| Metric | 11376434:btcusd:triple_med_gx:lsma25_45 | 11376434:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 15.82% | 79.62% |
| Max Drawdown | -11.03% | -29.51% |
| Sharpe | 0.41 | 0.65 |
| Sortino | 0.65 | 0.96 |
| Payoff Ratio | 1.25 | 1.1 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 41.77 | 3.04 |
| Outlier Loss Ratio | 3.79 | 2.88 |
| Volatility (ann.) | 8.86% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.27 | 2.33 |
| Skew | 2.26 | 0.2 |
| Kurtosis | 94.31 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.05% | 4.27% |
| Expected Yearly % | 7.62% | 34.02% |
| Kelly Criterion | 4.43% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11376434:BTCUSD | 11376434:btcusd:triple_med_gx:lsma25_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.97 | 0.34 | - |
| 2025 | 30.14 | 2.52 | 0.08 | - |
| Metric | 11376434:btcusd:triple_med_gx:lsma25_45 | 11376434:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | -0.4% | 45.08% |
| 6M | 1.46% | 28.47% |
| YTD | 2.52% | 30.14% |
| 1Y | 15.52% | 105.13% |
| 3Y (ann.) | 14.04% | 68.87% |
| 5Y (ann.) | 14.04% | 68.87% |
| Metric | 11376434:btcusd:triple_med_gx:lsma25_45 | 11376434:BTCUSD |
|---|---|---|
| Max Drawdown | -11.03% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -2.93% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.43 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-10 | 2025-07-14 | -11.03 | 95 |
| 2024-09-28 | 2025-01-23 | -7.40 | 117 |
| 2025-03-10 | 2025-04-09 | -6.19 | 30 |
| 2024-06-10 | 2024-07-21 | -4.69 | 41 |
| 2024-07-22 | 2024-09-09 | -3.82 | 49 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-09-19 | 2024-09-26 | -1.35 | 6 |
| 2025-02-18 | 2025-02-19 | -0.55 | 0 |
| 2024-06-09 | 2024-06-10 | -0.48 | 1 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11376434:btcusd:triple_med_gx:lsma25_45 | 11376434:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.93% | 18.93% |
| Worst Week | -3.71% | -12.33% |
| Best Month | 14.25% | 37.42% |
| Worst Month | -3.48% | -17.69% |
| Best Year | 12.97% | 38.02% |
| Worst Year | 2.52% | 30.14% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.7% | -0.81% |
| Avg. Up Week | 2.86% | 4.54% |
| Avg. Down Week | -1.58% | -3.99% |
| Avg. Up Month | 4.0% | 8.34% |
| Avg. Down Month | -3.16% | -4.72% |
| Win Days % | 46.98% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 48.65% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |