| Metric | 11388320:btcusd:triple_med_gx:lsma145_90 | 11388320:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 24.53% | 61.52% |
| Max Drawdown | -11.45% | -29.51% |
| Sharpe | 0.85 | 0.59 |
| Sortino | 1.31 | 0.86 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.49 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.92 | 0.61 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 52.89 | 2.89 |
| Outlier Loss Ratio | 3.3 | 2.72 |
| Volatility (ann.) | 6.49% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.08 | 2.02 |
| Skew | 0.26 | 0.21 |
| Kurtosis | 50.37 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.7% | 3.76% |
| Expected Yearly % | 11.59% | 27.09% |
| Kelly Criterion | 17.28% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11388320:BTCUSD | 11388320:btcusd:triple_med_gx:lsma145_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.48 | 0.14 | - |
| 2025 | 17.02 | 18.06 | 1.06 | + |
| Metric | 11388320:btcusd:triple_med_gx:lsma145_90 | 11388320:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.98% | 31.76% |
| 6M | 18.06% | 12.25% |
| YTD | 18.06% | 17.02% |
| 1Y | 24.53% | 57.19% |
| 3Y (ann.) | 23.8% | 59.47% |
| 5Y (ann.) | 23.8% | 59.47% |
| Metric | 11388320:btcusd:triple_med_gx:lsma145_90 | 11388320:BTCUSD |
|---|---|---|
| Max Drawdown | -11.45% | -29.51% |
| Longest DD Days | 183.0 | 144.0 |
| Avg. Drawdown | -2.62% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 2.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-15 | -11.45 | 183 |
| 2025-01-19 | 2025-03-19 | -5.78 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-04-22 | -2.40 | 28 |
| 2025-04-23 | 2025-04-24 | -1.41 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-04-25 | 2025-04-25 | -0.84 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11388320:btcusd:triple_med_gx:lsma145_90 | 11388320:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -7.6% | -12.33% |
| Best Month | 8.6% | 37.42% |
| Worst Month | -7.6% | -17.69% |
| Best Year | 18.06% | 38.02% |
| Worst Year | 5.48% | 17.02% |
| Avg. Up Day | 0.81% | 0.81% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 5.24% | 6.6% |
| Avg. Down Week | -4.56% | -5.24% |
| Avg. Up Month | 6.93% | 9.45% |
| Avg. Down Month | -7.6% | -8.73% |
| Win Days % | 56.95% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 63.64% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |