| Metric | 11379476:btcusd:triple_med_gx:lsma275_60 | 11379476:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 18.64% | 79.62% |
| Max Drawdown | -18.21% | -29.51% |
| Sharpe | 0.43 | 0.65 |
| Sortino | 0.61 | 0.96 |
| Payoff Ratio | 1.03 | 0.98 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.69 | 1.08 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.48 | 0.98 |
| Outlier Win Ratio | 26.39 | 3.28 |
| Outlier Loss Ratio | 3.86 | 3.35 |
| Volatility (ann.) | 10.1% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.91 | 2.33 |
| Skew | -0.41 | 0.2 |
| Kurtosis | 20.38 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.23% | 4.27% |
| Expected Yearly % | 8.92% | 34.02% |
| Kelly Criterion | 5.54% | 2.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11379476:BTCUSD | 11379476:btcusd:triple_med_gx:lsma275_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.42 | 0.06 | - |
| 2025 | 30.14 | 15.84 | 0.53 | - |
| Metric | 11379476:btcusd:triple_med_gx:lsma275_60 | 11379476:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 28.68% | 45.08% |
| 6M | 15.84% | 28.47% |
| YTD | 15.84% | 30.14% |
| 1Y | 20.37% | 105.13% |
| 3Y (ann.) | 16.53% | 68.87% |
| 5Y (ann.) | 16.53% | 68.87% |
| Metric | 11379476:btcusd:triple_med_gx:lsma275_60 | 11379476:BTCUSD |
|---|---|---|
| Max Drawdown | -18.21% | -29.51% |
| Longest DD Days | 176.0 | 144.0 |
| Avg. Drawdown | -3.2% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 1.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2024-11-27 | -18.21 | 176 |
| 2025-01-24 | 2025-05-08 | -12.75 | 103 |
| 2024-11-30 | 2025-01-23 | -3.68 | 54 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-27 | 2025-07-14 | -2.74 | 47 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-11-27 | 2024-11-29 | -1.52 | 1 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11379476:btcusd:triple_med_gx:lsma275_60 | 11379476:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -9.1% | -12.33% |
| Best Month | 14.74% | 37.42% |
| Worst Month | -5.47% | -17.69% |
| Best Year | 15.84% | 38.02% |
| Worst Year | 2.42% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.62% | 5.05% |
| Avg. Down Week | -3.85% | -3.93% |
| Avg. Up Month | 8.07% | 17.38% |
| Avg. Down Month | -2.79% | -7.82% |
| Win Days % | 52.06% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 60.71% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |