| Metric | 11370337:btcusd:triple_med_gx:lsma55_10 | 11370337:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 5.76% | 79.62% |
| Max Drawdown | -19.98% | -29.51% |
| Sharpe | 0.19 | 0.65 |
| Sortino | 0.25 | 0.96 |
| Payoff Ratio | 1.03 | 1.05 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.81 | 1.08 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 1.69 | 0.98 |
| Outlier Win Ratio | 37.74 | 3.21 |
| Outlier Loss Ratio | 3.62 | 3.09 |
| Volatility (ann.) | 8.89% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.26 | 2.33 |
| Skew | -1.19 | 0.2 |
| Kurtosis | 31.71 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.4% | 4.27% |
| Expected Yearly % | 2.84% | 34.02% |
| Kelly Criterion | -3.06% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11370337:BTCUSD | 11370337:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.12 | 0.03 | - |
| 2025 | 30.14 | 4.59 | 0.15 | - |
| Metric | 11370337:btcusd:triple_med_gx:lsma55_10 | 11370337:BTCUSD |
|---|---|---|
| MTD | 5.42% | 13.36% |
| 3M | 15.18% | 45.08% |
| 6M | 4.59% | 28.47% |
| YTD | 4.59% | 30.14% |
| 1Y | -1.74% | 105.13% |
| 3Y (ann.) | 5.13% | 68.87% |
| 5Y (ann.) | 5.13% | 68.87% |
| Metric | 11370337:btcusd:triple_med_gx:lsma55_10 | 11370337:BTCUSD |
|---|---|---|
| Max Drawdown | -19.98% | -29.51% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -2.87% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.29 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -19.98 | 257 |
| 2024-08-08 | 2024-08-23 | -5.95 | 15 |
| 2024-06-05 | 2024-07-01 | -4.11 | 25 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-09-27 | 2024-10-29 | -3.27 | 32 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-08-25 | 2024-09-09 | -0.80 | 15 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| Metric | 11370337:btcusd:triple_med_gx:lsma55_10 | 11370337:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -11.37% | -12.33% |
| Best Month | 7.79% | 37.42% |
| Worst Month | -10.16% | -17.69% |
| Best Year | 4.59% | 38.02% |
| Worst Year | 1.12% | 30.14% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 2.38% | 5.92% |
| Avg. Down Week | -1.67% | -3.3% |
| Avg. Up Month | 4.9% | 7.84% |
| Avg. Down Month | -4.14% | -7.93% |
| Win Days % | 47.79% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 52.78% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |