| Metric | 11381574:btcusd:triple_med_gx:lsma140_65 | 11381574:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 30.61% | 61.52% |
| Max Drawdown | -11.6% | -29.51% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.4 | 0.86 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.44 | 1.1 |
| Common Sense Ratio | 2.53 | 1.07 |
| CPC Index | 0.93 | 0.69 |
| Tail Ratio | 1.76 | 0.97 |
| Outlier Win Ratio | 41.77 | 3.08 |
| Outlier Loss Ratio | 3.56 | 2.75 |
| Volatility (ann.) | 7.78% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.56 | 2.02 |
| Skew | 1.02 | 0.21 |
| Kurtosis | 37.76 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.08% | 3.76% |
| Expected Yearly % | 14.28% | 27.09% |
| Kelly Criterion | 14.63% | 12.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11381574:BTCUSD | 11381574:btcusd:triple_med_gx:lsma140_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.19 | 0.48 | - |
| 2025 | 17.02 | 10.50 | 0.62 | - |
| Metric | 11381574:btcusd:triple_med_gx:lsma140_65 | 11381574:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.9% | 31.76% |
| 6M | 10.5% | 12.25% |
| YTD | 10.5% | 17.02% |
| 1Y | 30.61% | 57.19% |
| 3Y (ann.) | 29.68% | 59.47% |
| 5Y (ann.) | 29.68% | 59.47% |
| Metric | 11381574:btcusd:triple_med_gx:lsma140_65 | 11381574:BTCUSD |
|---|---|---|
| Max Drawdown | -11.6% | -29.51% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -2.5% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.64 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-17 | -11.60 | 10 |
| 2024-08-26 | 2024-09-19 | -8.71 | 24 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2025-01-19 | 2025-03-24 | -4.11 | 64 |
| 2024-07-16 | 2024-08-23 | -2.07 | 38 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2025-04-23 | 2025-06-11 | -1.41 | 48 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 11381574:btcusd:triple_med_gx:lsma140_65 | 11381574: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 | 7.7% | 37.42% |
| Worst Month | -0.67% | -17.69% |
| Best Year | 18.19% | 38.02% |
| Worst Year | 10.5% | 17.02% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 5.99% | 8.08% |
| Avg. Down Week | -4.19% | -4.3% |
| Avg. Up Month | 5.23% | 9.03% |
| Avg. Down Month | -0.67% | -8.73% |
| Win Days % | 52.97% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |