| Metric | 11384214:btcusd:triple_med_gx:lsma130_75 | 11384214:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.72% | 61.52% |
| Max Drawdown | -9.43% | -29.51% |
| Sharpe | 0.81 | 0.59 |
| Sortino | 1.31 | 0.86 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | 5.35 | 1.07 |
| CPC Index | 0.86 | 0.61 |
| Tail Ratio | 3.76 | 0.97 |
| Outlier Win Ratio | 47.75 | 2.94 |
| Outlier Loss Ratio | 3.44 | 2.75 |
| Volatility (ann.) | 6.93% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.54 | 2.02 |
| Skew | 1.59 | 0.21 |
| Kurtosis | 42.87 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.71% | 3.76% |
| Expected Yearly % | 11.68% | 27.09% |
| Kelly Criterion | 14.63% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11384214:BTCUSD | 11384214:btcusd:triple_med_gx:lsma130_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.97 | 0.39 | - |
| 2025 | 17.02 | 8.48 | 0.50 | - |
| Metric | 11384214:btcusd:triple_med_gx:lsma130_75 | 11384214:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.79% | 31.76% |
| 6M | 8.48% | 12.25% |
| YTD | 8.48% | 17.02% |
| 1Y | 24.72% | 57.19% |
| 3Y (ann.) | 23.99% | 59.47% |
| 5Y (ann.) | 23.99% | 59.47% |
| Metric | 11384214:btcusd:triple_med_gx:lsma130_75 | 11384214:BTCUSD |
|---|---|---|
| Max Drawdown | -9.43% | -29.51% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -2.2% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 2.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-10-28 | -9.43 | 63 |
| 2025-01-17 | 2025-03-19 | -4.28 | 61 |
| 2025-05-23 | 2025-06-11 | -3.93 | 19 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-07-16 | 2024-08-23 | -1.72 | 38 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2025-01-15 | 2025-01-15 | -0.52 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11384214:btcusd:triple_med_gx:lsma130_75 | 11384214:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -7.5% | -12.33% |
| Best Month | 7.46% | 37.42% |
| Worst Month | -2.79% | -17.69% |
| Best Year | 14.97% | 38.02% |
| Worst Year | 8.48% | 17.02% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 5.25% | 6.74% |
| Avg. Down Week | -5.11% | -5.24% |
| Avg. Up Month | 5.96% | 7.76% |
| Avg. Down Month | -2.79% | -8.73% |
| Win Days % | 55.68% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |