| Metric | 11384146:btcusd:triple_med_gx:lsma135_75 | 11384146:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 37.76% | 61.52% |
| Max Drawdown | -8.71% | -29.51% |
| Sharpe | 1.16 | 0.59 |
| Sortino | 2.03 | 0.86 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.69 | 1.1 |
| Common Sense Ratio | 42.24 | 1.07 |
| CPC Index | 1.24 | 0.71 |
| Tail Ratio | 24.93 | 0.97 |
| Outlier Win Ratio | 47.04 | 3.01 |
| Outlier Loss Ratio | 3.79 | 2.72 |
| Volatility (ann.) | 6.92% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 4.2 | 2.02 |
| Skew | 2.28 | 0.21 |
| Kurtosis | 44.82 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.49% | 3.76% |
| Expected Yearly % | 17.37% | 27.09% |
| Kelly Criterion | 22.34% | 13.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11384146:BTCUSD | 11384146:btcusd:triple_med_gx:lsma135_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.65 | 0.28 | - |
| 2025 | 17.02 | 24.50 | 1.44 | + |
| Metric | 11384146:btcusd:triple_med_gx:lsma135_75 | 11384146:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 13.07% | 31.76% |
| 6M | 24.5% | 12.25% |
| YTD | 24.5% | 17.02% |
| 1Y | 37.76% | 57.19% |
| 3Y (ann.) | 36.59% | 59.47% |
| 5Y (ann.) | 36.59% | 59.47% |
| Metric | 11384146:btcusd:triple_med_gx:lsma135_75 | 11384146:BTCUSD |
|---|---|---|
| Max Drawdown | -8.71% | -29.51% |
| Longest DD Days | 141.0 | 144.0 |
| Avg. Drawdown | -1.47% | -4.82% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 4.34 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-14 | -8.71 | 141 |
| 2025-03-15 | 2025-03-19 | -3.53 | 4 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-07-16 | 2024-08-23 | -2.07 | 38 |
| 2025-04-23 | 2025-06-11 | -1.41 | 48 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 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 |
| Metric | 11384146:btcusd:triple_med_gx:lsma135_75 | 11384146:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.96% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 10.11% | 37.42% |
| Worst Month | -1.55% | -17.69% |
| Best Year | 24.5% | 38.02% |
| Worst Year | 10.65% | 17.02% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.64% | -0.67% |
| Avg. Up Week | 5.54% | 6.99% |
| Avg. Down Week | -5.11% | -5.24% |
| Avg. Up Month | 6.17% | 9.03% |
| Avg. Down Month | -1.55% | -8.73% |
| Win Days % | 56.07% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |