| Metric | 11386953:btcusd:triple_med_gx:lsma135_85 | 11386953:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 19.14% | 61.52% |
| Max Drawdown | -8.96% | -29.51% |
| Sharpe | 0.72 | 0.59 |
| Sortino | 1.11 | 0.86 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.8 | 0.6 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 54.11 | 2.85 |
| Outlier Loss Ratio | 3.43 | 2.72 |
| Volatility (ann.) | 6.18% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.07 | 2.02 |
| Skew | 0.74 | 0.21 |
| Kurtosis | 46.84 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.36% | 3.76% |
| Expected Yearly % | 9.15% | 27.09% |
| Kelly Criterion | 12.33% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11386953:BTCUSD | 11386953:btcusd:triple_med_gx:lsma135_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.80 | 0.26 | - |
| 2025 | 17.02 | 8.50 | 0.50 | - |
| Metric | 11386953:btcusd:triple_med_gx:lsma135_85 | 11386953:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.09% | 31.76% |
| 6M | 8.5% | 12.25% |
| YTD | 8.5% | 17.02% |
| 1Y | 19.14% | 57.19% |
| 3Y (ann.) | 18.59% | 59.47% |
| 5Y (ann.) | 18.59% | 59.47% |
| Metric | 11386953:btcusd:triple_med_gx:lsma135_85 | 11386953:BTCUSD |
|---|---|---|
| Max Drawdown | -8.96% | -29.51% |
| Longest DD Days | 105.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 2.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-10-29 | -8.96 | 105 |
| 2025-05-22 | 2025-06-11 | -4.10 | 19 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-01-19 | 2025-03-17 | -1.13 | 57 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-10-29 | 2025-01-15 | -0.33 | 78 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11386953:btcusd:triple_med_gx:lsma135_85 | 11386953:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -7.57% | -12.33% |
| Best Month | 6.18% | 37.42% |
| Worst Month | -7.57% | -17.69% |
| Best Year | 9.8% | 38.02% |
| Worst Year | 8.5% | 17.02% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 4.63% | 5.49% |
| Avg. Down Week | -5.32% | -5.24% |
| Avg. Up Month | 5.75% | 7.76% |
| Avg. Down Month | -7.57% | -8.73% |
| Win Days % | 55.13% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |