| Metric | 11381642:btcusd:triple_med_gx:lsma140_65 | 11381642:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 14.67% | 61.52% |
| Max Drawdown | -9.01% | -29.51% |
| Sharpe | 0.53 | 0.59 |
| Sortino | 0.78 | 0.86 |
| Payoff Ratio | 0.99 | 0.94 |
| Profit Factor | 1.25 | 1.1 |
| Common Sense Ratio | 4.33 | 1.07 |
| CPC Index | 0.67 | 0.54 |
| Tail Ratio | 3.47 | 0.97 |
| Outlier Win Ratio | 48.65 | 2.85 |
| Outlier Loss Ratio | 3.37 | 2.75 |
| Volatility (ann.) | 6.77% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.58 | 2.02 |
| Skew | 0.13 | 0.21 |
| Kurtosis | 43.91 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.06% | 3.76% |
| Expected Yearly % | 7.09% | 27.09% |
| Kelly Criterion | 7.67% | 0.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11381642:BTCUSD | 11381642:btcusd:triple_med_gx:lsma140_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.83 | 0.44 | - |
| 2025 | 17.02 | -1.84 | -0.11 | - |
| Metric | 11381642:btcusd:triple_med_gx:lsma140_65 | 11381642:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.18% | 31.76% |
| 6M | -1.84% | 12.25% |
| YTD | -1.84% | 17.02% |
| 1Y | 14.67% | 57.19% |
| 3Y (ann.) | 14.26% | 59.47% |
| 5Y (ann.) | 14.26% | 59.47% |
| Metric | 11381642:btcusd:triple_med_gx:lsma140_65 | 11381642:BTCUSD |
|---|---|---|
| Max Drawdown | -9.01% | -29.51% |
| Longest DD Days | 224.0 | 144.0 |
| Avg. Drawdown | -2.48% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.63 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-24 | -9.01 | 29 |
| 2024-10-30 | 2025-06-11 | -6.33 | 224 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-24 | 2024-08-25 | -0.46 | 1 |
| 2024-10-18 | 2024-10-18 | -0.45 | 0 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| 2024-10-17 | 2024-10-17 | -0.18 | 0 |
| Metric | 11381642:btcusd:triple_med_gx:lsma140_65 | 11381642:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.7% | 18.93% |
| Worst Week | -7.91% | -12.33% |
| Best Month | 9.13% | 37.42% |
| Worst Month | -7.93% | -17.69% |
| Best Year | 16.83% | 38.02% |
| Worst Year | -1.84% | 17.02% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 4.98% | 6.83% |
| Avg. Down Week | -3.12% | -5.19% |
| Avg. Up Month | 8.26% | 7.11% |
| Avg. Down Month | -7.93% | -8.73% |
| Win Days % | 54.14% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |