| Metric | 11385496:btcusd:triple_med_gx:lsma135_80 | 11385496:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 31.1% | 61.52% |
| Max Drawdown | -8.71% | -29.51% |
| Sharpe | 0.99 | 0.59 |
| Sortino | 1.68 | 0.86 |
| Payoff Ratio | 1.22 | 1.25 |
| Profit Factor | 1.58 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 1.05 | 0.71 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 48.96 | 2.98 |
| Outlier Loss Ratio | 3.62 | 2.74 |
| Volatility (ann.) | 6.92% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.46 | 2.02 |
| Skew | 2.13 | 0.21 |
| Kurtosis | 45.23 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.11% | 3.76% |
| Expected Yearly % | 14.5% | 27.09% |
| Kelly Criterion | 17.3% | 13.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11385496:BTCUSD | 11385496:btcusd:triple_med_gx:lsma135_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.40 | 0.25 | - |
| 2025 | 17.02 | 19.84 | 1.17 | + |
| Metric | 11385496:btcusd:triple_med_gx:lsma135_80 | 11385496:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.12% | 31.76% |
| 6M | 19.84% | 12.25% |
| YTD | 19.84% | 17.02% |
| 1Y | 31.1% | 57.19% |
| 3Y (ann.) | 30.16% | 59.47% |
| 5Y (ann.) | 30.16% | 59.47% |
| Metric | 11385496:btcusd:triple_med_gx:lsma135_80 | 11385496:BTCUSD |
|---|---|---|
| Max Drawdown | -8.71% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -1.94% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 3.57 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-15 | -8.71 | 142 |
| 2025-03-16 | 2025-03-19 | -3.64 | 3 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-04-23 | 2025-06-11 | -3.21 | 48 |
| 2024-07-16 | 2024-08-23 | -2.28 | 38 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 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 |
| Metric | 11385496:btcusd:triple_med_gx:lsma135_80 | 11385496:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 8.83% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 8.83% | 37.42% |
| Worst Month | -2.68% | -17.69% |
| Best Year | 19.84% | 38.02% |
| Worst Year | 9.4% | 17.02% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.71% | -0.7% |
| Avg. Up Week | 5.1% | 6.99% |
| Avg. Down Week | -5.1% | -5.24% |
| Avg. Up Month | 5.73% | 9.03% |
| Avg. Down Month | -2.68% | -8.73% |
| Win Days % | 54.6% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 64.29% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |