| Metric | 11379438:btcusd:triple_med_gx:lsma85_60 | 11379438:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.8% | 79.62% |
| Max Drawdown | -7.18% | -29.51% |
| Sharpe | 0.4 | 0.65 |
| Sortino | 0.57 | 0.96 |
| Payoff Ratio | 1.18 | 0.97 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | 0.29 | 1.08 |
| CPC Index | 0.71 | 0.56 |
| Tail Ratio | 0.24 | 0.98 |
| Outlier Win Ratio | 58.47 | 2.87 |
| Outlier Loss Ratio | 3.79 | 2.7 |
| Volatility (ann.) | 6.72% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.46 | 2.33 |
| Skew | -1.95 | 0.2 |
| Kurtosis | 93.08 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.8% | 4.27% |
| Expected Yearly % | 5.73% | 34.02% |
| Kelly Criterion | 5.38% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11379438:BTCUSD | 11379438:btcusd:triple_med_gx:lsma85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.60 | 0.02 | - |
| 2025 | 30.14 | 11.13 | 0.37 | - |
| Metric | 11379438:btcusd:triple_med_gx:lsma85_60 | 11379438:BTCUSD |
|---|---|---|
| MTD | 1.75% | 13.36% |
| 3M | 14.48% | 45.08% |
| 6M | 11.56% | 28.47% |
| YTD | 11.13% | 30.14% |
| 1Y | 13.99% | 105.13% |
| 3Y (ann.) | 10.49% | 68.87% |
| 5Y (ann.) | 10.49% | 68.87% |
| Metric | 11379438:btcusd:triple_med_gx:lsma85_60 | 11379438:BTCUSD |
|---|---|---|
| Max Drawdown | -7.18% | -29.51% |
| Longest DD Days | 103.0 | 144.0 |
| Avg. Drawdown | -2.07% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.64 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-04-22 | -7.18 | 43 |
| 2024-06-10 | 2024-09-20 | -5.22 | 102 |
| 2024-09-21 | 2025-01-02 | -5.04 | 103 |
| 2025-01-09 | 2025-01-23 | -3.12 | 14 |
| 2025-02-21 | 2025-03-10 | -2.08 | 16 |
| 2025-01-24 | 2025-02-21 | -2.07 | 27 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.71 | 10 |
| 2025-06-15 | 2025-07-02 | -1.02 | 16 |
| 2025-06-14 | 2025-06-14 | -0.64 | 0 |
| Metric | 11379438:btcusd:triple_med_gx:lsma85_60 | 11379438:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -2.78% | -12.33% |
| Best Month | 10.96% | 37.42% |
| Worst Month | -3.49% | -17.69% |
| Best Year | 11.13% | 38.02% |
| Worst Year | 0.6% | 30.14% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.65% | -0.83% |
| Avg. Up Week | 2.3% | 4.66% |
| Avg. Down Week | -1.39% | -2.88% |
| Avg. Up Month | 2.6% | 14.69% |
| Avg. Down Month | -3.14% | -4.72% |
| Win Days % | 48.85% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 58.62% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |