| Metric | 11380845:btcusd:triple_med_gx:lsma130_65 | 11380845:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 17.95% | 79.62% |
| Max Drawdown | -13.84% | -29.51% |
| Sharpe | 0.45 | 0.65 |
| Sortino | 0.63 | 0.96 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 2.71 | 1.08 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 2.31 | 0.98 |
| Outlier Win Ratio | 33.35 | 3.26 |
| Outlier Loss Ratio | 3.87 | 3.2 |
| Volatility (ann.) | 9.25% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.15 | 2.33 |
| Skew | -0.44 | 0.2 |
| Kurtosis | 27.08 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.19% | 4.27% |
| Expected Yearly % | 8.61% | 34.02% |
| Kelly Criterion | 4.24% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11380845:BTCUSD | 11380845:btcusd:triple_med_gx:lsma130_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.66 | 0.33 | - |
| 2025 | 30.14 | 4.70 | 0.16 | - |
| Metric | 11380845:btcusd:triple_med_gx:lsma130_65 | 11380845:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 9.26% | 45.08% |
| 6M | 4.38% | 28.47% |
| YTD | 4.7% | 30.14% |
| 1Y | 21.36% | 105.13% |
| 3Y (ann.) | 15.92% | 68.87% |
| 5Y (ann.) | 15.92% | 68.87% |
| Metric | 11380845:btcusd:triple_med_gx:lsma130_65 | 11380845:BTCUSD |
|---|---|---|
| Max Drawdown | -13.84% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -3.61% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.3 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-07-14 | -13.84 | 169 |
| 2024-09-29 | 2024-11-19 | -8.15 | 50 |
| 2024-11-23 | 2025-01-15 | -6.93 | 53 |
| 2024-07-29 | 2024-08-23 | -5.48 | 25 |
| 2024-07-07 | 2024-07-26 | -4.90 | 19 |
| 2024-08-30 | 2024-09-26 | -3.55 | 27 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| Metric | 11380845:btcusd:triple_med_gx:lsma130_65 | 11380845:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.3% | 18.93% |
| Worst Week | -9.16% | -12.33% |
| Best Month | 10.74% | 37.42% |
| Worst Month | -9.16% | -17.69% |
| Best Year | 12.66% | 38.02% |
| Worst Year | 4.7% | 30.14% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 5.03% | 8.79% |
| Avg. Down Week | -4.19% | -5.82% |
| Avg. Up Month | 5.91% | 15.4% |
| Avg. Down Month | -5.1% | -9.89% |
| Win Days % | 50.49% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 53.57% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |