| Metric | 11386885:btcusd:triple_med_gx:lsma140_85 | 11386885:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 29.47% | 61.52% |
| Max Drawdown | -9.34% | -29.51% |
| Sharpe | 1.05 | 0.59 |
| Sortino | 1.75 | 0.86 |
| Payoff Ratio | 1.23 | 1.24 |
| Profit Factor | 1.63 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 1.12 | 0.7 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 53.4 | 2.89 |
| Outlier Loss Ratio | 3.75 | 2.71 |
| Volatility (ann.) | 6.15% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.06 | 2.02 |
| Skew | 1.5 | 0.21 |
| Kurtosis | 49.55 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.01% | 3.76% |
| Expected Yearly % | 13.79% | 27.09% |
| Kelly Criterion | 19.57% | 13.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11386885:BTCUSD | 11386885:btcusd:triple_med_gx:lsma140_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.86 | 0.15 | - |
| 2025 | 17.02 | 22.31 | 1.31 | + |
| Metric | 11386885:btcusd:triple_med_gx:lsma140_85 | 11386885:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.26% | 31.76% |
| 6M | 22.31% | 12.25% |
| YTD | 22.31% | 17.02% |
| 1Y | 29.47% | 57.19% |
| 3Y (ann.) | 28.58% | 59.47% |
| 5Y (ann.) | 28.58% | 59.47% |
| Metric | 11386885:btcusd:triple_med_gx:lsma140_85 | 11386885:BTCUSD |
|---|---|---|
| Max Drawdown | -9.34% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.06% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 3.15 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-15 | -9.34 | 183 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2025-04-23 | 2025-06-11 | -1.41 | 48 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-01-19 | 2025-03-17 | -1.13 | 57 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| 2025-04-21 | 2025-04-21 | -0.31 | 0 |
| Metric | 11386885:btcusd:triple_med_gx:lsma140_85 | 11386885:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.7% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 7.7% | 37.42% |
| Worst Month | -4.29% | -17.69% |
| Best Year | 22.31% | 38.02% |
| Worst Year | 5.86% | 17.02% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.66% | -0.67% |
| Avg. Up Week | 4.58% | 6.92% |
| Avg. Down Week | -4.71% | -5.24% |
| Avg. Up Month | 5.01% | 9.03% |
| Avg. Down Month | -4.29% | -8.73% |
| Win Days % | 55.63% | 51.9% |
| Win Month % | 85.71% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |