| Metric | 11377273:btcusd:triple_med_gx:lsma270_50 | 11377273:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 17.75% | 79.62% |
| Max Drawdown | -11.72% | -29.51% |
| Sharpe | 0.42 | 0.65 |
| Sortino | 0.6 | 0.96 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.53 | 1.08 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 26.28 | 3.27 |
| Outlier Loss Ratio | 4.04 | 3.31 |
| Volatility (ann.) | 10.0% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.34 | 2.33 |
| Skew | -0.02 | 0.2 |
| Kurtosis | 20.47 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.17% | 4.27% |
| Expected Yearly % | 8.51% | 34.02% |
| Kelly Criterion | 3.72% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11377273:BTCUSD | 11377273:btcusd:triple_med_gx:lsma270_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.97 | 0.18 | - |
| 2025 | 30.14 | 10.07 | 0.33 | - |
| Metric | 11377273:btcusd:triple_med_gx:lsma270_50 | 11377273:BTCUSD |
|---|---|---|
| MTD | 1.94% | 13.36% |
| 3M | 18.23% | 45.08% |
| 6M | 10.07% | 28.47% |
| YTD | 10.07% | 30.14% |
| 1Y | 20.67% | 105.13% |
| 3Y (ann.) | 15.74% | 68.87% |
| 5Y (ann.) | 15.74% | 68.87% |
| Metric | 11377273:btcusd:triple_med_gx:lsma270_50 | 11377273:BTCUSD |
|---|---|---|
| Max Drawdown | -11.72% | -29.51% |
| Longest DD Days | 163.0 | 144.0 |
| Avg. Drawdown | -3.16% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.51 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-21 | -11.72 | 163 |
| 2025-04-02 | 2025-05-01 | -8.33 | 28 |
| 2025-01-24 | 2025-04-02 | -7.33 | 67 |
| 2024-11-30 | 2025-01-24 | -4.14 | 55 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-07-14 | -3.29 | 56 |
| 2024-11-22 | 2024-11-27 | -3.27 | 5 |
| 2024-11-27 | 2024-11-29 | -1.52 | 1 |
| 2025-05-09 | 2025-05-15 | -1.51 | 6 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| Metric | 11377273:btcusd:triple_med_gx:lsma270_50 | 11377273:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.78% | 18.93% |
| Worst Week | -6.57% | -12.33% |
| Best Month | 12.74% | 37.42% |
| Worst Month | -5.58% | -17.69% |
| Best Year | 10.07% | 38.02% |
| Worst Year | 6.97% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 3.42% | 5.02% |
| Avg. Down Week | -3.13% | -3.6% |
| Avg. Up Month | 5.71% | 14.41% |
| Avg. Down Month | -2.21% | -8.96% |
| Win Days % | 50.5% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |