| Metric | 11388358:btcusd:triple_med_gx:lsma160_90 | 11388358:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 13.89% | 75.42% |
| Max Drawdown | -12.52% | -29.51% |
| Sharpe | 0.43 | 0.63 |
| Sortino | 0.64 | 0.92 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | inf | 1.06 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | inf | 0.96 |
| Outlier Win Ratio | 50.68 | 2.94 |
| Outlier Loss Ratio | 3.05 | 2.83 |
| Volatility (ann.) | 7.28% | 24.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.98 | 2.19 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 72.74 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.93% | 4.1% |
| Expected Yearly % | 6.72% | 32.45% |
| Kelly Criterion | 7.97% | 5.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11388358:BTCUSD | 11388358:btcusd:triple_med_gx:lsma160_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.70 | 0.02 | - |
| 2025 | 27.10 | 13.10 | 0.48 | - |
| Metric | 11388358:btcusd:triple_med_gx:lsma160_90 | 11388358:BTCUSD |
|---|---|---|
| MTD | 1.57% | 10.71% |
| 3M | 2.71% | 41.88% |
| 6M | 13.1% | 22.91% |
| YTD | 13.1% | 27.1% |
| 1Y | 6.59% | 82.29% |
| 3Y (ann.) | 12.25% | 64.73% |
| 5Y (ann.) | 12.25% | 64.73% |
| Metric | 11388358:btcusd:triple_med_gx:lsma160_90 | 11388358:BTCUSD |
|---|---|---|
| Max Drawdown | -12.52% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -3.0% | -4.71% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 1.11 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-01-17 | -12.52 | 184 |
| 2025-01-20 | 2025-03-24 | -7.38 | 63 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-03-24 | 2025-07-02 | -2.22 | 99 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2025-07-03 | 2025-07-17 | -0.21 | 13 |
| 2024-07-14 | 2024-07-15 | -0.18 | 0 |
| Metric | 11388358:btcusd:triple_med_gx:lsma160_90 | 11388358:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -7.72% | -12.33% |
| Best Month | 6.84% | 37.42% |
| Worst Month | -8.11% | -17.69% |
| Best Year | 13.1% | 38.02% |
| Worst Year | 0.7% | 27.1% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 3.48% | 6.75% |
| Avg. Down Week | -3.22% | -6.41% |
| Avg. Up Month | 3.15% | 9.31% |
| Avg. Down Month | -8.11% | -8.73% |
| Win Days % | 53.14% | 51.89% |
| Win Month % | 87.5% | 64.29% |
| Win Week % | 53.85% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |