| Metric | 11384180:btcusd:triple_med_gx:lsma135_75 | 11384180:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 35.0% | 61.52% |
| Max Drawdown | -8.71% | -29.51% |
| Sharpe | 1.07 | 0.59 |
| Sortino | 1.82 | 0.86 |
| Payoff Ratio | 1.19 | 1.21 |
| Profit Factor | 1.61 | 1.1 |
| Common Sense Ratio | 35.54 | 1.07 |
| CPC Index | 1.08 | 0.69 |
| Tail Ratio | 22.06 | 0.97 |
| Outlier Win Ratio | 45.95 | 2.98 |
| Outlier Loss Ratio | 3.57 | 2.74 |
| Volatility (ann.) | 7.07% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 3.9 | 2.02 |
| Skew | 2.1 | 0.21 |
| Kurtosis | 42.82 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.34% | 3.76% |
| Expected Yearly % | 16.19% | 27.09% |
| Kelly Criterion | 19.57% | 12.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11384180:BTCUSD | 11384180:btcusd:triple_med_gx:lsma135_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.49 | 0.41 | - |
| 2025 | 17.02 | 16.90 | 0.99 | - |
| Metric | 11384180:btcusd:triple_med_gx:lsma135_75 | 11384180:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.8% | 31.76% |
| 6M | 16.9% | 12.25% |
| YTD | 16.9% | 17.02% |
| 1Y | 35.0% | 57.19% |
| 3Y (ann.) | 33.92% | 59.47% |
| 5Y (ann.) | 33.92% | 59.47% |
| Metric | 11384180:btcusd:triple_med_gx:lsma135_75 | 11384180:BTCUSD |
|---|---|---|
| Max Drawdown | -8.71% | -29.51% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.68% | -4.82% |
| Avg. Drawdown Days | 9.0 | 14.0 |
| Recovery Factor | 4.02 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-10-28 | -8.71 | 63 |
| 2025-03-15 | 2025-03-19 | -3.71 | 4 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-05-23 | 2025-06-11 | -2.37 | 19 |
| 2024-07-16 | 2024-08-23 | -1.85 | 38 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| Metric | 11384180:btcusd:triple_med_gx:lsma135_75 | 11384180: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 | 8.44% | 37.42% |
| Worst Month | -2.01% | -17.69% |
| Best Year | 16.9% | 38.02% |
| Worst Year | 15.49% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.7% | -0.7% |
| Avg. Up Week | 4.94% | 6.67% |
| Avg. Down Week | -5.11% | -5.24% |
| Avg. Up Month | 6.09% | 9.03% |
| Avg. Down Month | -2.01% | -8.73% |
| Win Days % | 56.32% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 64.29% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |