| Metric | 11378375:btcusd:triple_med_gx:lsma115_55 | 11378375:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 18.61% | 79.62% |
| Max Drawdown | -13.36% | -29.51% |
| Sharpe | 0.5 | 0.65 |
| Sortino | 0.69 | 0.96 |
| Payoff Ratio | 0.92 | 0.89 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | 3.2 | 1.08 |
| CPC Index | 0.61 | 0.51 |
| Tail Ratio | 2.64 | 0.98 |
| Outlier Win Ratio | 36.71 | 3.04 |
| Outlier Loss Ratio | 3.72 | 3.08 |
| Volatility (ann.) | 8.34% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.23 | 2.33 |
| Skew | -1.67 | 0.2 |
| Kurtosis | 51.66 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.23% | 4.27% |
| Expected Yearly % | 8.91% | 34.02% |
| Kelly Criterion | 4.94% | -2.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11378375:BTCUSD | 11378375:btcusd:triple_med_gx:lsma115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.94 | 0.31 | - |
| 2025 | 30.14 | 5.95 | 0.20 | - |
| Metric | 11378375:btcusd:triple_med_gx:lsma115_55 | 11378375:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 12.83% | 45.08% |
| 6M | 4.04% | 28.47% |
| YTD | 5.95% | 30.14% |
| 1Y | 16.94% | 105.13% |
| 3Y (ann.) | 16.49% | 68.87% |
| 5Y (ann.) | 16.49% | 68.87% |
| Metric | 11378375:btcusd:triple_med_gx:lsma115_55 | 11378375:BTCUSD |
|---|---|---|
| Max Drawdown | -13.36% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.58% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 1.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-16 | -13.36 | 142 |
| 2024-09-28 | 2024-11-20 | -6.83 | 53 |
| 2024-07-22 | 2024-07-26 | -5.21 | 4 |
| 2024-12-20 | 2025-01-23 | -4.88 | 34 |
| 2024-08-20 | 2024-09-19 | -4.42 | 30 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2025-06-16 | 2025-07-02 | -2.33 | 15 |
| 2024-07-27 | 2024-08-18 | -2.02 | 21 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| Metric | 11378375:btcusd:triple_med_gx:lsma115_55 | 11378375:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -5.07% | -12.33% |
| Best Month | 8.97% | 37.42% |
| Worst Month | -3.23% | -17.69% |
| Best Year | 11.94% | 38.02% |
| Worst Year | 5.95% | 30.14% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 3.34% | 4.44% |
| Avg. Down Week | -2.76% | -4.93% |
| Avg. Up Month | 3.81% | 13.91% |
| Avg. Down Month | -2.85% | -7.67% |
| Win Days % | 54.45% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 56.67% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |