| Metric | 11378379:btcusd:triple_med_gx:lsma135_55 | 11378379:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 12.5% | 79.62% |
| Max Drawdown | -10.55% | -29.51% |
| Sharpe | 0.36 | 0.65 |
| Sortino | 0.51 | 0.96 |
| Payoff Ratio | 0.93 | 0.9 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 2.06 | 1.08 |
| CPC Index | 0.56 | 0.52 |
| Tail Ratio | 1.81 | 0.98 |
| Outlier Win Ratio | 34.93 | 3.06 |
| Outlier Loss Ratio | 3.85 | 3.18 |
| Volatility (ann.) | 8.35% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.05 | 2.33 |
| Skew | -0.28 | 0.2 |
| Kurtosis | 28.64 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.84% | 4.27% |
| Expected Yearly % | 6.07% | 34.02% |
| Kelly Criterion | 2.4% | -1.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11378379:BTCUSD | 11378379:btcusd:triple_med_gx:lsma135_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.75 | 0.02 | - |
| 2025 | 30.14 | 11.66 | 0.39 | - |
| Metric | 11378379:btcusd:triple_med_gx:lsma135_55 | 11378379:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | 10.55% | 45.08% |
| 6M | 9.8% | 28.47% |
| YTD | 11.66% | 30.14% |
| 1Y | 12.5% | 105.13% |
| 3Y (ann.) | 11.11% | 68.87% |
| 5Y (ann.) | 11.11% | 68.87% |
| Metric | 11378379:btcusd:triple_med_gx:lsma135_55 | 11378379:BTCUSD |
|---|---|---|
| Max Drawdown | -10.55% | -29.51% |
| Longest DD Days | 117.0 | 144.0 |
| Avg. Drawdown | -3.42% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-04-22 | -10.55 | 88 |
| 2024-09-28 | 2025-01-23 | -10.53 | 117 |
| 2024-07-29 | 2024-09-19 | -5.47 | 52 |
| 2024-07-22 | 2024-07-26 | -5.21 | 4 |
| 2025-05-02 | 2025-07-14 | -4.15 | 72 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-09-20 | 2024-09-26 | -1.74 | 6 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-04-23 | 2025-05-01 | -1.42 | 8 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11378379:btcusd:triple_med_gx:lsma135_55 | 11378379:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 8.97% | 37.42% |
| Worst Month | -4.9% | -17.69% |
| Best Year | 11.66% | 38.02% |
| Worst Year | 0.75% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.4% | 5.18% |
| Avg. Down Week | -3.24% | -5.48% |
| Avg. Up Month | 4.15% | 14.06% |
| Avg. Down Month | -3.51% | -10.46% |
| Win Days % | 52.96% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 58.06% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |