| Metric | 11370327:btcusd:triple_med_gx:lsma65_10 | 11370327:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 16.24% | 79.62% |
| Max Drawdown | -14.79% | -29.51% |
| Sharpe | 0.38 | 0.65 |
| Sortino | 0.58 | 0.96 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 1.44 | 0.98 |
| Outlier Win Ratio | 31.23 | 3.3 |
| Outlier Loss Ratio | 3.89 | 3.09 |
| Volatility (ann.) | 10.39% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.97 | 2.33 |
| Skew | 2.39 | 0.2 |
| Kurtosis | 71.63 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.08% | 4.27% |
| Expected Yearly % | 7.81% | 34.02% |
| Kelly Criterion | 1.72% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11370327:BTCUSD | 11370327:btcusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.17 | -0.00 | - |
| 2025 | 30.14 | 16.44 | 0.55 | - |
| Metric | 11370327:btcusd:triple_med_gx:lsma65_10 | 11370327:BTCUSD |
|---|---|---|
| MTD | 5.57% | 13.36% |
| 3M | 12.75% | 45.08% |
| 6M | 14.13% | 28.47% |
| YTD | 16.44% | 30.14% |
| 1Y | 16.5% | 105.13% |
| 3Y (ann.) | 14.41% | 68.87% |
| 5Y (ann.) | 14.41% | 68.87% |
| Metric | 11370327:btcusd:triple_med_gx:lsma65_10 | 11370327:BTCUSD |
|---|---|---|
| Max Drawdown | -14.79% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -3.72% | -4.58% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 1.1 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -14.79 | 133 |
| 2024-10-07 | 2025-03-02 | -10.54 | 145 |
| 2024-06-05 | 2024-08-08 | -7.57 | 64 |
| 2024-08-09 | 2024-09-09 | -6.81 | 31 |
| 2024-09-27 | 2024-10-07 | -0.64 | 10 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370327:btcusd:triple_med_gx:lsma65_10 | 11370327:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -3.49% | -12.33% |
| Best Month | 6.32% | 37.42% |
| Worst Month | -4.63% | -17.69% |
| Best Year | 16.44% | 38.02% |
| Worst Year | -0.17% | 30.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.85% | 5.94% |
| Avg. Down Week | -1.36% | -3.11% |
| Avg. Up Month | 4.31% | 7.84% |
| Avg. Down Month | -2.73% | -2.66% |
| Win Days % | 47.26% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 44.19% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |