| Metric | 11385494:btcusd:triple_med_gx:lsma130_80 | 11385494:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 26.3% | 61.52% |
| Max Drawdown | -9.04% | -29.51% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.47 | 0.86 |
| Payoff Ratio | 1.25 | 1.29 |
| Profit Factor | 1.5 | 1.1 |
| Common Sense Ratio | 14.83 | 1.07 |
| CPC Index | 0.98 | 0.73 |
| Tail Ratio | 9.89 | 0.97 |
| Outlier Win Ratio | 51.48 | 2.98 |
| Outlier Loss Ratio | 3.7 | 2.72 |
| Volatility (ann.) | 6.82% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.82 | 2.02 |
| Skew | 2.17 | 0.21 |
| Kurtosis | 47.27 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.81% | 3.76% |
| Expected Yearly % | 12.38% | 27.09% |
| Kelly Criterion | 13.98% | 14.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11385494:BTCUSD | 11385494:btcusd:triple_med_gx:lsma130_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.87 | 0.21 | - |
| 2025 | 17.02 | 17.08 | 1.00 | + |
| Metric | 11385494:btcusd:triple_med_gx:lsma130_80 | 11385494:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.53% | 31.76% |
| 6M | 17.08% | 12.25% |
| YTD | 17.08% | 17.02% |
| 1Y | 26.3% | 57.19% |
| 3Y (ann.) | 25.52% | 59.47% |
| 5Y (ann.) | 25.52% | 59.47% |
| Metric | 11385494:btcusd:triple_med_gx:lsma130_80 | 11385494:BTCUSD |
|---|---|---|
| Max Drawdown | -9.04% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.18% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 2.91 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-17 | -9.04 | 144 |
| 2025-01-17 | 2025-03-19 | -4.42 | 61 |
| 2025-04-23 | 2025-06-11 | -3.65 | 48 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 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 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11385494:btcusd:triple_med_gx:lsma130_80 | 11385494:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.26% | 18.93% |
| Worst Week | -8.64% | -12.33% |
| Best Month | 8.26% | 37.42% |
| Worst Month | -3.98% | -17.69% |
| Best Year | 17.08% | 38.02% |
| Worst Year | 7.87% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.7% | -0.69% |
| Avg. Up Week | 5.59% | 7.89% |
| Avg. Down Week | -5.72% | -5.24% |
| Avg. Up Month | 5.43% | 9.03% |
| Avg. Down Month | -3.98% | -8.73% |
| Win Days % | 52.2% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |