| Metric | 11370338:btcusd:triple_med_gx:lsma60_10 | 11370338:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 7.16% | 79.62% |
| Max Drawdown | -20.43% | -29.51% |
| Sharpe | 0.21 | 0.65 |
| Sortino | 0.3 | 0.96 |
| Payoff Ratio | 1.05 | 1.07 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.66 | 1.08 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 33.78 | 3.26 |
| Outlier Loss Ratio | 3.81 | 3.18 |
| Volatility (ann.) | 9.31% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.31 | 2.33 |
| Skew | -0.87 | 0.2 |
| Kurtosis | 27.54 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.5% | 4.27% |
| Expected Yearly % | 3.52% | 34.02% |
| Kelly Criterion | -2.51% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.07% |
| Expected Shortfall (cVaR) | -0.8% | -2.07% |
| Year | 11370338:BTCUSD | 11370338:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.01 | 0.00 | - |
| 2025 | 30.14 | 7.15 | 0.24 | - |
| Metric | 11370338:btcusd:triple_med_gx:lsma60_10 | 11370338:BTCUSD |
|---|---|---|
| MTD | 5.68% | 13.36% |
| 3M | 15.91% | 45.08% |
| 6M | 6.17% | 28.47% |
| YTD | 7.15% | 30.14% |
| 1Y | 4.53% | 105.13% |
| 3Y (ann.) | 6.38% | 68.87% |
| 5Y (ann.) | 6.38% | 68.87% |
| Metric | 11370338:btcusd:triple_med_gx:lsma60_10 | 11370338:BTCUSD |
|---|---|---|
| Max Drawdown | -20.43% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -4.57% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.35 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-07-14 | -20.43 | 153 |
| 2024-09-27 | 2025-01-19 | -10.70 | 113 |
| 2024-08-08 | 2024-09-10 | -6.97 | 32 |
| 2024-06-05 | 2024-07-01 | -5.16 | 25 |
| 2024-07-01 | 2024-07-14 | -4.86 | 12 |
| 2025-01-19 | 2025-02-11 | -1.13 | 22 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370338:btcusd:triple_med_gx:lsma60_10 | 11370338:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -12.83% | -12.33% |
| Best Month | 8.54% | 37.42% |
| Worst Month | -13.53% | -17.69% |
| Best Year | 7.15% | 38.02% |
| Worst Year | 0.01% | 30.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 2.77% | 6.11% |
| Avg. Down Week | -2.18% | -2.8% |
| Avg. Up Month | 5.18% | 7.84% |
| Avg. Down Month | -5.89% | -4.68% |
| Win Days % | 47.4% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 52.63% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |