| Metric | 11382873:btcusd:triple_med_gx:lsma135_70 | 11382873:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 25.03% | 61.52% |
| Max Drawdown | -9.43% | -29.51% |
| Sharpe | 0.8 | 0.59 |
| Sortino | 1.31 | 0.86 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.41 | 1.1 |
| Common Sense Ratio | 4.31 | 1.07 |
| CPC Index | 0.89 | 0.65 |
| Tail Ratio | 3.05 | 0.97 |
| Outlier Win Ratio | 46.72 | 2.98 |
| Outlier Loss Ratio | 3.55 | 2.75 |
| Volatility (ann.) | 7.05% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.57 | 2.02 |
| Skew | 1.67 | 0.21 |
| Kurtosis | 40.88 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.73% | 3.76% |
| Expected Yearly % | 11.82% | 27.09% |
| Kelly Criterion | 14.76% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11382873:BTCUSD | 11382873:btcusd:triple_med_gx:lsma135_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.37 | 0.35 | - |
| 2025 | 17.02 | 10.28 | 0.60 | - |
| Metric | 11382873:btcusd:triple_med_gx:lsma135_70 | 11382873:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.93% | 31.76% |
| 6M | 10.28% | 12.25% |
| YTD | 10.28% | 17.02% |
| 1Y | 25.03% | 57.19% |
| 3Y (ann.) | 24.28% | 59.47% |
| 5Y (ann.) | 24.28% | 59.47% |
| Metric | 11382873:btcusd:triple_med_gx:lsma135_70 | 11382873:BTCUSD |
|---|---|---|
| Max Drawdown | -9.43% | -29.51% |
| Longest DD Days | 53.0 | 144.0 |
| Avg. Drawdown | -2.23% | -4.82% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 2.65 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-10-18 | -9.43 | 53 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2025-03-15 | 2025-03-24 | -4.71 | 8 |
| 2025-01-07 | 2025-01-17 | -4.17 | 9 |
| 2024-07-16 | 2024-08-23 | -3.74 | 38 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 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 | 11382873:btcusd:triple_med_gx:lsma135_70 | 11382873:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.7% | 18.93% |
| Worst Week | -7.5% | -12.33% |
| Best Month | 6.96% | 37.42% |
| Worst Month | -3.55% | -17.69% |
| Best Year | 13.37% | 38.02% |
| Worst Year | 10.28% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 4.23% | 6.95% |
| Avg. Down Week | -3.6% | -4.3% |
| Avg. Up Month | 5.16% | 9.03% |
| Avg. Down Month | -3.55% | -8.73% |
| Win Days % | 54.1% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |