| Metric | 11376186:btcusd:triple_med_gx:lsma275_45 | 11376186:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 21.16% | 79.62% |
| Max Drawdown | -9.99% | -29.51% |
| Sharpe | 0.49 | 0.65 |
| Sortino | 0.73 | 0.96 |
| Payoff Ratio | 1.13 | 1.04 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 1.66 | 1.08 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.42 | 0.98 |
| Outlier Win Ratio | 26.62 | 3.18 |
| Outlier Loss Ratio | 4.11 | 3.24 |
| Volatility (ann.) | 9.64% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.88 | 2.33 |
| Skew | 0.3 | 0.2 |
| Kurtosis | 21.41 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.38% | 4.27% |
| Expected Yearly % | 10.07% | 34.02% |
| Kelly Criterion | 5.79% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11376186:BTCUSD | 11376186:btcusd:triple_med_gx:lsma275_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.42 | 0.12 | - |
| 2025 | 30.14 | 16.03 | 0.53 | - |
| Metric | 11376186:btcusd:triple_med_gx:lsma275_45 | 11376186:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 16.8% | 45.08% |
| 6M | 16.03% | 28.47% |
| YTD | 16.03% | 30.14% |
| 1Y | 23.14% | 105.13% |
| 3Y (ann.) | 18.74% | 68.87% |
| 5Y (ann.) | 18.74% | 68.87% |
| Metric | 11376186:btcusd:triple_med_gx:lsma275_45 | 11376186:BTCUSD |
|---|---|---|
| Max Drawdown | -9.99% | -29.51% |
| Longest DD Days | 107.0 | 144.0 |
| Avg. Drawdown | -2.35% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2024-11-29 | -9.99 | 62 |
| 2024-06-10 | 2024-09-26 | -9.91 | 107 |
| 2025-01-24 | 2025-04-21 | -7.33 | 86 |
| 2025-01-21 | 2025-01-24 | -4.03 | 2 |
| 2025-05-19 | 2025-05-25 | -3.29 | 6 |
| 2025-05-02 | 2025-05-06 | -2.88 | 4 |
| 2025-05-27 | 2025-07-14 | -2.34 | 47 |
| 2025-05-13 | 2025-05-18 | -1.86 | 4 |
| 2024-11-30 | 2025-01-21 | -1.41 | 52 |
| 2025-04-28 | 2025-05-01 | -1.32 | 2 |
| Metric | 11376186:btcusd:triple_med_gx:lsma275_45 | 11376186:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 8.61% | 18.93% |
| Worst Week | -4.98% | -12.33% |
| Best Month | 12.62% | 37.42% |
| Worst Month | -7.46% | -17.69% |
| Best Year | 16.03% | 38.02% |
| Worst Year | 4.42% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 3.24% | 4.06% |
| Avg. Down Week | -2.69% | -4.3% |
| Avg. Up Month | 6.7% | 13.8% |
| Avg. Down Month | -4.36% | -6.06% |
| Win Days % | 50.0% | 51.93% |
| Win Month % | 60.0% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |