| Metric | 11370317:btcusd:triple_med_gx:lsma65_10 | 11370317:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 2.96% | 75.42% |
| Max Drawdown | -21.59% | -29.51% |
| Sharpe | 0.11 | 0.63 |
| Sortino | 0.17 | 0.92 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.54 | 0.67 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 30.66 | 3.29 |
| Outlier Loss Ratio | 4.02 | 3.19 |
| Volatility (ann.) | 10.41% | 24.55% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.12 | 2.19 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 69.57 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.21% | 4.1% |
| Expected Yearly % | 1.47% | 32.45% |
| Kelly Criterion | -3.57% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11370317:BTCUSD | 11370317:btcusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.89 | -0.05 | - |
| 2025 | 27.10 | 4.94 | 0.18 | - |
| Metric | 11370317:btcusd:triple_med_gx:lsma65_10 | 11370317:BTCUSD |
|---|---|---|
| MTD | 5.51% | 10.71% |
| 3M | 14.21% | 41.88% |
| 6M | 4.68% | 22.91% |
| YTD | 4.94% | 27.1% |
| 1Y | 0.95% | 82.29% |
| 3Y (ann.) | 2.62% | 64.73% |
| 5Y (ann.) | 2.62% | 64.73% |
| Metric | 11370317:btcusd:triple_med_gx:lsma65_10 | 11370317:BTCUSD |
|---|---|---|
| Max Drawdown | -21.59% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -4.87% | -4.71% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.14 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -21.59 | 136 |
| 2024-10-07 | 2025-03-02 | -12.54 | 145 |
| 2024-06-05 | 2024-08-08 | -6.51 | 64 |
| 2024-08-09 | 2024-08-23 | -5.07 | 14 |
| 2024-09-10 | 2024-10-07 | -1.39 | 27 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-08-25 | 2024-09-09 | -0.44 | 15 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370317:btcusd:triple_med_gx:lsma65_10 | 11370317:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -7.26% | -12.33% |
| Best Month | 6.02% | 37.42% |
| Worst Month | -7.39% | -17.69% |
| Best Year | 4.94% | 38.02% |
| Worst Year | -1.89% | 27.1% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 2.61% | 6.33% |
| Avg. Down Week | -2.36% | -3.14% |
| Avg. Up Month | 3.78% | 7.4% |
| Avg. Down Month | -4.05% | -4.22% |
| Win Days % | 44.22% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |