| Metric | 11395606:btcusd:triple_med_gx:lsma190_115 | 11395606:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 17.92% | 61.16% |
| Max Drawdown | -22.16% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.59 | 0.85 |
| Payoff Ratio | 1.02 | 0.95 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 2.12 | 1.07 |
| CPC Index | 0.64 | 0.54 |
| Tail Ratio | 1.78 | 0.98 |
| Outlier Win Ratio | 31.22 | 3.13 |
| Outlier Loss Ratio | 3.29 | 3.25 |
| Volatility (ann.) | 11.84% | 25.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.79 | 2.0 |
| Skew | 0.79 | 0.21 |
| Kurtosis | 84.41 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.28% | 3.74% |
| Expected Yearly % | 8.59% | 26.95% |
| Kelly Criterion | 5.74% | 1.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.13% |
| Expected Shortfall (cVaR) | -1.01% | -2.13% |
| Year | 11395606:BTCUSD | 11395606:btcusd:triple_med_gx:lsma190_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.22 | 0.11 | - |
| 2025 | 16.76 | 13.14 | 0.78 | - |
| Metric | 11395606:btcusd:triple_med_gx:lsma190_115 | 11395606:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.73% | 31.46% |
| 6M | 13.14% | 12.77% |
| YTD | 13.14% | 16.76% |
| 1Y | 21.07% | 56.84% |
| 3Y (ann.) | 17.4% | 59.12% |
| 5Y (ann.) | 17.4% | 59.12% |
| Metric | 11395606:btcusd:triple_med_gx:lsma190_115 | 11395606:BTCUSD |
|---|---|---|
| Max Drawdown | -22.16% | -29.51% |
| Longest DD Days | 158.0 | 144.0 |
| Avg. Drawdown | -4.57% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.81 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-10 | -22.16 | 158 |
| 2025-02-06 | 2025-05-06 | -10.35 | 89 |
| 2025-05-19 | 2025-06-11 | -3.40 | 23 |
| 2024-11-29 | 2025-01-27 | -3.12 | 59 |
| 2025-05-09 | 2025-05-18 | -2.06 | 9 |
| 2025-02-05 | 2025-02-06 | -1.74 | 1 |
| 2025-01-28 | 2025-01-29 | -1.62 | 1 |
| 2025-05-07 | 2025-05-08 | -0.78 | 0 |
| 2025-05-07 | 2025-05-07 | -0.47 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11395606:btcusd:triple_med_gx:lsma190_115 | 11395606:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.13% | 18.93% |
| Worst Week | -8.91% | -12.33% |
| Best Month | 21.26% | 37.42% |
| Worst Month | -12.91% | -17.69% |
| Best Year | 13.14% | 38.02% |
| Worst Year | 4.22% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.91% | -0.99% |
| Avg. Up Week | 7.5% | 11.95% |
| Avg. Down Week | -3.31% | -4.52% |
| Avg. Up Month | 8.98% | 15.94% |
| Avg. Down Month | -4.56% | -7.82% |
| Win Days % | 52.38% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |