27.09% |
| Kelly Criterion | 12.47% | 12.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11381572:BTCUSD | 11381572:btcusd:triple_med_gx:lsma135_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.64 | 0.36 | - |
| 2025 | 17.02 | 10.93 | 0.64 | - |
| Metric | 11381572:btcusd:triple_med_gx:lsma135_65 | 11381572:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.07% | 31.76% |
| 6M | 10.93% | 12.25% |
| YTD | 10.93% | 17.02% |
| 1Y | 26.05% | 57.19% |
| 3Y (ann.) | 25.28% | 59.47% |
| 5Y (ann.) | 25.28% | 59.47% |
| Metric | 11381572:btcusd:triple_med_gx:lsma135_65 | 11381572:BTCUSD |
|---|---|---|
| Max Drawdown | -11.6% | -29.51% |
| Longest DD Days | 53.0 | 144.0 |
| Avg. Drawdown | -2.52% | -4.82% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 2.25 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-17 | -11.60 | 10 |
| 2024-08-26 | 2024-10-18 | -9.33 | 53 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-14 | 2025-03-19 | -2.67 | 5 |
| 2024-07-16 | 2024-08-23 | -2.07 | 38 |
| 2025-04-23 | 2025-06-11 | -1.41 | 48 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| Metric | 11381572:btcusd:triple_med_gx:lsma135_65 | 11381572:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.03% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 8.83% | 37.42% |
| Worst Month | -2.47% | -17.69% |
| Best Year | 13.64% | 38.02% |
| Worst Year | 10.93% | 17.02% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 5.11% | 7.26% |
| Avg. Down Week | -4.62% | -4.3% |
| Avg. Up Month | 5.06% | 9.03% |
| Avg. Down Month | -2.47% | -8.73% |
| Win Days % | 51.53% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |