| Metric | 11381505:btcusd:triple_med_gx:lsma115_65 | 11381505:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 31.86% | 61.52% |
| Max Drawdown | -11.54% | -29.51% |
| Sharpe | 0.97 | 0.59 |
| Sortino | 1.62 | 0.86 |
| Payoff Ratio | 1.43 | 1.33 |
| Profit Factor | 1.56 | 1.1 |
| Common Sense Ratio | 2.98 | 1.07 |
| CPC Index | 1.11 | 0.76 |
| Tail Ratio | 1.91 | 0.97 |
| Outlier Win Ratio | 46.87 | 3.01 |
| Outlier Loss Ratio | 3.89 | 2.69 |
| Volatility (ann.) | 7.19% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.68 | 2.02 |
| Skew | 1.49 | 0.21 |
| Kurtosis | 44.12 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.15% | 3.76% |
| Expected Yearly % | 14.83% | 27.09% |
| Kelly Criterion | 14.96% | 15.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11381505:BTCUSD | 11381505:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.65 | 0.49 | - |
| 2025 | 17.02 | 11.14 | 0.65 | - |
| Metric | 11381505:btcusd:triple_med_gx:lsma115_65 | 11381505:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.89% | 31.76% |
| 6M | 11.14% | 12.25% |
| YTD | 11.14% | 17.02% |
| 1Y | 31.86% | 57.19% |
| 3Y (ann.) | 30.9% | 59.47% |
| 5Y (ann.) | 30.9% | 59.47% |
| Metric | 11381505:btcusd:triple_med_gx:lsma115_65 | 11381505:BTCUSD |
|---|---|---|
| Max Drawdown | -11.54% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.06% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 2.76 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-03-19 | -11.54 | 149 |
| 2025-03-20 | 2025-04-22 | -4.90 | 33 |
| 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 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-25 | 2024-09-17 | -0.44 | 23 |
| Metric | 11381505:btcusd:triple_med_gx:lsma115_65 | 11381505:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -6.24% | -12.33% |
| Best Month | 10.28% | 37.42% |
| Worst Month | -0.67% | -17.69% |
| Best Year | 18.65% | 38.02% |
| Worst Year | 11.14% | 17.02% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.66% | -0.71% |
| Avg. Up Week | 4.46% | 8.46% |
| Avg. Down Week | -3.48% | -3.11% |
| Avg. Up Month | 4.09% | 9.31% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 87.5% | 61.54% |
| Win Week % | 71.43% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |