| Metric | 11388327:btcusd:triple_med_gx:lsma165_90 | 11388327:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.37% | 61.52% |
| Max Drawdown | -14.98% | -29.51% |
| Sharpe | 0.44 | 0.59 |
| Sortino | 0.65 | 0.86 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.82 | 1.07 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.52 | 0.97 |
| Outlier Win Ratio | 47.23 | 2.9 |
| Outlier Loss Ratio | 3.42 | 2.76 |
| Volatility (ann.) | 6.95% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.8 | 2.02 |
| Skew | -0.14 | 0.21 |
| Kurtosis | 37.76 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.9% | 3.76% |
| Expected Yearly % | 6.0% | 27.09% |
| Kelly Criterion | 7.46% | 4.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11388327:BTCUSD | 11388327:btcusd:triple_med_gx:lsma165_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.78 | -0.05 | - |
| 2025 | 17.02 | 14.40 | 0.85 | - |
| Metric | 11388327:btcusd:triple_med_gx:lsma165_90 | 11388327:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.53% | 31.76% |
| 6M | 14.4% | 12.25% |
| YTD | 14.4% | 17.02% |
| 1Y | 12.37% | 57.19% |
| 3Y (ann.) | 12.02% | 59.47% |
| 5Y (ann.) | 12.02% | 59.47% |
| Metric | 11388327:btcusd:triple_med_gx:lsma165_90 | 11388327:BTCUSD |
|---|---|---|
| Max Drawdown | -14.98% | -29.51% |
| Longest DD Days | 249.0 | 144.0 |
| Avg. Drawdown | -2.23% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.83 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-03-24 | -14.98 | 249 |
| 2025-03-24 | 2025-04-23 | -2.22 | 29 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-04-23 | 2025-04-24 | -1.41 | 1 |
| 2025-04-25 | 2025-04-25 | -0.84 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2025-04-26 | 2025-06-11 | -0.24 | 46 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| 2025-04-25 | 2025-04-25 | -0.09 | 0 |
| 2025-04-23 | 2025-04-23 | -0.03 | 0 |
| Metric | 11388327:btcusd:triple_med_gx:lsma165_90 | 11388327:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 6.39% | 37.42% |
| Worst Month | -8.08% | -17.69% |
| Best Year | 14.4% | 38.02% |
| Worst Year | -1.78% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 3.81% | 6.6% |
| Avg. Down Week | -3.83% | -6.41% |
| Avg. Up Month | 4.93% | 9.45% |
| Avg. Down Month | -8.08% | -8.73% |
| Win Days % | 51.85% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |