| Metric | 11382804:btcusd:triple_med_gx:lsma125_70 | 11382804:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 16.74% | 61.52% |
| Max Drawdown | -11.08% | -29.51% |
| Sharpe | 0.6 | 0.59 |
| Sortino | 1.02 | 0.86 |
| Payoff Ratio | 1.32 | 1.32 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.84 | 0.75 |
| Tail Ratio | 0.76 | 0.97 |
| Outlier Win Ratio | 52.28 | 2.9 |
| Outlier Loss Ratio | 4.11 | 2.71 |
| Volatility (ann.) | 6.59% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.47 | 2.02 |
| Skew | 2.6 | 0.21 |
| Kurtosis | 45.93 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.2% | 3.76% |
| Expected Yearly % | 8.05% | 27.09% |
| Kelly Criterion | 9.71% | 15.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11382804:BTCUSD | 11382804:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.25 | 0.22 | - |
| 2025 | 17.02 | 7.84 | 0.46 | - |
| Metric | 11382804:btcusd:triple_med_gx:lsma125_70 | 11382804:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.58% | 31.76% |
| 6M | 7.84% | 12.25% |
| YTD | 7.84% | 17.02% |
| 1Y | 16.74% | 57.19% |
| 3Y (ann.) | 16.26% | 59.47% |
| 5Y (ann.) | 16.26% | 59.47% |
| Metric | 11382804:btcusd:triple_med_gx:lsma125_70 | 11382804:BTCUSD |
|---|---|---|
| Max Drawdown | -11.08% | -29.51% |
| Longest DD Days | 214.0 | 144.0 |
| Avg. Drawdown | -2.18% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 1.51 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-22 | -11.08 | 214 |
| 2024-08-26 | 2024-09-19 | -4.98 | 24 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-04-23 | 2025-06-11 | -1.58 | 48 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-15 | 2024-08-21 | -0.95 | 37 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11382804:btcusd:triple_med_gx:lsma125_70 | 11382804:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 9.43% | 18.93% |
| Worst Week | -4.73% | -12.33% |
| Best Month | 9.09% | 37.42% |
| Worst Month | -4.14% | -17.69% |
| Best Year | 8.25% | 38.02% |
| Worst Year | 7.84% | 17.02% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.6% | -0.61% |
| Avg. Up Week | 4.08% | 7.41% |
| Avg. Down Week | -2.72% | -4.3% |
| Avg. Up Month | 4.85% | 8.57% |
| Avg. Down Month | -4.14% | -2.09% |
| Win Days % | 48.6% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |