| Metric | 11382835:btcusd:triple_med_gx:lsma115_70 | 11382835:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.93% | 75.42% |
| Max Drawdown | -10.46% | -29.51% |
| Sharpe | 0.6 | 0.63 |
| Sortino | 1.03 | 0.92 |
| Payoff Ratio | 1.45 | 1.35 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.91 | 0.77 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 56.72 | 2.95 |
| Outlier Loss Ratio | 3.89 | 2.79 |
| Volatility (ann.) | 6.44% | 24.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.51 | 2.19 |
| Skew | 2.91 | 0.2 |
| Kurtosis | 49.83 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.18% | 4.1% |
| Expected Yearly % | 8.6% | 32.45% |
| Kelly Criterion | 10.85% | 16.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11382835:BTCUSD | 11382835:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.85 | 0.34 | - |
| 2025 | 27.10 | 4.50 | 0.17 | - |
| Metric | 11382835:btcusd:triple_med_gx:lsma115_70 | 11382835:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.52% | 41.88% |
| 6M | 6.41% | 22.91% |
| YTD | 4.5% | 27.1% |
| 1Y | 12.69% | 82.29% |
| 3Y (ann.) | 15.77% | 64.73% |
| 5Y (ann.) | 15.77% | 64.73% |
| Metric | 11382835:btcusd:triple_med_gx:lsma115_70 | 11382835:BTCUSD |
|---|---|---|
| Max Drawdown | -10.46% | -29.51% |
| Longest DD Days | 210.0 | 144.0 |
| Avg. Drawdown | -2.02% | -4.71% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.71 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-05-19 | -10.46 | 210 |
| 2024-08-26 | 2024-09-17 | -2.35 | 22 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-20 | 2024-10-20 | -1.88 | 30 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| Metric | 11382835:btcusd:triple_med_gx:lsma115_70 | 11382835:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -5.51% | -12.33% |
| Best Month | 7.77% | 37.42% |
| Worst Month | -5.68% | -17.69% |
| Best Year | 12.85% | 38.02% |
| Worst Year | 4.5% | 27.1% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.62% | -0.67% |
| Avg. Up Week | 4.14% | 8.5% |
| Avg. Down Week | -2.2% | -4.3% |
| Avg. Up Month | 4.34% | 9.08% |
| Avg. Down Month | -5.68% | -2.09% |
| Win Days % | 47.27% | 51.89% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |