| Metric | 11378311:btcusd:triple_med_gx:lsma75_55 | 11378311:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 16.07% | 79.62% |
| Max Drawdown | -7.12% | -29.51% |
| Sharpe | 0.5 | 0.65 |
| Sortino | 0.73 | 0.96 |
| Payoff Ratio | 1.21 | 1.03 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 0.66 | 1.08 |
| CPC Index | 0.74 | 0.59 |
| Tail Ratio | 0.52 | 0.98 |
| Outlier Win Ratio | 51.5 | 2.95 |
| Outlier Loss Ratio | 3.69 | 2.77 |
| Volatility (ann.) | 7.14% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.0 | 2.33 |
| Skew | -1.17 | 0.2 |
| Kurtosis | 76.21 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.07% | 4.27% |
| Expected Yearly % | 7.74% | 34.02% |
| Kelly Criterion | 6.14% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11378311:BTCUSD | 11378311:btcusd:triple_med_gx:lsma75_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.27 | 0.01 | - |
| 2025 | 30.14 | 15.75 | 0.52 | - |
| Metric | 11378311:btcusd:triple_med_gx:lsma75_55 | 11378311:BTCUSD |
|---|---|---|
| MTD | 1.12% | 13.36% |
| 3M | 9.15% | 45.08% |
| 6M | 14.22% | 28.47% |
| YTD | 15.75% | 30.14% |
| 1Y | 19.18% | 105.13% |
| 3Y (ann.) | 14.26% | 68.87% |
| 5Y (ann.) | 14.26% | 68.87% |
| Metric | 11378311:btcusd:triple_med_gx:lsma75_55 | 11378311:BTCUSD |
|---|---|---|
| Max Drawdown | -7.12% | -29.51% |
| Longest DD Days | 135.0 | 144.0 |
| Avg. Drawdown | -2.39% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 2.26 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-21 | 2025-04-21 | -7.12 | 58 |
| 2024-08-20 | 2025-01-02 | -6.02 | 135 |
| 2025-01-09 | 2025-02-18 | -4.63 | 40 |
| 2024-06-24 | 2024-08-18 | -3.81 | 55 |
| 2025-04-28 | 2025-07-02 | -3.16 | 64 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2024-06-09 | 2024-06-10 | -0.47 | 0 |
| 2025-02-19 | 2025-02-19 | -0.37 | 0 |
| Metric | 11378311:btcusd:triple_med_gx:lsma75_55 | 11378311:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -3.64% | -12.33% |
| Best Month | 8.81% | 37.42% |
| Worst Month | -3.46% | -17.69% |
| Best Year | 15.75% | 38.02% |
| Worst Year | 0.27% | 30.14% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.7% | -0.85% |
| Avg. Up Week | 3.6% | 5.33% |
| Avg. Down Week | -1.85% | -3.45% |
| Avg. Up Month | 2.88% | 12.49% |
| Avg. Down Month | -2.43% | -5.29% |
| Win Days % | 48.65% | 51.93% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 45.16% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |