| Metric | 11376241:btcusd:triple_med_gx:lsma275_45 | 11376241:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 23.32% | 79.62% |
| Max Drawdown | -11.53% | -29.51% |
| Sharpe | 0.52 | 0.65 |
| Sortino | 0.76 | 0.96 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 1.59 | 1.08 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 25.54 | 3.22 |
| Outlier Loss Ratio | 4.03 | 3.31 |
| Volatility (ann.) | 9.99% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.79 | 2.33 |
| Skew | -0.01 | 0.2 |
| Kurtosis | 20.57 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.51% | 4.27% |
| Expected Yearly % | 11.05% | 34.02% |
| Kelly Criterion | 5.24% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11376241:BTCUSD | 11376241:btcusd:triple_med_gx:lsma275_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.35 | 0.22 | - |
| 2025 | 30.14 | 13.81 | 0.46 | - |
| Metric | 11376241:btcusd:triple_med_gx:lsma275_45 | 11376241:BTCUSD |
|---|---|---|
| MTD | 4.03% | 13.36% |
| 3M | 19.11% | 45.08% |
| 6M | 13.81% | 28.47% |
| YTD | 13.81% | 30.14% |
| 1Y | 24.67% | 105.13% |
| 3Y (ann.) | 20.62% | 68.87% |
| 5Y (ann.) | 20.62% | 68.87% |
| Metric | 11376241:btcusd:triple_med_gx:lsma275_45 | 11376241:BTCUSD |
|---|---|---|
| Max Drawdown | -11.53% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.62% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 2.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-21 | -11.53 | 114 |
| 2024-06-10 | 2024-07-29 | -7.88 | 48 |
| 2024-11-30 | 2025-04-28 | -7.64 | 149 |
| 2025-05-19 | 2025-07-10 | -3.29 | 52 |
| 2024-11-26 | 2024-11-27 | -2.90 | 1 |
| 2025-05-02 | 2025-05-06 | -2.61 | 4 |
| 2025-05-09 | 2025-05-18 | -2.13 | 9 |
| 2024-11-27 | 2024-11-29 | -1.52 | 1 |
| 2025-04-28 | 2025-05-01 | -1.32 | 2 |
| 2024-06-03 | 2024-06-10 | -0.83 | 6 |
| Metric | 11376241:btcusd:triple_med_gx:lsma275_45 | 11376241:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -6.57% | -12.33% |
| Best Month | 11.0% | 37.42% |
| Worst Month | -5.83% | -17.69% |
| Best Year | 13.81% | 38.02% |
| Worst Year | 8.35% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.77% | 4.97% |
| Avg. Down Week | -2.42% | -3.87% |
| Avg. Up Month | 7.89% | 16.67% |
| Avg. Down Month | -2.16% | -8.96% |
| Win Days % | 51.39% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 48.39% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |