| Metric | 11384113:btcusd:triple_med_gx:lsma135_75 | 11384113:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 33.14% | 61.52% |
| Max Drawdown | -7.71% | -29.51% |
| Sharpe | 1.0 | 0.59 |
| Sortino | 1.67 | 0.86 |
| Payoff Ratio | 1.26 | 1.25 |
| Profit Factor | 1.56 | 1.1 |
| Common Sense Ratio | 4.66 | 1.07 |
| CPC Index | 1.08 | 0.71 |
| Tail Ratio | 2.98 | 0.97 |
| Outlier Win Ratio | 46.88 | 3.08 |
| Outlier Loss Ratio | 3.71 | 2.74 |
| Volatility (ann.) | 7.25% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 4.17 | 2.02 |
| Skew | 1.7 | 0.21 |
| Kurtosis | 43.26 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.23% | 3.76% |
| Expected Yearly % | 15.38% | 27.09% |
| Kelly Criterion | 18.7% | 13.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11384113:BTCUSD | 11384113:btcusd:triple_med_gx:lsma135_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.52 | 0.28 | - |
| 2025 | 17.02 | 20.46 | 1.20 | + |
| Metric | 11384113:btcusd:triple_med_gx:lsma135_75 | 11384113:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.14% | 31.76% |
| 6M | 20.46% | 12.25% |
| YTD | 20.46% | 17.02% |
| 1Y | 33.14% | 57.19% |
| 3Y (ann.) | 32.12% | 59.47% |
| 5Y (ann.) | 32.12% | 59.47% |
| Metric | 11384113:btcusd:triple_med_gx:lsma135_75 | 11384113:BTCUSD |
|---|---|---|
| Max Drawdown | -7.71% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -1.77% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 4.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-15 | -7.71 | 142 |
| 2025-01-17 | 2025-03-19 | -3.91 | 61 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2025-04-23 | 2025-06-11 | -2.90 | 48 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11384113:btcusd:triple_med_gx:lsma135_75 | 11384113:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.96% | 18.93% |
| Worst Week | -6.64% | -12.33% |
| Best Month | 9.37% | 37.42% |
| Worst Month | -1.68% | -17.69% |
| Best Year | 20.46% | 38.02% |
| Worst Year | 10.52% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 5.27% | 7.41% |
| Avg. Down Week | -4.73% | -5.24% |
| Avg. Up Month | 6.03% | 9.03% |
| Avg. Down Month | -1.68% | -8.73% |
| Win Days % | 54.7% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 61.54% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |