| Metric | 11381539:btcusd:triple_med_gx:lsma125_65 | 11381539:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 33.07% | 61.52% |
| Max Drawdown | -14.36% | -29.51% |
| Sharpe | 0.99 | 0.59 |
| Sortino | 1.72 | 0.86 |
| Payoff Ratio | 1.41 | 1.29 |
| Profit Factor | 1.55 | 1.1 |
| Common Sense Ratio | 2.15 | 1.07 |
| CPC Index | 1.12 | 0.74 |
| Tail Ratio | 1.39 | 0.97 |
| Outlier Win Ratio | 45.46 | 3.07 |
| Outlier Loss Ratio | 4.0 | 2.71 |
| Volatility (ann.) | 7.29% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.23 | 2.02 |
| Skew | 2.26 | 0.21 |
| Kurtosis | 41.13 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.22% | 3.76% |
| Expected Yearly % | 15.36% | 27.09% |
| Kelly Criterion | 17.16% | 14.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11381539:BTCUSD | 11381539:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.41 | 0.46 | - |
| 2025 | 17.02 | 13.34 | 0.78 | - |
| Metric | 11381539:btcusd:triple_med_gx:lsma125_65 | 11381539:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.16% | 31.76% |
| 6M | 13.34% | 12.25% |
| YTD | 13.34% | 17.02% |
| 1Y | 33.07% | 57.19% |
| 3Y (ann.) | 32.06% | 59.47% |
| 5Y (ann.) | 32.06% | 59.47% |
| Metric | 11381539:btcusd:triple_med_gx:lsma125_65 | 11381539:BTCUSD |
|---|---|---|
| Max Drawdown | -14.36% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -1.95% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 2.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-03-14 | -14.36 | 144 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2024-08-26 | 2024-09-17 | -3.20 | 22 |
| 2025-03-15 | 2025-03-19 | -2.40 | 4 |
| 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 | 27 |
| 2025-04-23 | 2025-06-11 | -1.58 | 48 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-08-21 | -0.95 | 37 |
| Metric | 11381539:btcusd:triple_med_gx:lsma125_65 | 11381539:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 9.43% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 9.23% | 37.42% |
| Worst Month | -0.88% | -17.69% |
| Best Year | 17.41% | 38.02% |
| Worst Year | 13.34% | 17.02% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.61% | -0.67% |
| Avg. Up Week | 4.45% | 7.64% |
| Avg. Down Week | -4.45% | -4.66% |
| Avg. Up Month | 7.28% | 8.19% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.58% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |