| Metric | 11380285:btcusd:triple_med_gx:lsma115_60 | 11380285:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 22.27% | 79.62% |
| Max Drawdown | -12.34% | -29.51% |
| Sharpe | 0.68 | 0.65 |
| Sortino | 1.08 | 0.96 |
| Payoff Ratio | 1.33 | 1.3 |
| Profit Factor | 1.38 | 1.11 |
| Common Sense Ratio | 0.51 | 1.08 |
| CPC Index | 0.89 | 0.75 |
| Tail Ratio | 0.37 | 0.98 |
| Outlier Win Ratio | 52.77 | 3.06 |
| Outlier Loss Ratio | 3.64 | 2.76 |
| Volatility (ann.) | 6.98% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.6 | 2.33 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 48.75 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.45% | 4.27% |
| Expected Yearly % | 10.57% | 34.02% |
| Kelly Criterion | 9.8% | 14.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.07% |
| Expected Shortfall (cVaR) | -0.59% | -2.07% |
| Year | 11380285:BTCUSD | 11380285:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.93 | 0.37 | - |
| 2025 | 30.14 | 7.32 | 0.24 | - |
| Metric | 11380285:btcusd:triple_med_gx:lsma115_60 | 11380285:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 9.15% | 45.08% |
| 6M | 15.68% | 28.47% |
| YTD | 7.32% | 30.14% |
| 1Y | 22.27% | 105.13% |
| 3Y (ann.) | 19.7% | 68.87% |
| 5Y (ann.) | 19.7% | 68.87% |
| Metric | 11380285:btcusd:triple_med_gx:lsma115_60 | 11380285:BTCUSD |
|---|---|---|
| Max Drawdown | -12.34% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.44% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.8 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-03-19 | -12.34 | 149 |
| 2025-03-20 | 2025-04-22 | -4.90 | 33 |
| 2025-05-19 | 2025-07-14 | -3.47 | 56 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-17 | -1.07 | 23 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| Metric | 11380285:btcusd:triple_med_gx:lsma115_60 | 11380285:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -7.09% | -12.33% |
| Best Month | 10.28% | 37.42% |
| Worst Month | -1.57% | -17.69% |
| Best Year | 13.93% | 38.02% |
| Worst Year | 7.32% | 30.14% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 3.97% | 8.02% |
| Avg. Down Week | -3.06% | -3.15% |
| Avg. Up Month | 4.76% | 8.86% |
| Avg. Down Month | -0.11% | -2.09% |
| Win Days % | 48.54% | 51.93% |
| Win Month % | 62.5% | 64.29% |
| Win Week % | 64.29% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |