| Metric | 11382871:btcusd:triple_med_gx:lsma125_70 | 11382871:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 7.93% | 61.52% |
| Max Drawdown | -10.54% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.48 | 0.86 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 0.65 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 0.57 | 0.97 |
| Outlier Win Ratio | 54.52 | 2.9 |
| Outlier Loss Ratio | 3.62 | 2.75 |
| Volatility (ann.) | 6.73% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.73 | 2.02 |
| Skew | 1.47 | 0.21 |
| Kurtosis | 45.88 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.76% |
| Expected Yearly % | 3.89% | 27.09% |
| Kelly Criterion | 4.01% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11382871:BTCUSD | 11382871:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.22 | 0.19 | - |
| 2025 | 17.02 | 0.66 | 0.04 | - |
| Metric | 11382871:btcusd:triple_med_gx:lsma125_70 | 11382871:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.48% | 31.76% |
| 6M | 0.66% | 12.25% |
| YTD | 0.66% | 17.02% |
| 1Y | 7.93% | 57.19% |
| 3Y (ann.) | 7.71% | 59.47% |
| 5Y (ann.) | 7.71% | 59.47% |
| Metric | 11382871:btcusd:triple_med_gx:lsma125_70 | 11382871:BTCUSD |
|---|---|---|
| Max Drawdown | -10.54% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.85% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-17 | -10.54 | 144 |
| 2025-03-15 | 2025-06-11 | -6.42 | 87 |
| 2024-07-16 | 2024-08-23 | -3.96 | 38 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2025-01-17 | 2025-03-15 | -0.42 | 56 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11382871:btcusd:triple_med_gx:lsma125_70 | 11382871:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 6.72% | 37.42% |
| Worst Month | -4.73% | -17.69% |
| Best Year | 7.22% | 38.02% |
| Worst Year | 0.66% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 3.34% | 7.64% |
| Avg. Down Week | -3.88% | -4.3% |
| Avg. Up Month | 3.22% | 9.03% |
| Avg. Down Month | -3.94% | -5.41% |
| Win Days % | 49.13% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 56.25% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |