| Metric | 11379671:btcusd:triple_med_gx:lsma125_60 | 11379671:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 15.3% | 79.62% |
| Max Drawdown | -11.36% | -29.51% |
| Sharpe | 0.41 | 0.65 |
| Sortino | 0.59 | 0.96 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 2.35 | 1.08 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 2.03 | 0.98 |
| Outlier Win Ratio | 34.26 | 3.16 |
| Outlier Loss Ratio | 3.92 | 3.08 |
| Volatility (ann.) | 8.67% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.2 | 2.33 |
| Skew | -0.38 | 0.2 |
| Kurtosis | 28.5 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.02% | 4.27% |
| Expected Yearly % | 7.38% | 34.02% |
| Kelly Criterion | 2.25% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11379671:BTCUSD | 11379671:btcusd:triple_med_gx:lsma125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.82 | 0.28 | - |
| 2025 | 30.14 | 4.04 | 0.13 | - |
| Metric | 11379671:btcusd:triple_med_gx:lsma125_60 | 11379671:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 6.73% | 45.08% |
| 6M | 3.35% | 28.47% |
| YTD | 4.04% | 30.14% |
| 1Y | 19.09% | 105.13% |
| 3Y (ann.) | 13.58% | 68.87% |
| 5Y (ann.) | 13.58% | 68.87% |
| Metric | 11379671:btcusd:triple_med_gx:lsma125_60 | 11379671:BTCUSD |
|---|---|---|
| Max Drawdown | -11.36% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -2.79% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.35 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-07-14 | -11.36 | 169 |
| 2024-07-29 | 2024-11-18 | -7.62 | 111 |
| 2024-07-07 | 2024-07-29 | -7.01 | 21 |
| 2024-12-17 | 2025-01-14 | -4.81 | 27 |
| 2024-11-23 | 2024-12-16 | -3.11 | 23 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-18 | 2024-11-18 | -0.38 | 0 |
| Metric | 11379671:btcusd:triple_med_gx:lsma125_60 | 11379671:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -4.96% | -12.33% |
| Best Month | 14.75% | 37.42% |
| Worst Month | -4.96% | -17.69% |
| Best Year | 10.82% | 38.02% |
| Worst Year | 4.04% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.97% | 7.25% |
| Avg. Down Week | -2.42% | -6.84% |
| Avg. Up Month | 4.23% | 14.14% |
| Avg. Down Month | -3.19% | -9.5% |
| Win Days % | 49.84% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 63.33% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |