| Metric | 11384109:btcusd:triple_med_gx:lsma115_75 | 11384109:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 25.82% | 61.52% |
| Max Drawdown | -8.17% | -29.51% |
| Sharpe | 0.88 | 0.59 |
| Sortino | 1.57 | 0.86 |
| Payoff Ratio | 1.39 | 1.38 |
| Profit Factor | 1.56 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.11 | 0.79 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 56.62 | 2.98 |
| Outlier Loss Ratio | 3.79 | 2.71 |
| Volatility (ann.) | 6.56% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.06 | 2.02 |
| Skew | 3.01 | 0.21 |
| Kurtosis | 50.58 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.78% | 3.76% |
| Expected Yearly % | 12.17% | 27.09% |
| Kelly Criterion | 16.43% | 17.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11384109:BTCUSD | 11384109:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.31 | 0.24 | - |
| 2025 | 17.02 | 15.10 | 0.89 | - |
| Metric | 11384109:btcusd:triple_med_gx:lsma115_75 | 11384109:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.88% | 31.76% |
| 6M | 15.1% | 12.25% |
| YTD | 15.1% | 17.02% |
| 1Y | 25.82% | 57.19% |
| 3Y (ann.) | 25.05% | 59.47% |
| 5Y (ann.) | 25.05% | 59.47% |
| Metric | 11384109:btcusd:triple_med_gx:lsma115_75 | 11384109:BTCUSD |
|---|---|---|
| Max Drawdown | -8.17% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -2.1% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 3.16 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-01-15 | -8.17 | 117 |
| 2025-01-16 | 2025-03-19 | -4.62 | 62 |
| 2025-03-20 | 2025-04-21 | -4.38 | 32 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-05-23 | 2025-06-11 | -1.79 | 19 |
| 2024-08-26 | 2024-09-18 | -1.60 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-08-22 | -0.95 | 38 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| Metric | 11384109:btcusd:triple_med_gx:lsma115_75 | 11384109:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -2.71% | -12.33% |
| Best Month | 10.88% | 37.42% |
| Worst Month | -2.71% | -17.69% |
| Best Year | 15.1% | 38.02% |
| Worst Year | 9.31% | 17.02% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.66% | -0.67% |
| Avg. Up Week | 4.78% | 8.63% |
| Avg. Down Week | -1.62% | -5.24% |
| Avg. Up Month | 5.69% | 8.57% |
| Avg. Down Month | -0.42% | -2.09% |
| Win Days % | 51.41% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |