| Metric | 11384221:btcusd:triple_med_gx:lsma165_75 | 11384221:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 17.29% | 61.52% |
| Max Drawdown | -11.1% | -29.51% |
| Sharpe | 0.5 | 0.59 |
| Sortino | 0.75 | 0.86 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 2.79 | 1.07 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 2.29 | 0.97 |
| Outlier Win Ratio | 38.34 | 3.01 |
| Outlier Loss Ratio | 3.32 | 2.88 |
| Volatility (ann.) | 8.52% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.51 | 2.02 |
| Skew | 0.92 | 0.21 |
| Kurtosis | 48.15 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.23% | 3.76% |
| Expected Yearly % | 8.3% | 27.09% |
| Kelly Criterion | 8.12% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11384221:BTCUSD | 11384221:btcusd:triple_med_gx:lsma165_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.35 | 0.14 | - |
| 2025 | 17.02 | 11.33 | 0.67 | - |
| Metric | 11384221:btcusd:triple_med_gx:lsma165_75 | 11384221:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.54% | 31.76% |
| 6M | 11.33% | 12.25% |
| YTD | 11.33% | 17.02% |
| 1Y | 17.29% | 57.19% |
| 3Y (ann.) | 16.79% | 59.47% |
| 5Y (ann.) | 16.79% | 59.47% |
| Metric | 11384221:btcusd:triple_med_gx:lsma165_75 | 11384221:BTCUSD |
|---|---|---|
| Max Drawdown | -11.1% | -29.51% |
| Longest DD Days | 79.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.56 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-10-29 | -11.10 | 64 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2024-10-30 | 2025-01-17 | -4.86 | 79 |
| 2024-07-17 | 2024-08-23 | -3.77 | 37 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| Metric | 11384221:btcusd:triple_med_gx:lsma165_75 | 11384221:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 8.57% | 37.42% |
| Worst Month | -3.3% | -17.69% |
| Best Year | 11.33% | 38.02% |
| Worst Year | 5.35% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 3.41% | 6.46% |
| Avg. Down Week | -4.34% | -6.41% |
| Avg. Up Month | 4.56% | 7.76% |
| Avg. Down Month | -3.3% | -8.73% |
| Win Days % | 52.27% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 69.23% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |