| Metric | 11370340:btcusd:triple_med_gx:lsma65_10 | 11370340:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 13.08% | 79.62% |
| Max Drawdown | -22.59% | -29.51% |
| Sharpe | 0.33 | 0.65 |
| Sortino | 0.47 | 0.96 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 1.62 | 1.08 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 30.45 | 3.3 |
| Outlier Loss Ratio | 3.82 | 3.18 |
| Volatility (ann.) | 9.84% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.51 | 2.33 |
| Skew | -0.49 | 0.2 |
| Kurtosis | 25.99 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.88% | 4.27% |
| Expected Yearly % | 6.34% | 34.02% |
| Kelly Criterion | 0.11% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.07% |
| Expected Shortfall (cVaR) | -0.84% | -2.07% |
| Year | 11370340:BTCUSD | 11370340:btcusd:triple_med_gx:lsma65_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.74 | 0.23 | - |
| 2025 | 30.14 | 3.99 | 0.13 | - |
| Metric | 11370340:btcusd:triple_med_gx:lsma65_10 | 11370340:BTCUSD |
|---|---|---|
| MTD | 5.36% | 13.36% |
| 3M | 13.98% | 45.08% |
| 6M | 0.6% | 28.47% |
| YTD | 3.99% | 30.14% |
| 1Y | 7.81% | 105.13% |
| 3Y (ann.) | 11.63% | 68.87% |
| 5Y (ann.) | 11.63% | 68.87% |
| Metric | 11370340:btcusd:triple_med_gx:lsma65_10 | 11370340:BTCUSD |
|---|---|---|
| Max Drawdown | -22.59% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -3.68% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.58 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-14 | -22.59 | 176 |
| 2024-09-11 | 2025-01-15 | -10.20 | 126 |
| 2024-08-08 | 2024-08-23 | -5.24 | 14 |
| 2024-06-05 | 2024-07-01 | -4.54 | 25 |
| 2024-07-01 | 2024-07-13 | -2.90 | 12 |
| 2024-08-26 | 2024-09-10 | -1.68 | 15 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| Metric | 11370340:btcusd:triple_med_gx:lsma65_10 | 11370340:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -12.68% | -12.33% |
| Best Month | 9.08% | 37.42% |
| Worst Month | -11.57% | -17.69% |
| Best Year | 8.74% | 38.02% |
| Worst Year | 3.99% | 30.14% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 2.98% | 6.19% |
| Avg. Down Week | -1.53% | -3.16% |
| Avg. Up Month | 6.44% | 7.94% |
| Avg. Down Month | -4.98% | -7.67% |
| Win Days % | 48.06% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.78% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |