| Metric | 11382802:btcusd:triple_med_gx:lsma115_70 | 11382802:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 13.29% | 75.42% |
| Max Drawdown | -12.58% | -29.51% |
| Sharpe | 0.46 | 0.63 |
| Sortino | 0.75 | 0.92 |
| Payoff Ratio | 1.36 | 1.37 |
| Profit Factor | 1.25 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.78 | 0.78 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 59.72 | 2.95 |
| Outlier Loss Ratio | 3.82 | 2.76 |
| Volatility (ann.) | 6.45% | 24.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.93 | 2.19 |
| Skew | 1.99 | 0.2 |
| Kurtosis | 52.48 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.9% | 4.1% |
| Expected Yearly % | 6.44% | 32.45% |
| Kelly Criterion | 5.78% | 16.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.07% |
| Expected Shortfall (cVaR) | -0.55% | -2.07% |
| Year | 11382802:BTCUSD | 11382802:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.89 | 0.23 | - |
| 2025 | 27.10 | 4.04 | 0.15 | - |
| Metric | 11382802:btcusd:triple_med_gx:lsma115_70 | 11382802:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.56% | 41.88% |
| 6M | 6.65% | 22.91% |
| YTD | 4.04% | 27.1% |
| 1Y | 9.98% | 82.29% |
| 3Y (ann.) | 11.72% | 64.73% |
| 5Y (ann.) | 11.72% | 64.73% |
| Metric | 11382802:btcusd:triple_med_gx:lsma115_70 | 11382802:BTCUSD |
|---|---|---|
| Max Drawdown | -12.58% | -29.51% |
| Longest DD Days | 214.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.71% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 1.06 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-22 | -12.58 | 214 |
| 2025-05-19 | 2025-07-17 | -3.40 | 59 |
| 2024-08-26 | 2024-09-18 | -2.78 | 23 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-08-21 | -0.95 | 37 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2025-04-23 | 2025-05-18 | -0.31 | 25 |
| Metric | 11382802:btcusd:triple_med_gx:lsma115_70 | 11382802:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -4.73% | -12.33% |
| Best Month | 11.38% | 37.42% |
| Worst Month | -4.81% | -17.69% |
| Best Year | 8.89% | 38.02% |
| Worst Year | 4.04% | 27.1% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.67% | -0.66% |
| Avg. Up Week | 4.95% | 8.63% |
| Avg. Down Week | -2.13% | -4.3% |
| Avg. Up Month | 4.38% | 8.57% |
| Avg. Down Month | -4.81% | -2.09% |
| Win Days % | 45.62% | 51.89% |
| Win Month % | 62.5% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |