| Metric | 11381537:btcusd:triple_med_gx:lsma115_65 | 11381537:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 32.06% | 75.42% |
| Max Drawdown | -14.73% | -29.51% |
| Sharpe | 0.9 | 0.63 |
| Sortino | 1.53 | 0.92 |
| Payoff Ratio | 1.48 | 1.36 |
| Profit Factor | 1.53 | 1.11 |
| Common Sense Ratio | 0.55 | 1.06 |
| CPC Index | 1.11 | 0.78 |
| Tail Ratio | 0.36 | 0.96 |
| Outlier Win Ratio | 50.0 | 3.11 |
| Outlier Loss Ratio | 3.82 | 2.77 |
| Volatility (ann.) | 7.15% | 24.55% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.9 | 2.19 |
| Skew | 1.96 | 0.2 |
| Kurtosis | 44.7 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.01% | 4.1% |
| Expected Yearly % | 14.92% | 32.45% |
| Kelly Criterion | 14.37% | 16.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11381537:BTCUSD | 11381537:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.10 | 0.48 | - |
| 2025 | 27.10 | 11.82 | 0.44 | - |
| Metric | 11381537:btcusd:triple_med_gx:lsma115_65 | 11381537:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.05% | 41.88% |
| 6M | 19.05% | 22.91% |
| YTD | 11.82% | 27.1% |
| 1Y | 27.58% | 82.29% |
| 3Y (ann.) | 28.01% | 64.73% |
| 5Y (ann.) | 28.01% | 64.73% |
| Metric | 11381537:btcusd:triple_med_gx:lsma115_65 | 11381537:BTCUSD |
|---|---|---|
| Max Drawdown | -14.73% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.15% | -4.71% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 2.18 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-03-19 | -14.73 | 149 |
| 2025-03-20 | 2025-04-21 | -3.97 | 32 |
| 2025-05-19 | 2025-07-17 | -3.29 | 59 |
| 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 |
| 2024-08-26 | 2024-09-17 | -0.96 | 22 |
| 2024-07-15 | 2024-08-21 | -0.95 | 37 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 11381537:btcusd:triple_med_gx:lsma115_65 | 11381537:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 11.35% | 37.42% |
| Worst Month | -3.5% | -17.69% |
| Best Year | 18.1% | 38.02% |
| Worst Year | 11.82% | 27.1% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.66% | -0.72% |
| Avg. Up Week | 4.66% | 8.12% |
| Avg. Down Week | -3.66% | -4.66% |
| Avg. Up Month | 5.71% | 8.92% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 48.85% | 51.89% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 64.29% | 58.33% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |