| Metric | 11379726:btcusd:triple_med_gx:lsma125_60 | 11379726:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 10.65% | 79.62% |
| Max Drawdown | -13.04% | -29.51% |
| Sharpe | 0.29 | 0.65 |
| Sortino | 0.39 | 0.96 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.89 | 1.08 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.72 | 0.98 |
| Outlier Win Ratio | 30.17 | 3.19 |
| Outlier Loss Ratio | 3.94 | 3.21 |
| Volatility (ann.) | 9.47% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.73 | 2.33 |
| Skew | -1.08 | 0.2 |
| Kurtosis | 25.45 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.73% | 4.27% |
| Expected Yearly % | 5.19% | 34.02% |
| Kelly Criterion | 0.7% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11379726:BTCUSD | 11379726:btcusd:triple_med_gx:lsma125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.16 | 0.16 | - |
| 2025 | 30.14 | 4.23 | 0.14 | - |
| Metric | 11379726:btcusd:triple_med_gx:lsma125_60 | 11379726:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 6.55% | 45.08% |
| 6M | 6.34% | 28.47% |
| YTD | 4.23% | 30.14% |
| 1Y | 10.8% | 105.13% |
| 3Y (ann.) | 9.47% | 68.87% |
| 5Y (ann.) | 9.47% | 68.87% |
| Metric | 11379726:btcusd:triple_med_gx:lsma125_60 | 11379726:BTCUSD |
|---|---|---|
| Max Drawdown | -13.04% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -4.07% | -4.58% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | 0.82 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -13.04 | 233 |
| 2024-07-29 | 2024-11-21 | -10.83 | 114 |
| 2024-07-08 | 2024-07-14 | -2.05 | 5 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-14 | 2024-07-25 | -0.84 | 11 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11379726:btcusd:triple_med_gx:lsma125_60 | 11379726:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.72% | 18.93% |
| Worst Week | -6.61% | -12.33% |
| Best Month | 13.93% | 37.42% |
| Worst Month | -6.61% | -17.69% |
| Best Year | 6.16% | 38.02% |
| Worst Year | 4.23% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.79% | 7.17% |
| Avg. Down Week | -2.83% | -5.15% |
| Avg. Up Month | 6.27% | 15.54% |
| Avg. Down Month | -4.31% | -7.67% |
| Win Days % | 48.54% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 51.61% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |