| Metric | 11384144:btcusd:triple_med_gx:lsma125_75 | 11384144:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 30.54% | 61.52% |
| Max Drawdown | -8.54% | -29.51% |
| Sharpe | 1.03 | 0.59 |
| Sortino | 1.81 | 0.86 |
| Payoff Ratio | 1.32 | 1.27 |
| Profit Factor | 1.65 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 1.21 | 0.72 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 54.12 | 2.98 |
| Outlier Loss Ratio | 3.92 | 2.67 |
| Volatility (ann.) | 6.49% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.47 | 2.02 |
| Skew | 2.52 | 0.21 |
| Kurtosis | 56.61 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.07% | 3.76% |
| Expected Yearly % | 14.26% | 27.09% |
| Kelly Criterion | 21.52% | 13.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11384144:BTCUSD | 11384144:btcusd:triple_med_gx:lsma125_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.85 | 0.18 | - |
| 2025 | 17.02 | 22.18 | 1.30 | + |
| Metric | 11384144:btcusd:triple_med_gx:lsma125_75 | 11384144:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.24% | 31.76% |
| 6M | 22.18% | 12.25% |
| YTD | 22.18% | 17.02% |
| 1Y | 30.54% | 57.19% |
| 3Y (ann.) | 29.62% | 59.47% |
| 5Y (ann.) | 29.62% | 59.47% |
| Metric | 11384144:btcusd:triple_med_gx:lsma125_75 | 11384144:BTCUSD |
|---|---|---|
| Max Drawdown | -8.54% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -1.45% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 3.58 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-15 | -8.54 | 142 |
| 2025-03-15 | 2025-03-19 | -3.53 | 4 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 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 |
| 2025-04-23 | 2025-06-11 | -0.38 | 48 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11384144:btcusd:triple_med_gx:lsma125_75 | 11384144:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 10.77% | 18.93% |
| Worst Week | -7.42% | -12.33% |
| Best Month | 10.46% | 37.42% |
| Worst Month | -1.57% | -17.69% |
| Best Year | 22.18% | 38.02% |
| Worst Year | 6.85% | 17.02% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.6% | -0.63% |
| Avg. Up Week | 4.9% | 7.41% |
| Avg. Down Week | -5.12% | -5.24% |
| Avg. Up Month | 7.43% | 8.57% |
| Avg. Down Month | -1.57% | -8.73% |
| Win Days % | 55.35% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |