| Metric | 11371779:btcusd:triple_med_gx:lsma25_20 | 11371779:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 9.59% | 79.62% |
| Max Drawdown | -5.9% | -29.51% |
| Sharpe | 0.48 | 0.65 |
| Sortino | 0.73 | 0.96 |
| Payoff Ratio | 1.48 | 1.43 |
| Profit Factor | 1.41 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.85 | 0.82 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 108.56 | 2.65 |
| Outlier Loss Ratio | 4.47 | 2.29 |
| Volatility (ann.) | 4.47% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.45 | 2.33 |
| Skew | -1.36 | 0.2 |
| Kurtosis | 163.78 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.66% | 4.27% |
| Expected Yearly % | 4.69% | 34.02% |
| Kelly Criterion | 0.9% | 18.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.07% |
| Expected Shortfall (cVaR) | -0.38% | -2.07% |
| Year | 11371779:BTCUSD | 11371779:btcusd:triple_med_gx:lsma25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.81 | 0.21 | - |
| 2025 | 30.14 | 1.66 | 0.05 | - |
| Metric | 11371779:btcusd:triple_med_gx:lsma25_20 | 11371779:BTCUSD |
|---|---|---|
| MTD | 1.43% | 13.36% |
| 3M | 2.1% | 45.08% |
| 6M | 0.69% | 28.47% |
| YTD | 1.66% | 30.14% |
| 1Y | 9.54% | 105.13% |
| 3Y (ann.) | 8.54% | 68.87% |
| 5Y (ann.) | 8.54% | 68.87% |
| Metric | 11371779:btcusd:triple_med_gx:lsma25_20 | 11371779:BTCUSD |
|---|---|---|
| Max Drawdown | -5.9% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -1.46% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 1.63 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-07 | 2025-07-09 | -5.90 | 152 |
| 2024-08-20 | 2024-11-06 | -3.06 | 78 |
| 2024-06-28 | 2024-07-29 | -2.29 | 30 |
| 2024-12-31 | 2025-01-02 | -0.91 | 1 |
| 2025-01-30 | 2025-02-07 | -0.59 | 7 |
| 2024-11-22 | 2024-12-01 | -0.58 | 9 |
| 2024-12-13 | 2024-12-31 | -0.58 | 17 |
| 2025-07-10 | 2025-07-14 | -0.31 | 4 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11371779:btcusd:triple_med_gx:lsma25_20 | 11371779:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 3.53% | 18.93% |
| Worst Week | -4.41% | -12.33% |
| Best Month | 3.29% | 37.42% |
| Worst Month | -1.04% | -17.69% |
| Best Year | 7.81% | 38.02% |
| Worst Year | 1.66% | 30.14% |
| Avg. Up Day | 0.88% | 0.97% |
| Avg. Down Day | -0.59% | -0.68% |
| Avg. Up Week | 0.95% | 4.26% |
| Avg. Down Week | -1.36% | -3.6% |
| Avg. Up Month | 1.48% | 13.28% |
| Avg. Down Month | -0.66% | -12.52% |
| Win Days % | 40.86% | 51.93% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 60.61% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |