| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 12.45% | 39.08% |
| Max Drawdown | -10.54% | -28.17% |
| Sharpe | 0.55 | 0.72 |
| Sortino | 0.79 | 1.1 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 5.8 | 1.21 |
| CPC Index | 0.64 | 0.54 |
| Tail Ratio | 4.68 | 1.09 |
| Outlier Win Ratio | 36.32 | 2.99 |
| Outlier Loss Ratio | 2.85 | 2.73 |
| Volatility (ann.) | 17.17% | 45.46% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.79 | 0.9 |
| Skew | -0.59 | 0.45 |
| Kurtosis | 26.6 | 2.83 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 0.65% | 1.85% |
| Expected Yearly % | 6.04% | 17.93% |
| Kelly Criterion | 5.71% | -0.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.82% |
| Expected Shortfall (cVaR) | -1.45% | -3.82% |
| Year | 12418131:BTCUSD | 12418131:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 5.34 | 0.14 | - |
| 2025 | 0.89 | 6.75 | 7.59 | + |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -10.33% | -19.8% |
| 6M | -10.33% | -9.0% |
| YTD | 6.75% | 0.89% |
| 1Y | 4.57% | 3.43% |
| 3Y (ann.) | 8.37% | 25.35% |
| 5Y (ann.) | 8.37% | 25.35% |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Max Drawdown | -10.54% | -28.17% |
| Longest DD Days | 204.0 | 145.0 |
| Avg. Drawdown | -5.6% | -8.11% |
| Avg. Drawdown Days | 32.0 | 27.0 |
| Recovery Factor | 1.18 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-26 | 2025-11-16 | -10.54 | 204 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-08-30 | 2024-09-13 | -9.23 | 14 |
| 2025-04-02 | 2025-04-22 | -8.31 | 20 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2024-12-28 | 2025-01-02 | -2.81 | 5 |
| 2024-09-23 | 2024-09-24 | -0.38 | 1 |
| 2025-03-30 | 2025-03-31 | -0.18 | 1 |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Best Day | 6.8% | 11.89% |
| Worst Day | -7.34% | -8.6% |
| Best Week | 12.13% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 11.32% | 37.42% |
| Worst Month | -6.67% | -17.69% |
| Best Year | 6.75% | 37.85% |
| Worst Year | 5.34% | 0.89% |
| Avg. Up Day | 1.68% | 1.68% |
| Avg. Down Day | -1.74% | -1.78% |
| Avg. Up Week | 5.74% | 7.59% |
| Avg. Down Week | -4.64% | -4.22% |
| Avg. Up Month | 8.74% | 10.39% |
| Avg. Down Month | -3.12% | -5.6% |
| Win Days % | 53.75% | 50.84% |
| Win Month % | 44.44% | 55.56% |
| Win Week % | 52.94% | 52.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 100.0% |