| Metric | 11381568:btcusd:triple_med_gx:lsma115_65 | 11381568:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 15.23% | 61.52% |
| Max Drawdown | -14.27% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.88 | 0.86 |
| Payoff Ratio | 1.42 | 1.34 |
| Profit Factor | 1.27 | 1.1 |
| Common Sense Ratio | 0.35 | 1.07 |
| CPC Index | 0.83 | 0.77 |
| Tail Ratio | 0.28 | 0.97 |
| Outlier Win Ratio | 52.38 | 3.01 |
| Outlier Loss Ratio | 3.89 | 2.71 |
| Volatility (ann.) | 7.05% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.04 | 2.02 |
| Skew | 2.25 | 0.21 |
| Kurtosis | 45.42 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.1% | 3.76% |
| Expected Yearly % | 7.35% | 27.09% |
| Kelly Criterion | 7.93% | 16.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11381568:BTCUSD | 11381568:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.66 | 0.36 | - |
| 2025 | 17.02 | 1.38 | 0.08 | - |
| Metric | 11381568:btcusd:triple_med_gx:lsma115_65 | 11381568:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.97% | 31.76% |
| 6M | 1.38% | 12.25% |
| YTD | 1.38% | 17.02% |
| 1Y | 15.23% | 57.19% |
| 3Y (ann.) | 14.8% | 59.47% |
| 5Y (ann.) | 14.8% | 59.47% |
| Metric | 11381568:btcusd:triple_med_gx:lsma115_65 | 11381568:BTCUSD |
|---|---|---|
| Max Drawdown | -14.27% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.36% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.07 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -14.27 | 233 |
| 2024-08-26 | 2024-09-17 | -3.97 | 22 |
| 2024-09-20 | 2024-10-18 | -1.88 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11381568:btcusd:triple_med_gx:lsma115_65 | 11381568:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 7.43% | 37.42% |
| Worst Month | -4.33% | -17.69% |
| Best Year | 13.66% | 38.02% |
| Worst Year | 1.38% | 17.02% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.64% | -0.68% |
| Avg. Up Week | 4.03% | 8.5% |
| Avg. Down Week | -3.25% | -4.3% |
| Avg. Up Month | 4.93% | 8.92% |
| Avg. Down Month | -3.06% | -2.09% |
| Win Days % | 45.93% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |