| Metric | 11382805:btcusd:triple_med_gx:lsma130_70 | 11382805:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 15.07% | 61.52% |
| Max Drawdown | -13.67% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.82 | 0.86 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.26 | 1.1 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.76 | 0.7 |
| Tail Ratio | 0.83 | 0.97 |
| Outlier Win Ratio | 50.2 | 2.98 |
| Outlier Loss Ratio | 3.78 | 2.72 |
| Volatility (ann.) | 7.05% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.07 | 2.02 |
| Skew | 1.25 | 0.21 |
| Kurtosis | 46.34 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.09% | 3.76% |
| Expected Yearly % | 7.27% | 27.09% |
| Kelly Criterion | 7.74% | 12.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11382805:BTCUSD | 11382805:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.88 | 0.13 | - |
| 2025 | 17.02 | 9.71 | 0.57 | - |
| Metric | 11382805:btcusd:triple_med_gx:lsma130_70 | 11382805:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.79% | 31.76% |
| 6M | 9.71% | 12.25% |
| YTD | 9.71% | 17.02% |
| 1Y | 15.07% | 57.19% |
| 3Y (ann.) | 14.64% | 59.47% |
| 5Y (ann.) | 14.64% | 59.47% |
| Metric | 11382805:btcusd:triple_med_gx:lsma130_70 | 11382805:BTCUSD |
|---|---|---|
| Max Drawdown | -13.67% | -29.51% |
| Longest DD Days | 239.0 | 144.0 |
| Avg. Drawdown | -2.01% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 1.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-04-22 | -13.67 | 239 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-04-23 | 2025-06-11 | -1.54 | 48 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| 2025-04-23 | 2025-04-23 | -0.03 | 0 |
| Metric | 11382805:btcusd:triple_med_gx:lsma130_70 | 11382805:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 10.43% | 18.93% |
| Worst Week | -7.42% | -12.33% |
| Best Month | 8.52% | 37.42% |
| Worst Month | -2.52% | -17.69% |
| Best Year | 9.71% | 38.02% |
| Worst Year | 4.88% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.66% | -0.67% |
| Avg. Up Week | 5.35% | 7.89% |
| Avg. Down Week | -3.88% | -4.3% |
| Avg. Up Month | 4.96% | 8.57% |
| Avg. Down Month | -1.86% | -5.41% |
| Win Days % | 49.19% | 51.9% |
| Win Month % | 57.14% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |