| Metric | 11381540:btcusd:triple_med_gx:lsma135_65 | 11381540:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 41.12% | 75.42% |
| Max Drawdown | -11.93% | -29.51% |
| Sharpe | 1.05 | 0.63 |
| Sortino | 1.77 | 0.92 |
| Payoff Ratio | 1.35 | 1.25 |
| Profit Factor | 1.58 | 1.11 |
| Common Sense Ratio | 3.13 | 1.06 |
| CPC Index | 1.12 | 0.72 |
| Tail Ratio | 1.98 | 0.96 |
| Outlier Win Ratio | 42.9 | 3.15 |
| Outlier Loss Ratio | 3.81 | 2.79 |
| Volatility (ann.) | 7.52% | 24.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 3.0 | 2.19 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 40.68 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.49% | 4.1% |
| Expected Yearly % | 18.8% | 32.45% |
| Kelly Criterion | 17.84% | 13.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11381540:BTCUSD | 11381540:btcusd:triple_med_gx:lsma135_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.41 | 0.51 | - |
| 2025 | 27.10 | 18.19 | 0.67 | - |
| Metric | 11381540:btcusd:triple_med_gx:lsma135_65 | 11381540:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.2% | 41.88% |
| 6M | 25.83% | 22.91% |
| YTD | 18.19% | 27.1% |
| 1Y | 31.53% | 82.29% |
| 3Y (ann.) | 35.79% | 64.73% |
| 5Y (ann.) | 35.79% | 64.73% |
| Metric | 11381540:btcusd:triple_med_gx:lsma135_65 | 11381540:BTCUSD |
|---|---|---|
| Max Drawdown | -11.93% | -29.51% |
| Longest DD Days | 88.0 | 144.0 |
| Avg. Drawdown | -2.0% | -4.71% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.45 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-01-17 | -11.93 | 88 |
| 2024-08-26 | 2024-09-19 | -7.71 | 24 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2025-03-15 | 2025-03-19 | -2.40 | 4 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2025-04-23 | 2025-07-17 | -1.45 | 84 |
| 2025-01-17 | 2025-03-13 | -1.30 | 55 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 11381540:btcusd:triple_med_gx:lsma135_65 | 11381540:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.93% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 8.76% | 37.42% |
| Worst Month | 0.0% | -17.69% |
| Best Year | 19.41% | 38.02% |
| Worst Year | 18.19% | 27.1% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.64% | -0.71% |
| Avg. Up Week | 5.06% | 6.96% |
| Avg. Down Week | -5.74% | -4.66% |
| Avg. Up Month | 4.61% | 7.93% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.83% | 51.89% |
| Win Month % | 100.0% | 64.29% |
| Win Week % | 68.75% | 58.33% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |