| Metric | 11384181:btcusd:triple_med_gx:lsma140_75 | 11384181:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 26.24% | 61.52% |
| Max Drawdown | -8.71% | -29.51% |
| Sharpe | 0.82 | 0.59 |
| Sortino | 1.29 | 0.86 |
| Payoff Ratio | 1.09 | 1.11 |
| Profit Factor | 1.42 | 1.1 |
| Common Sense Ratio | 5.04 | 1.07 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | 3.55 | 0.97 |
| Outlier Win Ratio | 45.41 | 2.98 |
| Outlier Loss Ratio | 3.43 | 2.75 |
| Volatility (ann.) | 7.23% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.92 | 2.02 |
| Skew | 0.91 | 0.21 |
| Kurtosis | 42.08 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.81% | 3.76% |
| Expected Yearly % | 12.36% | 27.09% |
| Kelly Criterion | 14.06% | 8.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11384181:BTCUSD | 11384181:btcusd:triple_med_gx:lsma140_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.12 | 0.50 | - |
| 2025 | 17.02 | 5.98 | 0.35 | - |
| Metric | 11384181:btcusd:triple_med_gx:lsma140_75 | 11384181:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.4% | 31.76% |
| 6M | 5.98% | 12.25% |
| YTD | 5.98% | 17.02% |
| 1Y | 26.24% | 57.19% |
| 3Y (ann.) | 25.46% | 59.47% |
| 5Y (ann.) | 25.46% | 59.47% |
| Metric | 11384181:btcusd:triple_med_gx:lsma140_75 | 11384181:BTCUSD |
|---|---|---|
| Max Drawdown | -8.71% | -29.51% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -2.0% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 3.01 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-10-28 | -8.71 | 63 |
| 2025-01-19 | 2025-03-24 | -7.36 | 64 |
| 2025-03-24 | 2025-06-11 | -3.22 | 78 |
| 2024-07-16 | 2024-08-23 | -1.72 | 38 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2024-10-29 | 2025-01-15 | -0.33 | 77 |
| Metric | 11384181:btcusd:triple_med_gx:lsma140_75 | 11384181:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -7.48% | -12.33% |
| Best Month | 7.21% | 37.42% |
| Worst Month | -1.98% | -17.69% |
| Best Year | 19.12% | 38.02% |
| Worst Year | 5.98% | 17.02% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.74% | -0.73% |
| Avg. Up Week | 5.84% | 6.74% |
| Avg. Down Week | -5.1% | -5.24% |
| Avg. Up Month | 6.17% | 7.76% |
| Avg. Down Month | -1.98% | -8.73% |
| Win Days % | 55.14% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |