| Metric | 11382806:btcusd:triple_med_gx:lsma135_70 | 11382806:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 23.97% | 75.42% |
| Max Drawdown | -11.61% | -29.51% |
| Sharpe | 0.72 | 0.63 |
| Sortino | 1.18 | 0.92 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.38 | 1.11 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.89 | 0.73 |
| Tail Ratio | 1.1 | 0.96 |
| Outlier Win Ratio | 48.51 | 3.01 |
| Outlier Loss Ratio | 3.86 | 2.79 |
| Volatility (ann.) | 6.91% | 24.55% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.81 | 2.19 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 45.37 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.55% | 4.1% |
| Expected Yearly % | 11.34% | 32.45% |
| Kelly Criterion | 11.44% | 14.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.07% |
| Expected Shortfall (cVaR) | -0.58% | -2.07% |
| Year | 11382806:BTCUSD | 11382806:btcusd:triple_med_gx:lsma135_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.09 | 0.27 | - |
| 2025 | 27.10 | 12.60 | 0.47 | - |
| Metric | 11382806:btcusd:triple_med_gx:lsma135_70 | 11382806:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.34% | 41.88% |
| 6M | 15.43% | 22.91% |
| YTD | 12.6% | 27.1% |
| 1Y | 16.1% | 82.29% |
| 3Y (ann.) | 21.02% | 64.73% |
| 5Y (ann.) | 21.02% | 64.73% |
| Metric | 11382806:btcusd:triple_med_gx:lsma135_70 | 11382806:BTCUSD |
|---|---|---|
| Max Drawdown | -11.61% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.02% | -4.71% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 2.06 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-17 | -11.61 | 144 |
| 2025-01-17 | 2025-04-21 | -5.50 | 93 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-04-23 | 2025-07-17 | -1.41 | 84 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11382806:btcusd:triple_med_gx:lsma135_70 | 11382806:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 10.43% | 18.93% |
| Worst Week | -6.64% | -12.33% |
| Best Month | 8.76% | 37.42% |
| Worst Month | -1.59% | -17.69% |
| Best Year | 12.6% | 38.02% |
| Worst Year | 10.09% | 27.1% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.64% | -0.65% |
| Avg. Up Week | 4.82% | 6.68% |
| Avg. Down Week | -3.69% | -4.3% |
| Avg. Up Month | 4.85% | 7.34% |
| Avg. Down Month | -0.98% | -5.41% |
| Win Days % | 50.25% | 51.89% |
| Win Month % | 62.5% | 64.29% |
| Win Week % | 56.25% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |