| Metric | 12418134:btcusd:triple_med_gx:lsma75_115 | 12418134:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 26.02% | 29.12% |
| Max Drawdown | -9.52% | -26.0% |
| Sharpe | 2.06 | 0.87 |
| Sortino | 3.99 | 1.34 |
| Payoff Ratio | 1.91 | 1.96 |
| Profit Factor | 2.48 | 1.13 |
| Common Sense Ratio | 37.11 | 1.2 |
| CPC Index | 2.56 | 1.11 |
| Tail Ratio | 14.94 | 1.06 |
| Outlier Win Ratio | 45.61 | 3.21 |
| Outlier Loss Ratio | 3.96 | 2.11 |
| Volatility (ann.) | 14.23% | 50.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 3.45 | 1.42 |
| Skew | 1.76 | 0.51 |
| Kurtosis | 23.23 | 2.47 |
| Expected Daily % | 0.08% | 0.09% |
| Expected Monthly % | 2.34% | 2.59% |
| Expected Yearly % | 12.26% | 13.63% |
| Kelly Criterion | 29.95% | 24.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.24% |
| Expected Shortfall (cVaR) | -1.14% | -4.24% |
| Year | 12418134:BTCUSD | 12418134:btcusd:triple_med_gx:lsma75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 18.25 | 0.48 | - |
| 2025 | -6.34 | 6.56 | -1.04 | + |
| Metric | 12418134:btcusd:triple_med_gx:lsma75_115 | 12418134:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 6.56% | -8.05% |
| 6M | 7.54% | 37.53% |
| YTD | 6.56% | -6.34% |
| 1Y | 26.02% | 29.12% |
| 3Y (ann.) | 32.87% | 36.89% |
| 5Y (ann.) | 32.87% | 36.89% |
| Metric | 12418134:btcusd:triple_med_gx:lsma75_115 | 12418134:BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -26.0% |
| Longest DD Days | 47.0 | 145.0 |
| Avg. Drawdown | -2.15% | -8.01% |
| Avg. Drawdown Days | 9.0 | 25.0 |
| Recovery Factor | 2.73 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2024-09-11 | 2024-09-12 | -0.50 | 1 |
| 2025-02-06 | 2025-03-25 | -0.45 | 47 |
| 2024-09-23 | 2024-09-24 | -0.38 | 1 |
| 2025-01-02 | 2025-01-03 | -0.18 | 1 |
| 2024-09-07 | 2024-09-08 | -0.18 | 1 |
| Metric | 12418134:btcusd:triple_med_gx:lsma75_115 | 12418134:BTCUSD |
|---|---|---|
| Best Day | 4.14% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 11.6% | 18.93% |
| Worst Week | -3.5% | -12.33% |
| Best Month | 18.25% | 37.42% |
| Worst Month | -0.45% | -17.69% |
| Best Year | 18.25% | 37.85% |
| Worst Year | 6.56% | -6.34% |
| Avg. Up Day | 2.0% | 2.02% |
| Avg. Down Day | -1.05% | -1.03% |
| Avg. Up Week | 5.66% | 7.15% |
| Avg. Down Week | -1.85% | -4.62% |
| Avg. Up Month | 12.65% | 8.53% |
| Avg. Down Month | -0.45% | -17.69% |
| Win Days % | 54.05% | 49.83% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 62.5% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |