| Metric | 11370323:btcusd:triple_med_gx:lsma45_10 | 11370323:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 23.16% | 79.62% |
| Max Drawdown | -15.64% | -29.51% |
| Sharpe | 0.51 | 0.65 |
| Sortino | 0.81 | 0.96 |
| Payoff Ratio | 1.25 | 1.25 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 2.16 | 1.08 |
| CPC Index | 0.72 | 0.72 |
| Tail Ratio | 1.74 | 0.98 |
| Outlier Win Ratio | 35.51 | 3.3 |
| Outlier Loss Ratio | 3.57 | 3.07 |
| Volatility (ann.) | 10.09% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.31 | 2.33 |
| Skew | 2.77 | 0.2 |
| Kurtosis | 80.01 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.5% | 4.27% |
| Expected Yearly % | 10.98% | 34.02% |
| Kelly Criterion | 3.92% | 13.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11370323:BTCUSD | 11370323:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.25 | 0.22 | - |
| 2025 | 30.14 | 13.77 | 0.46 | - |
| Metric | 11370323:btcusd:triple_med_gx:lsma45_10 | 11370323:BTCUSD |
|---|---|---|
| MTD | 5.65% | 13.36% |
| 3M | 8.27% | 45.08% |
| 6M | 13.77% | 28.47% |
| YTD | 13.77% | 30.14% |
| 1Y | 21.8% | 105.13% |
| 3Y (ann.) | 20.49% | 68.87% |
| 5Y (ann.) | 20.49% | 68.87% |
| Metric | 11370323:btcusd:triple_med_gx:lsma45_10 | 11370323:BTCUSD |
|---|---|---|
| Max Drawdown | -15.64% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -2.47% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.48 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -15.64 | 133 |
| 2024-11-07 | 2025-01-17 | -6.83 | 70 |
| 2024-06-20 | 2024-08-08 | -4.90 | 49 |
| 2024-08-20 | 2024-08-23 | -3.92 | 3 |
| 2024-10-07 | 2024-11-07 | -2.95 | 30 |
| 2024-08-09 | 2024-08-20 | -2.43 | 11 |
| 2025-02-11 | 2025-03-02 | -0.63 | 19 |
| 2024-08-24 | 2024-09-09 | -0.59 | 16 |
| 2024-09-28 | 2024-10-07 | -0.52 | 9 |
| 2025-01-17 | 2025-02-10 | -0.42 | 23 |
| Metric | 11370323:btcusd:triple_med_gx:lsma45_10 | 11370323:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.95% | 18.93% |
| Worst Week | -4.87% | -12.33% |
| Best Month | 6.95% | 37.42% |
| Worst Month | -3.09% | -17.69% |
| Best Year | 13.77% | 38.02% |
| Worst Year | 8.25% | 30.14% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 2.82% | 6.9% |
| Avg. Down Week | -1.55% | -3.71% |
| Avg. Up Month | 4.27% | 15.79% |
| Avg. Down Month | -2.64% | -2.66% |
| Win Days % | 46.61% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |