| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 33.72% | 39.08% |
| Max Drawdown | -9.52% | -28.17% |
| Sharpe | 1.41 | 0.72 |
| Sortino | 2.32 | 1.1 |
| Payoff Ratio | 1.27 | 1.06 |
| Profit Factor | 1.9 | 1.11 |
| Common Sense Ratio | inf | 1.21 |
| CPC Index | 1.44 | 0.6 |
| Tail Ratio | inf | 1.09 |
| Outlier Win Ratio | 41.41 | 2.99 |
| Outlier Loss Ratio | 2.89 | 2.51 |
| Volatility (ann.) | 14.92% | 45.46% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.31 | 0.9 |
| Skew | 1.01 | 0.45 |
| Kurtosis | 31.06 | 2.83 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.63% | 1.85% |
| Expected Yearly % | 15.64% | 17.93% |
| Kelly Criterion | 28.39% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.82% |
| Expected Shortfall (cVaR) | -1.23% | -3.82% |
| Year | 12418133:BTCUSD | 12418133:btcusd:triple_med_gx:lsma70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 14.14 | 0.37 | - |
| 2025 | 0.89 | 17.15 | 19.30 | + |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.0% | -19.8% |
| 6M | 0.0% | -9.0% |
| YTD | 17.15% | 0.89% |
| 1Y | 16.68% | 3.43% |
| 3Y (ann.) | 22.02% | 25.35% |
| 5Y (ann.) | 22.02% | 25.35% |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -28.17% |
| Longest DD Days | 204.0 | 145.0 |
| Avg. Drawdown | -3.21% | -8.11% |
| Avg. Drawdown Days | 25.0 | 27.0 |
| Recovery Factor | 3.54 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2025-04-02 | 2025-04-22 | -9.42 | 20 |
| 2024-09-05 | 2024-09-12 | -6.94 | 7 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2024-12-29 | 2025-01-01 | -1.19 | 3 |
| 2024-09-23 | 2024-09-24 | -0.38 | 1 |
| 2025-04-26 | 2025-11-16 | -0.23 | 204 |
| 2024-09-01 | 2024-09-02 | -0.18 | 1 |
| 2025-03-30 | 2025-03-31 | -0.18 | 1 |
| 2024-09-03 | 2024-09-04 | -0.18 | 1 |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Best Day | 6.8% | 11.89% |
| Worst Day | -6.14% | -8.6% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.56% | -12.33% |
| Best Month | 14.6% | 37.42% |
| Worst Month | -0.4% | -17.69% |
| Best Year | 17.15% | 37.85% |
| Worst Year | 14.14% | 0.89% |
| Avg. Up Day | 1.8% | 1.82% |
| Avg. Down Day | -1.42% | -1.72% |
| Avg. Up Week | 7.52% | 7.98% |
| Avg. Down Week | -2.66% | -2.86% |
| Avg. Up Month | 10.38% | 10.39% |
| Avg. Down Month | -0.4% | -3.23% |
| Win Days % | 60.0% | 50.84% |
| Win Month % | 80.0% | 55.56% |
| Win Week % | 46.15% | 52.56% |
| Win Quarter % | 75.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |