| Metric | 11388359:btcusd:triple_med_gx:lsma170_90 | 11388359:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 8.16% | 75.42% |
| Max Drawdown | -13.61% | -29.51% |
| Sharpe | 0.27 | 0.63 |
| Sortino | 0.39 | 0.92 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.59 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.41 | 0.96 |
| Outlier Win Ratio | 47.6 | 2.94 |
| Outlier Loss Ratio | 3.29 | 2.86 |
| Volatility (ann.) | 7.47% | 24.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.53 | 2.19 |
| Skew | 0.24 | 0.2 |
| Kurtosis | 67.77 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.56% | 4.1% |
| Expected Yearly % | 4.0% | 32.45% |
| Kelly Criterion | 4.25% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11388359:BTCUSD | 11388359:btcusd:triple_med_gx:lsma170_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.74 | -0.05 | - |
| 2025 | 27.10 | 10.07 | 0.37 | - |
| Metric | 11388359:btcusd:triple_med_gx:lsma170_90 | 11388359:BTCUSD |
|---|---|---|
| MTD | 0.01% | 10.71% |
| 3M | -0.43% | 41.88% |
| 6M | 10.07% | 22.91% |
| YTD | 10.07% | 27.1% |
| 1Y | 1.23% | 82.29% |
| 3Y (ann.) | 7.21% | 64.73% |
| 5Y (ann.) | 7.21% | 64.73% |
| Metric | 11388359:btcusd:triple_med_gx:lsma170_90 | 11388359:BTCUSD |
|---|---|---|
| Max Drawdown | -13.61% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -4.35% | -4.71% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.6 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-20 | -13.61 | 187 |
| 2025-01-20 | 2025-03-24 | -7.01 | 62 |
| 2025-03-24 | 2025-07-17 | -2.97 | 114 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11388359:btcusd:triple_med_gx:lsma170_90 | 11388359:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.72% | -12.33% |
| Best Month | 6.0% | 37.42% |
| Worst Month | -7.94% | -17.69% |
| Best Year | 10.07% | 38.02% |
| Worst Year | -1.74% | 27.1% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 2.78% | 5.92% |
| Avg. Down Week | -3.53% | -6.41% |
| Avg. Up Month | 3.68% | 8.6% |
| Avg. Down Month | -7.94% | -8.73% |
| Win Days % | 51.22% | 51.89% |
| Win Month % | 55.56% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |