| Metric | 11388360:btcusd:triple_med_gx:lsma165_90 | 11388360:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 13.33% | 75.42% |
| Max Drawdown | -12.99% | -29.51% |
| Sharpe | 0.41 | 0.63 |
| Sortino | 0.6 | 0.92 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.73 | 1.06 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.45 | 0.96 |
| Outlier Win Ratio | 46.59 | 2.99 |
| Outlier Loss Ratio | 3.26 | 2.83 |
| Volatility (ann.) | 7.55% | 24.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.9 | 2.19 |
| Skew | 0.68 | 0.2 |
| Kurtosis | 63.95 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.9% | 4.1% |
| Expected Yearly % | 6.46% | 32.45% |
| Kelly Criterion | 6.5% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11388360:BTCUSD | 11388360:btcusd:triple_med_gx:lsma165_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.89 | -0.02 | - |
| 2025 | 27.10 | 14.34 | 0.53 | - |
| Metric | 11388360:btcusd:triple_med_gx:lsma165_90 | 11388360:BTCUSD |
|---|---|---|
| MTD | 1.07% | 10.71% |
| 3M | 2.37% | 41.88% |
| 6M | 14.34% | 22.91% |
| YTD | 14.34% | 27.1% |
| 1Y | 6.07% | 82.29% |
| 3Y (ann.) | 11.75% | 64.73% |
| 5Y (ann.) | 11.75% | 64.73% |
| Metric | 11388360:btcusd:triple_med_gx:lsma165_90 | 11388360:BTCUSD |
|---|---|---|
| Max Drawdown | -12.99% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -2.47% | -4.71% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.03 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-20 | -12.99 | 187 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-04-25 | -2.22 | 31 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-04-26 | 2025-07-02 | -0.93 | 67 |
| 2025-07-04 | 2025-07-17 | -0.71 | 13 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11388360:btcusd:triple_med_gx:lsma165_90 | 11388360:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.72% | -12.33% |
| Best Month | 8.31% | 37.42% |
| Worst Month | -7.94% | -17.69% |
| Best Year | 14.34% | 38.02% |
| Worst Year | -0.89% | 27.1% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 3.2% | 5.99% |
| Avg. Down Week | -3.7% | -6.41% |
| Avg. Up Month | 4.13% | 9.7% |
| Avg. Down Month | -7.94% | -8.73% |
| Win Days % | 51.0% | 51.89% |
| Win Month % | 66.67% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |