| Metric | 11381570:btcusd:triple_med_gx:lsma125_65 | 11381570:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 18.54% | 61.52% |
| Max Drawdown | -13.13% | -29.51% |
| Sharpe | 0.59 | 0.59 |
| Sortino | 0.94 | 0.86 |
| Payoff Ratio | 1.26 | 1.26 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.03 | 1.07 |
| CPC Index | 0.81 | 0.72 |
| Tail Ratio | 0.79 | 0.97 |
| Outlier Win Ratio | 49.19 | 3.08 |
| Outlier Loss Ratio | 3.71 | 2.71 |
| Volatility (ann.) | 7.44% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.37 | 2.02 |
| Skew | 1.19 | 0.21 |
| Kurtosis | 45.85 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.32% | 3.76% |
| Expected Yearly % | 8.87% | 27.09% |
| Kelly Criterion | 9.71% | 13.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11381570:BTCUSD | 11381570:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.73 | 0.26 | - |
| 2025 | 17.02 | 8.02 | 0.47 | - |
| Metric | 11381570:btcusd:triple_med_gx:lsma125_65 | 11381570:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.46% | 31.76% |
| 6M | 8.02% | 12.25% |
| YTD | 8.02% | 17.02% |
| 1Y | 18.54% | 57.19% |
| 3Y (ann.) | 18.0% | 59.47% |
| 5Y (ann.) | 18.0% | 59.47% |
| Metric | 11381570:btcusd:triple_med_gx:lsma125_65 | 11381570:BTCUSD |
|---|---|---|
| Max Drawdown | -13.13% | -29.51% |
| Longest DD Days | 182.0 | 144.0 |
| Avg. Drawdown | -2.51% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-04-21 | -13.13 | 182 |
| 2024-08-26 | 2024-10-18 | -9.35 | 53 |
| 2025-04-23 | 2025-06-11 | -1.57 | 48 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 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 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| Metric | 11381570:btcusd:triple_med_gx:lsma125_65 | 11381570:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 10.77% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 10.94% | 37.42% |
| Worst Month | -2.49% | -17.69% |
| Best Year | 9.73% | 38.02% |
| Worst Year | 8.02% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.67% | -0.68% |
| Avg. Up Week | 4.1% | 7.01% |
| Avg. Down Week | -4.62% | -4.3% |
| Avg. Up Month | 4.72% | 9.03% |
| Avg. Down Month | -2.23% | -5.41% |
| Win Days % | 49.73% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 62.5% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |