| Metric | 11377274:btcusd:triple_med_gx:lsma280_50 | 11377274:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 23.57% | 79.62% |
| Max Drawdown | -11.29% | -29.51% |
| Sharpe | 0.52 | 0.65 |
| Sortino | 0.76 | 0.96 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 1.6 | 1.08 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 26.21 | 3.35 |
| Outlier Loss Ratio | 4.01 | 3.31 |
| Volatility (ann.) | 10.07% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.85 | 2.33 |
| Skew | 0.01 | 0.2 |
| Kurtosis | 20.03 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.52% | 4.27% |
| Expected Yearly % | 11.16% | 34.02% |
| Kelly Criterion | 5.65% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11377274:BTCUSD | 11377274:btcusd:triple_med_gx:lsma280_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.63 | 0.23 | - |
| 2025 | 30.14 | 13.75 | 0.46 | - |
| Metric | 11377274:btcusd:triple_med_gx:lsma280_50 | 11377274:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 19.52% | 45.08% |
| 6M | 13.75% | 28.47% |
| YTD | 13.75% | 30.14% |
| 1Y | 25.63% | 105.13% |
| 3Y (ann.) | 20.84% | 68.87% |
| 5Y (ann.) | 20.84% | 68.87% |
| Metric | 11377274:btcusd:triple_med_gx:lsma280_50 | 11377274:BTCUSD |
|---|---|---|
| Max Drawdown | -11.29% | -29.51% |
| Longest DD Days | 114.0 | 144.0 |
| Avg. Drawdown | -3.19% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 2.09 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-21 | -11.29 | 114 |
| 2025-01-24 | 2025-04-02 | -7.33 | 67 |
| 2024-06-10 | 2024-07-29 | -7.33 | 48 |
| 2025-04-02 | 2025-04-22 | -6.74 | 19 |
| 2024-11-30 | 2025-01-24 | -4.14 | 55 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-07-10 | -3.29 | 52 |
| 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 |
| Metric | 11377274:btcusd:triple_med_gx:lsma280_50 | 11377274: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 | 12.7% | 37.42% |
| Worst Month | -5.58% | -17.69% |
| Best Year | 13.75% | 38.02% |
| Worst Year | 8.63% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 3.43% | 5.02% |
| Avg. Down Week | -2.68% | -3.6% |
| Avg. Up Month | 6.28% | 14.41% |
| Avg. Down Month | -2.01% | -8.96% |
| Win Days % | 51.37% | 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% |