| Metric | 11382906:btcusd:triple_med_gx:lsma130_70 | 11382906:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 10.06% | 61.52% |
| Max Drawdown | -9.76% | -29.51% |
| Sharpe | 0.39 | 0.59 |
| Sortino | 0.58 | 0.86 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.18 | 1.1 |
| Common Sense Ratio | 2.09 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.78 | 0.97 |
| Outlier Win Ratio | 52.44 | 2.89 |
| Outlier Loss Ratio | 3.47 | 2.75 |
| Volatility (ann.) | 6.53% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.0 | 2.02 |
| Skew | 0.53 | 0.21 |
| Kurtosis | 40.48 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.74% | 3.76% |
| Expected Yearly % | 4.91% | 27.09% |
| Kelly Criterion | 5.89% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11382906:BTCUSD | 11382906:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.92 | 0.26 | - |
| 2025 | 17.02 | 0.13 | 0.01 | - |
| Metric | 11382906:btcusd:triple_med_gx:lsma130_70 | 11382906:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.19% | 31.76% |
| 6M | 0.13% | 12.25% |
| YTD | 0.13% | 17.02% |
| 1Y | 10.06% | 57.19% |
| 3Y (ann.) | 9.78% | 59.47% |
| 5Y (ann.) | 9.78% | 59.47% |
| Metric | 11382906:btcusd:triple_med_gx:lsma130_70 | 11382906:BTCUSD |
|---|---|---|
| Max Drawdown | -9.76% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -4.32% | -4.82% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | 1.03 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-10-20 | -9.76 | 96 |
| 2025-01-17 | 2025-06-11 | -6.06 | 144 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2025-01-08 | 2025-01-17 | -4.44 | 9 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11382906:btcusd:triple_med_gx:lsma130_70 | 11382906:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.5% | -12.33% |
| Best Month | 7.46% | 37.42% |
| Worst Month | -7.67% | -17.69% |
| Best Year | 9.92% | 38.02% |
| Worst Year | 0.13% | 17.02% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 4.64% | 6.83% |
| Avg. Down Week | -3.67% | -4.3% |
| Avg. Up Month | 5.09% | 7.76% |
| Avg. Down Month | -4.47% | -5.41% |
| Win Days % | 52.51% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |