| Metric | 12408141:btcusd:triple_med_gx:lsma70_90 | 12408141:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 9.38% | 29.12% |
| Max Drawdown | -7.9% | -26.0% |
| Sharpe | 0.81 | 0.87 |
| Sortino | 1.36 | 1.34 |
| Payoff Ratio | 2.26 | 1.53 |
| Profit Factor | 1.37 | 1.13 |
| Common Sense Ratio | 2.59 | 1.2 |
| CPC Index | 1.12 | 0.86 |
| Tail Ratio | 1.89 | 1.06 |
| Outlier Win Ratio | 47.66 | 3.21 |
| Outlier Loss Ratio | 5.1 | 2.36 |
| Volatility (ann.) | 14.88% | 50.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.48 | 1.42 |
| Skew | 1.36 | 0.51 |
| Kurtosis | 22.4 | 2.47 |
| Expected Daily % | 0.03% | 0.09% |
| Expected Monthly % | 0.9% | 2.59% |
| Expected Yearly % | 4.59% | 13.63% |
| Kelly Criterion | 7.66% | 16.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -4.24% |
| Expected Shortfall (cVaR) | -1.25% | -4.24% |
| Year | 12408141:BTCUSD | 12408141:btcusd:triple_med_gx:lsma70_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 10.44 | 0.28 | - |
| 2025 | -6.34 | -0.96 | 0.15 | + |
| Metric | 12408141:btcusd:triple_med_gx:lsma70_90 | 12408141:BTCUSD |
|---|---|---|
| MTD | -0.28% | 3.72% |
| 3M | -0.96% | -8.05% |
| 6M | 8.19% | 37.53% |
| YTD | -0.96% | -6.34% |
| 1Y | 9.38% | 29.12% |
| 3Y (ann.) | 11.65% | 36.89% |
| 5Y (ann.) | 11.65% | 36.89% |
| Metric | 12408141:btcusd:triple_med_gx:lsma70_90 | 12408141:BTCUSD |
|---|---|---|
| Max Drawdown | -7.9% | -26.0% |
| Longest DD Days | 84.0 | 145.0 |
| Avg. Drawdown | -2.77% | -8.01% |
| Avg. Drawdown Days | 24.0 | 25.0 |
| Recovery Factor | 1.19 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-25 | -7.90 | 65 |
| 2025-01-07 | 2025-01-15 | -4.71 | 8 |
| 2024-10-07 | 2024-10-14 | -4.03 | 7 |
| 2024-06-17 | 2024-09-09 | -3.90 | 84 |
| 2024-09-11 | 2024-10-04 | -0.86 | 23 |
| 2025-01-16 | 2025-01-17 | -0.53 | 1 |
| 2024-06-15 | 2024-06-16 | -0.18 | 1 |
| 2024-10-05 | 2024-10-06 | -0.06 | 1 |
| Metric | 12408141:btcusd:triple_med_gx:lsma70_90 | 12408141:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 9.93% | 18.93% |
| Worst Week | -5.39% | -12.33% |
| Best Month | 9.23% | 37.42% |
| Worst Month | -5.4% | -17.69% |
| Best Year | 10.44% | 37.85% |
| Worst Year | -0.96% | -6.34% |
| Avg. Up Day | 2.02% | 2.08% |
| Avg. Down Day | -0.89% | -1.36% |
| Avg. Up Week | 5.22% | 8.07% |
| Avg. Down Week | -2.84% | -5.03% |
| Avg. Up Month | 6.12% | 9.31% |
| Avg. Down Month | -4.15% | -12.57% |
| Win Days % | 36.0% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 50.0% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |