| Metric | 11388323:btcusd:triple_med_gx:lsma155_90 | 11388323:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.76% | 61.52% |
| Max Drawdown | -12.13% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.15 | 0.86 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.41 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.85 | 0.61 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 45.75 | 2.9 |
| Outlier Loss Ratio | 3.16 | 2.74 |
| Volatility (ann.) | 7.61% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.98 | 2.02 |
| Skew | 1.0 | 0.21 |
| Kurtosis | 68.46 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.72% | 3.76% |
| Expected Yearly % | 11.7% | 27.09% |
| Kelly Criterion | 14.34% | 7.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11388323:BTCUSD | 11388323:btcusd:triple_med_gx:lsma155_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.45 | 0.14 | - |
| 2025 | 17.02 | 18.31 | 1.08 | + |
| Metric | 11388323:btcusd:triple_med_gx:lsma155_90 | 11388323:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 13.17% | 31.76% |
| 6M | 18.31% | 12.25% |
| YTD | 18.31% | 17.02% |
| 1Y | 24.76% | 57.19% |
| 3Y (ann.) | 24.03% | 59.47% |
| 5Y (ann.) | 24.03% | 59.47% |
| Metric | 11388323:btcusd:triple_med_gx:lsma155_90 | 11388323:BTCUSD |
|---|---|---|
| Max Drawdown | -12.13% | -29.51% |
| Longest DD Days | 142.0 | 144.0 |
| Avg. Drawdown | -2.33% | -4.82% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 2.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-01-15 | -12.13 | 142 |
| 2025-01-20 | 2025-04-22 | -8.43 | 92 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 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 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11388323:btcusd:triple_med_gx:lsma155_90 | 11388323:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 9.0% | 18.93% |
| Worst Week | -8.78% | -12.33% |
| Best Month | 9.0% | 37.42% |
| Worst Month | -8.78% | -17.69% |
| Best Year | 18.31% | 38.02% |
| Worst Year | 5.45% | 17.02% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 5.45% | 6.6% |
| Avg. Down Week | -5.15% | -5.24% |
| Avg. Up Month | 6.99% | 9.45% |
| Avg. Down Month | -8.78% | -8.73% |
| Win Days % | 55.36% | 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% |