| Metric | 11382063:btcusd:triple_med_gx:lsma125_70 | 11382063:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 15.57% | 61.52% |
| Max Drawdown | -14.62% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.64 | 0.86 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 2.93 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 2.46 | 0.97 |
| Outlier Win Ratio | 38.85 | 3.17 |
| Outlier Loss Ratio | 3.5 | 2.99 |
| Volatility (ann.) | 8.71% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.03 | 2.02 |
| Skew | -0.38 | 0.21 |
| Kurtosis | 32.13 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.12% | 3.76% |
| Expected Yearly % | 7.5% | 27.09% |
| Kelly Criterion | 5.06% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11382063:BTCUSD | 11382063:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.25 | 0.51 | - |
| 2025 | 17.02 | -3.09 | -0.18 | - |
| Metric | 11382063:btcusd:triple_med_gx:lsma125_70 | 11382063:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.88% | 31.76% |
| 6M | -3.05% | 12.25% |
| YTD | -3.09% | 17.02% |
| 1Y | 15.57% | 57.19% |
| 3Y (ann.) | 15.12% | 59.47% |
| 5Y (ann.) | 15.12% | 59.47% |
| Metric | 11382063:btcusd:triple_med_gx:lsma125_70 | 11382063:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.41% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.06 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-06-11 | -14.62 | 144 |
| 2024-07-29 | 2024-08-23 | -6.50 | 25 |
| 2024-12-21 | 2025-01-14 | -5.38 | 24 |
| 2024-09-29 | 2024-11-19 | -4.59 | 50 |
| 2024-11-23 | 2024-12-21 | -3.11 | 28 |
| 2024-07-24 | 2024-07-25 | -2.15 | 1 |
| 2024-08-30 | 2024-09-26 | -2.05 | 27 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11382063:btcusd:triple_med_gx:lsma125_70 | 11382063:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.94% | 18.93% |
| Worst Week | -6.97% | -12.33% |
| Best Month | 12.06% | 37.42% |
| Worst Month | -6.97% | -17.69% |
| Best Year | 19.25% | 38.02% |
| Worst Year | -3.09% | 17.02% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.86% | 8.78% |
| Avg. Down Week | -2.34% | -5.82% |
| Avg. Up Month | 6.26% | 16.08% |
| Avg. Down Month | -5.72% | -9.89% |
| Win Days % | 51.5% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 53.57% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |