| Metric | 11386924:btcusd:triple_med_gx:lsma165_85 | 11386924:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 14.26% | 61.52% |
| Max Drawdown | -13.42% | -29.51% |
| Sharpe | 0.45 | 0.59 |
| Sortino | 0.66 | 0.86 |
| Payoff Ratio | 1.1 | 1.12 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 2.29 | 1.07 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 1.91 | 0.97 |
| Outlier Win Ratio | 41.52 | 2.94 |
| Outlier Loss Ratio | 3.31 | 2.77 |
| Volatility (ann.) | 7.95% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.03 | 2.02 |
| Skew | 0.61 | 0.21 |
| Kurtosis | 56.66 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.03% | 3.76% |
| Expected Yearly % | 6.89% | 27.09% |
| Kelly Criterion | 6.46% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11386924:BTCUSD | 11386924:btcusd:triple_med_gx:lsma165_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.10 | -0.00 | - |
| 2025 | 17.02 | 14.37 | 0.84 | - |
| Metric | 11386924:btcusd:triple_med_gx:lsma165_85 | 11386924:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.6% | 31.76% |
| 6M | 14.37% | 12.25% |
| YTD | 14.37% | 17.02% |
| 1Y | 14.26% | 57.19% |
| 3Y (ann.) | 13.85% | 59.47% |
| 5Y (ann.) | 13.85% | 59.47% |
| Metric | 11386924:btcusd:triple_med_gx:lsma165_85 | 11386924:BTCUSD |
|---|---|---|
| Max Drawdown | -13.42% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -3.2% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 1.06 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-20 | -13.42 | 187 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-04-25 | -2.22 | 31 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-04-26 | 2025-06-11 | -0.75 | 46 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| 2025-04-25 | 2025-04-25 | -0.09 | 0 |
| Metric | 11386924:btcusd:triple_med_gx:lsma165_85 | 11386924:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 8.31% | 37.42% |
| Worst Month | -8.15% | -17.69% |
| Best Year | 14.37% | 38.02% |
| Worst Year | -0.1% | 17.02% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.76% | -0.75% |
| Avg. Up Week | 3.53% | 5.9% |
| Avg. Down Week | -4.23% | -6.41% |
| Avg. Up Month | 3.9% | 9.03% |
| Avg. Down Month | -8.15% | -8.73% |
| Win Days % | 50.98% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |