| Metric | 11382531:btcusd:triple_med_gx:lsma125_70 | 11382531:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 17.09% | 61.52% |
| Max Drawdown | -15.46% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.6 | 0.86 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 2.02 | 1.07 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.73 | 0.97 |
| Outlier Win Ratio | 30.19 | 3.18 |
| Outlier Loss Ratio | 3.16 | 3.06 |
| Volatility (ann.) | 10.51% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.07 | 2.02 |
| Skew | -0.11 | 0.21 |
| Kurtosis | 30.25 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.22% | 3.76% |
| Expected Yearly % | 8.21% | 27.09% |
| Kelly Criterion | 3.91% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11382531:BTCUSD | 11382531:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.12 | 0.35 | - |
| 2025 | 17.02 | 3.50 | 0.21 | - |
| Metric | 11382531:btcusd:triple_med_gx:lsma125_70 | 11382531:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.62% | 31.76% |
| 6M | -2.34% | 12.25% |
| YTD | 3.5% | 17.02% |
| 1Y | 17.09% | 57.19% |
| 3Y (ann.) | 16.59% | 59.47% |
| 5Y (ann.) | 16.59% | 59.47% |
| Metric | 11382531:btcusd:triple_med_gx:lsma125_70 | 11382531:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.43% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 1.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -15.46 | 175 |
| 2024-07-04 | 2024-09-18 | -7.26 | 76 |
| 2024-09-20 | 2024-10-18 | -2.66 | 28 |
| 2024-11-12 | 2024-12-16 | -1.91 | 34 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-10-21 | 2024-11-10 | -0.44 | 20 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382531:btcusd:triple_med_gx:lsma125_70 | 11382531:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 14.32% | 18.93% |
| Worst Week | -5.92% | -12.33% |
| Best Month | 14.32% | 37.42% |
| Worst Month | -5.64% | -17.69% |
| Best Year | 13.12% | 38.02% |
| Worst Year | 3.5% | 17.02% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.91% | -0.93% |
| Avg. Up Week | 4.38% | 10.32% |
| Avg. Down Week | -2.79% | -5.23% |
| Avg. Up Month | 5.42% | 16.18% |
| Avg. Down Month | -2.31% | -7.67% |
| Win Days % | 50.57% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 60.87% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |