| Metric | 11380843:btcusd:triple_med_gx:lsma115_65 | 11380843:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 22.43% | 79.62% |
| Max Drawdown | -16.16% | -29.51% |
| Sharpe | 0.59 | 0.65 |
| Sortino | 0.88 | 0.96 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.26 | 1.11 |
| Common Sense Ratio | 3.15 | 1.08 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 2.5 | 0.98 |
| Outlier Win Ratio | 37.93 | 3.08 |
| Outlier Loss Ratio | 4.05 | 3.04 |
| Volatility (ann.) | 8.22% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.23 | 2.33 |
| Skew | 0.16 | 0.2 |
| Kurtosis | 32.85 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.46% | 4.27% |
| Expected Yearly % | 10.65% | 34.02% |
| Kelly Criterion | 6.32% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11380843:BTCUSD | 11380843:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.20 | 0.74 | - |
| 2025 | 30.14 | -4.50 | -0.15 | - |
| Metric | 11380843:btcusd:triple_med_gx:lsma115_65 | 11380843:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 10.56% | 45.08% |
| 6M | -4.8% | 28.47% |
| YTD | -4.5% | 30.14% |
| 1Y | 22.5% | 105.13% |
| 3Y (ann.) | 19.85% | 68.87% |
| 5Y (ann.) | 19.85% | 68.87% |
| Metric | 11380843:btcusd:triple_med_gx:lsma115_65 | 11380843:BTCUSD |
|---|---|---|
| Max Drawdown | -16.16% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.58% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-07-14 | -16.16 | 169 |
| 2024-12-17 | 2025-01-14 | -5.15 | 27 |
| 2024-09-29 | 2024-11-10 | -4.35 | 41 |
| 2024-07-29 | 2024-08-20 | -4.25 | 21 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-23 | 2024-12-16 | -2.80 | 23 |
| 2024-07-13 | 2024-07-25 | -2.21 | 12 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| Metric | 11380843:btcusd:triple_med_gx:lsma115_65 | 11380843:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.84% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -9.34% | -12.33% |
| Best Month | 13.73% | 37.42% |
| Worst Month | -9.34% | -17.69% |
| Best Year | 28.2% | 38.02% |
| Worst Year | -4.5% | 30.14% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 4.24% | 8.79% |
| Avg. Down Week | -3.46% | -5.77% |
| Avg. Up Month | 4.98% | 13.55% |
| Avg. Down Month | -6.76% | -9.89% |
| Win Days % | 49.81% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 55.56% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |