| Metric | 11389525:btcusd:triple_med_gx:lsma120_95 | 11389525:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 24.86% | 61.52% |
| Max Drawdown | -13.81% | -29.51% |
| Sharpe | 0.65 | 0.59 |
| Sortino | 1.05 | 0.86 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.36 | 1.1 |
| Common Sense Ratio | 3.45 | 1.07 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | 2.53 | 0.97 |
| Outlier Win Ratio | 42.41 | 3.01 |
| Outlier Loss Ratio | 2.9 | 2.83 |
| Volatility (ann.) | 8.97% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.75 | 2.02 |
| Skew | 2.08 | 0.21 |
| Kurtosis | 53.35 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.72% | 3.76% |
| Expected Yearly % | 11.74% | 27.09% |
| Kelly Criterion | 9.44% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11389525:BTCUSD | 11389525:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.61 | 0.23 | - |
| 2025 | 17.02 | 14.96 | 0.88 | - |
| Metric | 11389525:btcusd:triple_med_gx:lsma120_95 | 11389525:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.64% | 31.76% |
| 6M | 6.01% | 12.25% |
| YTD | 14.96% | 17.02% |
| 1Y | 23.31% | 57.19% |
| 3Y (ann.) | 24.12% | 59.47% |
| 5Y (ann.) | 24.12% | 59.47% |
| Metric | 11389525:btcusd:triple_med_gx:lsma120_95 | 11389525:BTCUSD |
|---|---|---|
| Max Drawdown | -13.81% | -29.51% |
| Longest DD Days | 104.0 | 144.0 |
| Avg. Drawdown | -2.69% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 1.8 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-01 | -13.81 | 104 |
| 2024-09-20 | 2024-11-11 | -3.57 | 52 |
| 2025-05-10 | 2025-06-11 | -2.64 | 31 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-19 | -1.92 | 27 |
| 2025-04-02 | 2025-04-21 | -1.46 | 19 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-03 | 2024-08-21 | -0.83 | 78 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | 11389525:btcusd:triple_med_gx:lsma120_95 | 11389525:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.46% | 18.93% |
| Worst Week | -8.05% | -12.33% |
| Best Month | 14.46% | 37.42% |
| Worst Month | -7.78% | -17.69% |
| Best Year | 14.96% | 38.02% |
| Worst Year | 8.61% | 17.02% |
| Avg. Up Day | 1.06% | 1.09% |
| Avg. Down Day | -0.95% | -0.99% |
| Avg. Up Week | 4.84% | 8.13% |
| Avg. Down Week | -2.39% | -3.21% |
| Avg. Up Month | 6.99% | 17.15% |
| Avg. Down Month | -7.78% | -3.23% |
| Win Days % | 52.17% | 51.9% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 52.38% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |