| Metric | 11382837:btcusd:triple_med_gx:lsma125_70 | 11382837:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 22.35% | 75.42% |
| Max Drawdown | -9.27% | -29.51% |
| Sharpe | 0.69 | 0.63 |
| Sortino | 1.12 | 0.92 |
| Payoff Ratio | 1.27 | 1.26 |
| Profit Factor | 1.38 | 1.11 |
| Common Sense Ratio | 2.06 | 1.06 |
| CPC Index | 0.91 | 0.72 |
| Tail Ratio | 1.49 | 0.96 |
| Outlier Win Ratio | 52.55 | 3.01 |
| Outlier Loss Ratio | 3.66 | 2.79 |
| Volatility (ann.) | 6.83% | 24.55% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.12 | 2.19 |
| Skew | 1.58 | 0.2 |
| Kurtosis | 51.3 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.45% | 4.1% |
| Expected Yearly % | 10.61% | 32.45% |
| Kelly Criterion | 13.64% | 13.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.07% |
| Expected Shortfall (cVaR) | -0.58% | -2.07% |
| Year | 11382837:BTCUSD | 11382837:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.95 | 0.24 | - |
| 2025 | 27.10 | 12.29 | 0.45 | - |
| Metric | 11382837:btcusd:triple_med_gx:lsma125_70 | 11382837:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.46% | 41.88% |
| 6M | 14.35% | 22.91% |
| YTD | 12.29% | 27.1% |
| 1Y | 16.91% | 82.29% |
| 3Y (ann.) | 19.62% | 64.73% |
| 5Y (ann.) | 19.62% | 64.73% |
| Metric | 11382837:btcusd:triple_med_gx:lsma125_70 | 11382837:BTCUSD |
|---|---|---|
| Max Drawdown | -9.27% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -2.03% | -4.71% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.41 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-01-15 | -9.27 | 86 |
| 2024-08-26 | 2024-09-20 | -7.82 | 25 |
| 2025-03-15 | 2025-04-22 | -6.16 | 37 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11382837:btcusd:triple_med_gx:lsma125_70 | 11382837:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 10.77% | 18.93% |
| Worst Week | -7.42% | -12.33% |
| Best Month | 11.3% | 37.42% |
| Worst Month | -4.62% | -17.69% |
| Best Year | 12.29% | 38.02% |
| Worst Year | 8.95% | 27.1% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.65% | -0.67% |
| Avg. Up Week | 4.19% | 7.01% |
| Avg. Down Week | -3.58% | -4.3% |
| Avg. Up Month | 5.85% | 9.03% |
| Avg. Down Month | -3.89% | -5.41% |
| Win Days % | 51.67% | 51.89% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 66.67% | 58.33% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |