| Metric | 11383885:btcusd:triple_med_gx:lsma125_75 | 11383885:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 14.1% | 61.52% |
| Max Drawdown | -19.98% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.55 | 0.86 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 2.01 | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.74 | 0.97 |
| Outlier Win Ratio | 34.7 | 3.12 |
| Outlier Loss Ratio | 3.06 | 2.99 |
| Volatility (ann.) | 9.95% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.69 | 2.02 |
| Skew | 0.68 | 0.21 |
| Kurtosis | 38.72 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.02% | 3.76% |
| Expected Yearly % | 6.82% | 27.09% |
| Kelly Criterion | 4.33% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11383885:BTCUSD | 11383885:btcusd:triple_med_gx:lsma125_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.45 | 0.33 | - |
| 2025 | 17.02 | 1.47 | 0.09 | - |
| Metric | 11383885:btcusd:triple_med_gx:lsma125_75 | 11383885:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.28% | 31.76% |
| 6M | -6.63% | 12.25% |
| YTD | 1.47% | 17.02% |
| 1Y | 14.1% | 57.19% |
| 3Y (ann.) | 13.7% | 59.47% |
| 5Y (ann.) | 13.7% | 59.47% |
| Metric | 11383885:btcusd:triple_med_gx:lsma125_75 | 11383885:BTCUSD |
|---|---|---|
| Max Drawdown | -19.98% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -3.32% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.71 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -19.98 | 209 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-11 | -2.87 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-17 | -2.16 | 26 |
| 2024-08-18 | 2024-08-20 | -2.10 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 27 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 11383885:btcusd:triple_med_gx:lsma125_75 | 11383885:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 18.93% |
| Worst Week | -8.63% | -12.33% |
| Best Month | 11.58% | 37.42% |
| Worst Month | -7.98% | -17.69% |
| Best Year | 12.45% | 38.02% |
| Worst Year | 1.47% | 17.02% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 4.24% | 7.69% |
| Avg. Down Week | -2.95% | -3.91% |
| Avg. Up Month | 9.38% | 19.63% |
| Avg. Down Month | -4.52% | -10.46% |
| Win Days % | 51.09% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 57.89% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |