| Metric | 11382556:btcusd:triple_med_gx:lsma130_70 | 11382556:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 8.6% | 61.52% |
| Max Drawdown | -18.1% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.36 | 0.86 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.29 | 0.97 |
| Outlier Win Ratio | 31.16 | 3.11 |
| Outlier Loss Ratio | 3.08 | 3.06 |
| Volatility (ann.) | 10.41% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.46 | 2.02 |
| Skew | 0.42 | 0.21 |
| Kurtosis | 32.83 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.64% | 3.76% |
| Expected Yearly % | 4.21% | 27.09% |
| Kelly Criterion | 1.25% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11382556:BTCUSD | 11382556:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.07 | 0.13 | - |
| 2025 | 17.02 | 3.36 | 0.20 | - |
| Metric | 11382556:btcusd:triple_med_gx:lsma130_70 | 11382556:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.22% | 31.76% |
| 6M | -6.02% | 12.25% |
| YTD | 3.36% | 17.02% |
| 1Y | 8.6% | 57.19% |
| 3Y (ann.) | 8.36% | 59.47% |
| 5Y (ann.) | 8.36% | 59.47% |
| Metric | 11382556:btcusd:triple_med_gx:lsma130_70 | 11382556:BTCUSD |
|---|---|---|
| Max Drawdown | -18.1% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -3.32% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.47 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -18.10 | 209 |
| 2024-08-22 | 2024-09-17 | -3.91 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-11 | 2024-07-15 | -2.96 | 3 |
| 2024-10-21 | 2024-11-11 | -2.91 | 21 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-20 | 2024-10-18 | -1.86 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11382556:btcusd:triple_med_gx:lsma130_70 | 11382556:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.41% | 18.93% |
| Worst Week | -9.07% | -12.33% |
| Best Month | 8.19% | 37.42% |
| Worst Month | -9.07% | -17.69% |
| Best Year | 5.07% | 38.02% |
| Worst Year | 3.36% | 17.02% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.92% | -0.95% |
| Avg. Up Week | 4.04% | 9.87% |
| Avg. Down Week | -4.14% | -4.56% |
| Avg. Up Month | 3.37% | 14.34% |
| Avg. Down Month | -7.2% | -10.46% |
| Win Days % | 49.61% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |