| Metric | 11383439:btcusd:triple_med_gx:lsma125_75 | 11383439:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 11.45% | 61.52% |
| Max Drawdown | -13.38% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.46 | 0.86 |
| Payoff Ratio | 0.93 | 0.92 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 2.5 | 1.07 |
| CPC Index | 0.57 | 0.52 |
| Tail Ratio | 2.19 | 0.97 |
| Outlier Win Ratio | 38.31 | 3.11 |
| Outlier Loss Ratio | 3.3 | 3.03 |
| Volatility (ann.) | 9.19% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.83 | 2.02 |
| Skew | -0.65 | 0.21 |
| Kurtosis | 37.23 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.84% | 3.76% |
| Expected Yearly % | 5.57% | 27.09% |
| Kelly Criterion | 2.65% | -0.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11383439:BTCUSD | 11383439:btcusd:triple_med_gx:lsma125_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.23 | 0.22 | - |
| 2025 | 17.02 | 2.97 | 0.17 | - |
| Metric | 11383439:btcusd:triple_med_gx:lsma125_75 | 11383439:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.37% | 31.76% |
| 6M | -1.56% | 12.25% |
| YTD | 2.97% | 17.02% |
| 1Y | 11.45% | 57.19% |
| 3Y (ann.) | 11.12% | 59.47% |
| 5Y (ann.) | 11.12% | 59.47% |
| Metric | 11383439:btcusd:triple_med_gx:lsma125_75 | 11383439:BTCUSD |
|---|---|---|
| Max Drawdown | -13.38% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -2.76% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 0.86 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-01-15 | -13.38 | 53 |
| 2025-01-28 | 2025-06-11 | -13.24 | 134 |
| 2024-07-29 | 2024-08-23 | -5.47 | 25 |
| 2024-09-28 | 2024-10-28 | -5.15 | 30 |
| 2024-07-11 | 2024-07-14 | -3.31 | 2 |
| 2024-08-25 | 2024-09-26 | -2.92 | 32 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| Metric | 11383439:btcusd:triple_med_gx:lsma125_75 | 11383439:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 13.03% | 18.93% |
| Worst Week | -9.53% | -12.33% |
| Best Month | 17.79% | 37.42% |
| Worst Month | -9.53% | -17.69% |
| Best Year | 8.23% | 38.02% |
| Worst Year | 2.97% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.06% | 6.03% |
| Avg. Down Week | -3.38% | -5.84% |
| Avg. Up Month | 4.88% | 13.69% |
| Avg. Down Month | -4.78% | -7.67% |
| Win Days % | 53.02% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 52.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |