| Metric | 11384178:btcusd:triple_med_gx:lsma125_75 | 11384178:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 18.46% | 75.42% |
| Max Drawdown | -9.04% | -29.51% |
| Sharpe | 0.62 | 0.63 |
| Sortino | 1.03 | 0.92 |
| Payoff Ratio | 1.2 | 1.23 |
| Profit Factor | 1.36 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.85 | 0.7 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 59.3 | 2.95 |
| Outlier Loss Ratio | 3.61 | 2.79 |
| Volatility (ann.) | 6.38% | 24.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.8 | 2.19 |
| Skew | 2.2 | 0.2 |
| Kurtosis | 55.43 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.22% | 4.1% |
| Expected Yearly % | 8.84% | 32.45% |
| Kelly Criterion | 11.36% | 12.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11384178:BTCUSD | 11384178:btcusd:triple_med_gx:lsma125_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.22 | 0.24 | - |
| 2025 | 27.10 | 8.46 | 0.31 | - |
| Metric | 11384178:btcusd:triple_med_gx:lsma125_75 | 11384178:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.55% | 41.88% |
| 6M | 8.6% | 22.91% |
| YTD | 8.46% | 27.1% |
| 1Y | 12.14% | 82.29% |
| 3Y (ann.) | 16.23% | 64.73% |
| 5Y (ann.) | 16.23% | 64.73% |
| Metric | 11384178:btcusd:triple_med_gx:lsma125_75 | 11384178:BTCUSD |
|---|---|---|
| Max Drawdown | -9.04% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -2.4% | -4.71% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 2.04 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-15 | -9.04 | 142 |
| 2025-01-17 | 2025-03-19 | -3.94 | 61 |
| 2025-03-20 | 2025-05-22 | -3.74 | 63 |
| 2025-05-23 | 2025-07-17 | -2.37 | 55 |
| 2024-07-16 | 2024-08-23 | -2.07 | 38 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11384178:btcusd:triple_med_gx:lsma125_75 | 11384178:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 7.51% | 37.42% |
| Worst Month | -3.21% | -17.69% |
| Best Year | 9.22% | 38.02% |
| Worst Year | 8.46% | 27.1% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.69% | -0.68% |
| Avg. Up Week | 4.02% | 7.41% |
| Avg. Down Week | -5.68% | -5.24% |
| Avg. Up Month | 4.46% | 9.03% |
| Avg. Down Month | -3.21% | -8.73% |
| Win Days % | 51.59% | 51.89% |
| Win Month % | 75.0% | 64.29% |
| Win Week % | 61.54% | 58.33% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |