| Metric | 11385493:btcusd:triple_med_gx:lsma125_80 | 11385493:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 24.24% | 61.52% |
| Max Drawdown | -7.82% | -29.51% |
| Sharpe | 0.85 | 0.59 |
| Sortino | 1.44 | 0.86 |
| Payoff Ratio | 1.23 | 1.27 |
| Profit Factor | 1.52 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 1.0 | 0.72 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 55.74 | 2.9 |
| Outlier Loss Ratio | 3.74 | 2.71 |
| Volatility (ann.) | 6.49% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.01 | 2.02 |
| Skew | 2.35 | 0.21 |
| Kurtosis | 57.17 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.68% | 3.76% |
| Expected Yearly % | 11.46% | 27.09% |
| Kelly Criterion | 15.96% | 13.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11385493:BTCUSD | 11385493:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.65 | 0.15 | - |
| 2025 | 17.02 | 17.60 | 1.03 | + |
| Metric | 11385493:btcusd:triple_med_gx:lsma125_80 | 11385493:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.32% | 31.76% |
| 6M | 17.6% | 12.25% |
| YTD | 17.6% | 17.02% |
| 1Y | 24.24% | 57.19% |
| 3Y (ann.) | 23.52% | 59.47% |
| 5Y (ann.) | 23.52% | 59.47% |
| Metric | 11385493:btcusd:triple_med_gx:lsma125_80 | 11385493:BTCUSD |
|---|---|---|
| Max Drawdown | -7.82% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -1.84% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 3.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-15 | -7.82 | 142 |
| 2025-03-16 | 2025-03-19 | -3.64 | 3 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2025-04-23 | 2025-06-11 | -2.47 | 48 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-14 | 2024-07-14 | -0.83 | 0 |
| 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 |
| 2024-08-23 | 2024-08-23 | -0.40 | 0 |
| Metric | 11385493:btcusd:triple_med_gx:lsma125_80 | 11385493: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 | -2.7% | -17.69% |
| Best Year | 17.6% | 38.02% |
| Worst Year | 5.65% | 17.02% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.67% | -0.66% |
| Avg. Up Week | 4.46% | 7.41% |
| Avg. Down Week | -5.11% | -5.24% |
| Avg. Up Month | 6.87% | 8.57% |
| Avg. Down Month | -2.7% | -8.73% |
| Win Days % | 53.69% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 64.29% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |