| Metric | 11382874:btcusd:triple_med_gx:lsma140_70 | 11382874:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 16.92% | 61.52% |
| Max Drawdown | -9.41% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.85 | 0.86 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 2.12 | 1.07 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.68 | 0.97 |
| Outlier Win Ratio | 45.45 | 2.94 |
| Outlier Loss Ratio | 3.44 | 2.77 |
| Volatility (ann.) | 7.21% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.75 | 2.02 |
| Skew | 0.5 | 0.21 |
| Kurtosis | 40.27 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.21% | 3.76% |
| Expected Yearly % | 8.13% | 27.09% |
| Kelly Criterion | 9.55% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11382874:BTCUSD | 11382874:btcusd:triple_med_gx:lsma140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.93 | 0.45 | - |
| 2025 | 17.02 | -0.02 | -0.00 | - |
| Metric | 11382874:btcusd:triple_med_gx:lsma140_70 | 11382874:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.36% | 31.76% |
| 6M | -0.02% | 12.25% |
| YTD | -0.02% | 17.02% |
| 1Y | 16.92% | 57.19% |
| 3Y (ann.) | 16.43% | 59.47% |
| 5Y (ann.) | 16.43% | 59.47% |
| Metric | 11382874:btcusd:triple_med_gx:lsma140_70 | 11382874:BTCUSD |
|---|---|---|
| Max Drawdown | -9.41% | -29.51% |
| Longest DD Days | 143.0 | 144.0 |
| Avg. Drawdown | -2.98% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 1.8 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-10-18 | -9.41 | 53 |
| 2025-01-19 | 2025-06-11 | -7.98 | 143 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2024-10-29 | 2025-01-17 | -4.31 | 79 |
| 2024-07-16 | 2024-08-23 | -2.53 | 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 | 11382874:btcusd:triple_med_gx:lsma140_70 | 11382874:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -7.48% | -12.33% |
| Best Month | 7.07% | 37.42% |
| Worst Month | -3.53% | -17.69% |
| Best Year | 16.93% | 38.02% |
| Worst Year | -0.02% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 4.83% | 7.08% |
| Avg. Down Week | -3.59% | -4.3% |
| Avg. Up Month | 5.05% | 7.76% |
| Avg. Down Month | -1.91% | -5.41% |
| Win Days % | 53.09% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |