| Metric | 11388355:btcusd:triple_med_gx:lsma140_90 | 11388355:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 14.92% | 61.52% |
| Max Drawdown | -9.7% | -29.51% |
| Sharpe | 0.58 | 0.59 |
| Sortino | 0.85 | 0.86 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.74 | 0.58 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 60.22 | 2.85 |
| Outlier Loss Ratio | 3.28 | 2.72 |
| Volatility (ann.) | 6.12% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.49 | 2.02 |
| Skew | -0.5 | 0.21 |
| Kurtosis | 56.08 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.08% | 3.76% |
| Expected Yearly % | 7.2% | 27.09% |
| Kelly Criterion | 11.33% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11388355:BTCUSD | 11388355:btcusd:triple_med_gx:lsma140_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.19 | 0.16 | - |
| 2025 | 17.02 | 8.22 | 0.48 | - |
| Metric | 11388355:btcusd:triple_med_gx:lsma140_90 | 11388355:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.73% | 31.76% |
| 6M | 8.22% | 12.25% |
| YTD | 8.22% | 17.02% |
| 1Y | 14.92% | 57.19% |
| 3Y (ann.) | 14.5% | 59.47% |
| 5Y (ann.) | 14.5% | 59.47% |
| Metric | 11388355:btcusd:triple_med_gx:lsma140_90 | 11388355:BTCUSD |
|---|---|---|
| Max Drawdown | -9.7% | -29.51% |
| Longest DD Days | 105.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 1.54 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-10-29 | -9.70 | 105 |
| 2025-01-19 | 2025-03-24 | -6.89 | 64 |
| 2025-03-24 | 2025-06-11 | -1.44 | 78 |
| 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 |
| 2024-10-29 | 2025-01-15 | -0.33 | 77 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11388355:btcusd:triple_med_gx:lsma140_90 | 11388355:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -7.44% | -12.33% |
| Best Month | 7.39% | 37.42% |
| Worst Month | -7.44% | -17.69% |
| Best Year | 8.22% | 38.02% |
| Worst Year | 6.19% | 17.02% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 4.54% | 6.39% |
| Avg. Down Week | -4.48% | -5.24% |
| Avg. Up Month | 4.62% | 7.76% |
| Avg. Down Month | -7.44% | -8.73% |
| Win Days % | 55.32% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |