| Metric | 11395605:btcusd:triple_med_gx:lsma185_115 | 11395605:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 13.61% | 61.16% |
| Max Drawdown | -22.68% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.49 | 0.85 |
| Payoff Ratio | 1.01 | 0.94 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 2.08 | 1.07 |
| CPC Index | 0.61 | 0.53 |
| Tail Ratio | 1.79 | 0.98 |
| Outlier Win Ratio | 34.54 | 3.12 |
| Outlier Loss Ratio | 3.17 | 3.12 |
| Volatility (ann.) | 11.48% | 25.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.58 | 2.0 |
| Skew | 0.95 | 0.21 |
| Kurtosis | 94.73 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.99% | 3.74% |
| Expected Yearly % | 6.59% | 26.95% |
| Kelly Criterion | 4.48% | 0.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.13% |
| Expected Shortfall (cVaR) | -0.98% | -2.13% |
| Year | 11395605:BTCUSD | 11395605:btcusd:triple_med_gx:lsma185_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.12 | 0.00 | - |
| 2025 | 16.76 | 13.47 | 0.80 | - |
| Metric | 11395605:btcusd:triple_med_gx:lsma185_115 | 11395605:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.63% | 31.46% |
| 6M | 13.47% | 12.77% |
| YTD | 13.47% | 16.76% |
| 1Y | 17.44% | 56.84% |
| 3Y (ann.) | 13.22% | 59.12% |
| 5Y (ann.) | 13.22% | 59.12% |
| Metric | 11395605:btcusd:triple_med_gx:lsma185_115 | 11395605:BTCUSD |
|---|---|---|
| Max Drawdown | -22.68% | -29.51% |
| Longest DD Days | 159.0 | 144.0 |
| Avg. Drawdown | -5.74% | -4.82% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.6 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-11 | -22.68 | 159 |
| 2025-03-27 | 2025-05-07 | -8.15 | 41 |
| 2024-11-29 | 2025-01-27 | -3.12 | 59 |
| 2025-05-09 | 2025-05-18 | -2.06 | 9 |
| 2025-02-05 | 2025-02-06 | -1.74 | 1 |
| 2025-01-28 | 2025-01-29 | -1.62 | 1 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| Metric | 11395605:btcusd:triple_med_gx:lsma185_115 | 11395605:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.13% | 18.93% |
| Worst Week | -8.91% | -12.33% |
| Best Month | 21.26% | 37.42% |
| Worst Month | -12.91% | -17.69% |
| Best Year | 13.47% | 38.02% |
| Worst Year | 0.12% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.91% | -0.99% |
| Avg. Up Week | 7.39% | 10.26% |
| Avg. Down Week | -3.61% | -4.28% |
| Avg. Up Month | 8.38% | 15.94% |
| Avg. Down Month | -5.57% | -5.35% |
| Win Days % | 51.93% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |