| Metric | 11379445:btcusd:triple_med_gx:lsma125_60 | 11379445:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 10.13% | 79.62% |
| Max Drawdown | -15.04% | -29.51% |
| Sharpe | 0.31 | 0.65 |
| Sortino | 0.44 | 0.96 |
| Payoff Ratio | 0.96 | 0.87 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 2.29 | 1.08 |
| CPC Index | 0.57 | 0.5 |
| Tail Ratio | 2.03 | 0.98 |
| Outlier Win Ratio | 39.73 | 3.04 |
| Outlier Loss Ratio | 3.95 | 3.13 |
| Volatility (ann.) | 7.88% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.6 | 2.33 |
| Skew | -0.46 | 0.2 |
| Kurtosis | 34.17 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.69% | 4.27% |
| Expected Yearly % | 4.94% | 34.02% |
| Kelly Criterion | 3.32% | -3.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11379445:BTCUSD | 11379445:btcusd:triple_med_gx:lsma125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.42 | 0.12 | - |
| 2025 | 30.14 | 5.46 | 0.18 | - |
| Metric | 11379445:btcusd:triple_med_gx:lsma125_60 | 11379445:BTCUSD |
|---|---|---|
| MTD | 7.29% | 13.36% |
| 3M | 16.49% | 45.08% |
| 6M | 4.4% | 28.47% |
| YTD | 5.46% | 30.14% |
| 1Y | 9.16% | 105.13% |
| 3Y (ann.) | 9.01% | 68.87% |
| 5Y (ann.) | 9.01% | 68.87% |
| Metric | 11379445:btcusd:triple_med_gx:lsma125_60 | 11379445:BTCUSD |
|---|---|---|
| Max Drawdown | -15.04% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -4.18% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | 0.67 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -15.04 | 233 |
| 2024-08-29 | 2024-11-21 | -6.52 | 83 |
| 2024-07-22 | 2024-07-26 | -5.43 | 4 |
| 2024-07-29 | 2024-08-28 | -4.58 | 30 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11379445:btcusd:triple_med_gx:lsma125_60 | 11379445:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -6.02% | -12.33% |
| Best Month | 9.9% | 37.42% |
| Worst Month | -4.57% | -17.69% |
| Best Year | 5.46% | 38.02% |
| Worst Year | 4.42% | 30.14% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.7% | -0.79% |
| Avg. Up Week | 3.69% | 5.27% |
| Avg. Down Week | -2.64% | -4.88% |
| Avg. Up Month | 6.77% | 19.0% |
| Avg. Down Month | -3.32% | -7.67% |
| Win Days % | 52.69% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |