| Metric | 11384143:btcusd:triple_med_gx:lsma120_75 | 11384143:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 25.73% | 61.52% |
| Max Drawdown | -6.09% | -29.51% |
| Sharpe | 0.95 | 0.59 |
| Sortino | 1.84 | 0.86 |
| Payoff Ratio | 1.46 | 1.39 |
| Profit Factor | 1.61 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 1.21 | 0.79 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 59.08 | 2.9 |
| Outlier Loss Ratio | 4.35 | 2.67 |
| Volatility (ann.) | 6.04% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 4.1 | 2.02 |
| Skew | 4.49 | 0.21 |
| Kurtosis | 55.22 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.78% | 3.76% |
| Expected Yearly % | 12.13% | 27.09% |
| Kelly Criterion | 18.06% | 17.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11384143:BTCUSD | 11384143:btcusd:triple_med_gx:lsma120_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.07 | 0.29 | - |
| 2025 | 17.02 | 13.19 | 0.77 | - |
| Metric | 11384143:btcusd:triple_med_gx:lsma120_75 | 11384143:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.38% | 31.76% |
| 6M | 13.19% | 12.25% |
| YTD | 13.19% | 17.02% |
| 1Y | 25.73% | 57.19% |
| 3Y (ann.) | 24.96% | 59.47% |
| 5Y (ann.) | 24.96% | 59.47% |
| Metric | 11384143:btcusd:triple_med_gx:lsma120_75 | 11384143:BTCUSD |
|---|---|---|
| Max Drawdown | -6.09% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -1.86% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 4.22 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-20 | 2025-04-22 | -6.09 | 33 |
| 2024-10-21 | 2025-01-15 | -4.92 | 86 |
| 2025-01-16 | 2025-03-19 | -4.02 | 62 |
| 2024-08-26 | 2024-09-19 | -3.95 | 24 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2024-09-19 | 2024-09-20 | -1.23 | 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 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11384143:btcusd:triple_med_gx:lsma120_75 | 11384143:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -2.83% | -12.33% |
| Best Month | 8.17% | 37.42% |
| Worst Month | -2.23% | -17.69% |
| Best Year | 13.19% | 38.02% |
| Worst Year | 11.07% | 17.02% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.56% | -0.59% |
| Avg. Up Week | 4.64% | 8.42% |
| Avg. Down Week | -2.8% | -5.24% |
| Avg. Up Month | 5.81% | 8.57% |
| Avg. Down Month | -0.73% | -2.09% |
| Win Days % | 51.35% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |