| Metric | 11386923:btcusd:triple_med_gx:lsma160_85 | 11386923:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 14.26% | 61.52% |
| Max Drawdown | -12.95% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.68 | 0.86 |
| Payoff Ratio | 1.03 | 1.05 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 3.91 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 3.2 | 0.97 |
| Outlier Win Ratio | 45.13 | 2.89 |
| Outlier Loss Ratio | 3.1 | 2.75 |
| Volatility (ann.) | 7.68% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.07 | 2.02 |
| Skew | 0.52 | 0.21 |
| Kurtosis | 64.12 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.03% | 3.76% |
| Expected Yearly % | 6.89% | 27.09% |
| Kelly Criterion | 7.52% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11386923:BTCUSD | 11386923:btcusd:triple_med_gx:lsma160_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.50 | 0.04 | - |
| 2025 | 17.02 | 12.56 | 0.74 | - |
| Metric | 11386923:btcusd:triple_med_gx:lsma160_85 | 11386923:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.35% | 31.76% |
| 6M | 12.56% | 12.25% |
| YTD | 12.56% | 17.02% |
| 1Y | 14.26% | 57.19% |
| 3Y (ann.) | 13.85% | 59.47% |
| 5Y (ann.) | 13.85% | 59.47% |
| Metric | 11386923:btcusd:triple_med_gx:lsma160_85 | 11386923:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -3.95% | -4.82% |
| Avg. Drawdown Days | 47.0 | 14.0 |
| Recovery Factor | 1.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-18 | -12.95 | 185 |
| 2025-01-20 | 2025-03-24 | -6.37 | 62 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11386923:btcusd:triple_med_gx:lsma160_85 | 11386923:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 6.84% | 37.42% |
| Worst Month | -8.32% | -17.69% |
| Best Year | 12.56% | 38.02% |
| Worst Year | 1.5% | 17.02% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.81% | -0.8% |
| Avg. Up Week | 3.78% | 6.64% |
| Avg. Down Week | -3.75% | -6.41% |
| Avg. Up Month | 3.67% | 9.03% |
| Avg. Down Month | -8.32% | -8.73% |
| Win Days % | 53.04% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |