| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 35.64% | 39.08% |
| Max Drawdown | -11.53% | -28.17% |
| Sharpe | 1.3 | 0.72 |
| Sortino | 2.21 | 1.1 |
| Payoff Ratio | 1.24 | 1.11 |
| Profit Factor | 1.72 | 1.11 |
| Common Sense Ratio | 7.96 | 1.21 |
| CPC Index | 1.15 | 0.63 |
| Tail Ratio | 4.64 | 1.09 |
| Outlier Win Ratio | 34.04 | 3.03 |
| Outlier Loss Ratio | 3.41 | 2.7 |
| Volatility (ann.) | 17.11% | 45.46% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.01 | 0.9 |
| Skew | 1.8 | 0.45 |
| Kurtosis | 30.2 | 2.83 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.71% | 1.85% |
| Expected Yearly % | 16.46% | 17.93% |
| Kelly Criterion | 16.93% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.82% |
| Expected Shortfall (cVaR) | -1.41% | -3.82% |
| Year | 12418132:BTCUSD | 12418132:btcusd:triple_med_gx:lsma65_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 11.32 | 0.30 | - |
| 2025 | 0.89 | 21.85 | 24.58 | + |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -0.6% | -19.8% |
| 6M | -0.6% | -9.0% |
| YTD | 21.85% | 0.89% |
| 1Y | 21.35% | 3.43% |
| 3Y (ann.) | 23.21% | 25.35% |
| 5Y (ann.) | 23.21% | 25.35% |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Max Drawdown | -11.53% | -28.17% |
| Longest DD Days | 116.0 | 145.0 |
| Avg. Drawdown | -3.32% | -8.11% |
| Avg. Drawdown Days | 22.0 | 27.0 |
| Recovery Factor | 3.09 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-02 | 2025-04-22 | -11.53 | 20 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-09-03 | 2024-09-13 | -8.78 | 10 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2025-10-06 | 2025-11-16 | -3.02 | 41 |
| 2024-12-29 | 2025-01-01 | -1.19 | 3 |
| 2025-02-06 | 2025-04-01 | -0.63 | 54 |
| 2025-04-26 | 2025-08-20 | -0.41 | 116 |
| 2024-09-23 | 2024-09-24 | -0.38 | 1 |
| 2025-10-02 | 2025-10-03 | -0.18 | 1 |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Best Day | 8.12% | 11.89% |
| Worst Day | -6.14% | -8.6% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.01% | -12.33% |
| Best Month | 11.77% | 37.42% |
| Worst Month | -1.5% | -17.69% |
| Best Year | 21.85% | 37.85% |
| Worst Year | 11.32% | 0.89% |
| Avg. Up Day | 1.9% | 1.93% |
| Avg. Down Day | -1.53% | -1.74% |
| Avg. Up Week | 5.81% | 7.59% |
| Avg. Down Week | -2.39% | -4.51% |
| Avg. Up Month | 11.3% | 10.39% |
| Avg. Down Month | -0.63% | -6.74% |
| Win Days % | 53.95% | 50.84% |
| Win Month % | 50.0% | 55.56% |
| Win Week % | 55.56% | 52.56% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 100.0% |