| Metric | 11376298:btcusd:triple_med_gx:lsma275_45 | 11376298:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 11.07% | 79.62% |
| Max Drawdown | -15.57% | -29.51% |
| Sharpe | 0.28 | 0.65 |
| Sortino | 0.4 | 0.96 |
| Payoff Ratio | 0.96 | 0.93 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.54 | 0.54 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 25.06 | 3.17 |
| Outlier Loss Ratio | 3.85 | 3.31 |
| Volatility (ann.) | 10.04% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.63 | 2.33 |
| Skew | -0.27 | 0.2 |
| Kurtosis | 18.77 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.75% | 4.27% |
| Expected Yearly % | 5.39% | 34.02% |
| Kelly Criterion | 1.26% | 0.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11376298:BTCUSD | 11376298:btcusd:triple_med_gx:lsma275_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.65 | 0.17 | - |
| 2025 | 30.14 | 4.15 | 0.14 | - |
| Metric | 11376298:btcusd:triple_med_gx:lsma275_45 | 11376298:BTCUSD |
|---|---|---|
| MTD | 1.24% | 13.36% |
| 3M | 13.84% | 45.08% |
| 6M | 4.15% | 28.47% |
| YTD | 4.15% | 30.14% |
| 1Y | 13.02% | 105.13% |
| 3Y (ann.) | 9.85% | 68.87% |
| 5Y (ann.) | 9.85% | 68.87% |
| Metric | 11376298:btcusd:triple_med_gx:lsma275_45 | 11376298:BTCUSD |
|---|---|---|
| Max Drawdown | -15.57% | -29.51% |
| Longest DD Days | 120.0 | 144.0 |
| Avg. Drawdown | -3.82% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.71 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-26 | -15.57 | 120 |
| 2025-01-24 | 2025-05-08 | -10.79 | 103 |
| 2024-06-03 | 2024-07-29 | -7.72 | 55 |
| 2025-05-27 | 2025-07-14 | -3.92 | 47 |
| 2024-11-30 | 2025-01-23 | -3.58 | 54 |
| 2025-05-19 | 2025-05-27 | -3.29 | 8 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-11-26 | 2024-11-27 | -1.76 | 0 |
| 2024-11-27 | 2024-11-29 | -1.52 | 1 |
| 2025-05-14 | 2025-05-15 | -1.28 | 0 |
| Metric | 11376298:btcusd:triple_med_gx:lsma275_45 | 11376298:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.85% | 18.93% |
| Worst Week | -7.9% | -12.33% |
| Best Month | 12.63% | 37.42% |
| Worst Month | -11.56% | -17.69% |
| Best Year | 6.65% | 38.02% |
| Worst Year | 4.15% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.45% | 5.31% |
| Avg. Down Week | -2.9% | -3.92% |
| Avg. Up Month | 8.25% | 17.31% |
| Avg. Down Month | -4.58% | -8.96% |
| Win Days % | 51.7% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 42.42% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |