| Metric | 11379493:btcusd:triple_med_gx:lsma85_60 | 11379493:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 21.12% | 79.62% |
| Max Drawdown | -7.53% | -29.51% |
| Sharpe | 0.68 | 0.65 |
| Sortino | 0.98 | 0.96 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.4 | 1.11 |
| Common Sense Ratio | 3.45 | 1.08 |
| CPC Index | 0.8 | 0.61 |
| Tail Ratio | 2.46 | 0.98 |
| Outlier Win Ratio | 55.04 | 2.91 |
| Outlier Loss Ratio | 3.8 | 2.64 |
| Volatility (ann.) | 6.66% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.48 | 2.33 |
| Skew | -1.79 | 0.2 |
| Kurtosis | 94.79 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.38% | 4.27% |
| Expected Yearly % | 10.06% | 34.02% |
| Kelly Criterion | 9.4% | 6.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.07% |
| Expected Shortfall (cVaR) | -0.56% | -2.07% |
| Year | 11379493:BTCUSD | 11379493:btcusd:triple_med_gx:lsma85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.20 | 0.11 | - |
| 2025 | 30.14 | 16.25 | 0.54 | - |
| Metric | 11379493:btcusd:triple_med_gx:lsma85_60 | 11379493:BTCUSD |
|---|---|---|
| MTD | 1.22% | 13.36% |
| 3M | 10.77% | 45.08% |
| 6M | 13.82% | 28.47% |
| YTD | 16.25% | 30.14% |
| 1Y | 26.57% | 105.13% |
| 3Y (ann.) | 18.7% | 68.87% |
| 5Y (ann.) | 18.7% | 68.87% |
| Metric | 11379493:btcusd:triple_med_gx:lsma85_60 | 11379493:BTCUSD |
|---|---|---|
| Max Drawdown | -7.53% | -29.51% |
| Longest DD Days | 102.0 | 144.0 |
| Avg. Drawdown | -1.9% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 2.8 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-04-21 | -7.53 | 57 |
| 2024-06-10 | 2024-09-20 | -7.16 | 102 |
| 2024-10-22 | 2024-12-11 | -4.06 | 50 |
| 2024-12-12 | 2024-12-15 | -2.16 | 3 |
| 2025-01-24 | 2025-02-20 | -2.06 | 26 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-04-23 | 2025-07-02 | -1.66 | 70 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2024-09-22 | 2024-09-22 | -0.82 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11379493:btcusd:triple_med_gx:lsma85_60 | 11379493:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.3% | 18.93% |
| Worst Week | -4.35% | -12.33% |
| Best Month | 8.71% | 37.42% |
| Worst Month | -4.3% | -17.69% |
| Best Year | 16.25% | 38.02% |
| Worst Year | 4.2% | 30.14% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.67% | -0.72% |
| Avg. Up Week | 2.4% | 5.06% |
| Avg. Down Week | -1.62% | -4.19% |
| Avg. Up Month | 2.82% | 14.06% |
| Avg. Down Month | -2.7% | -4.72% |
| Win Days % | 53.01% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 57.14% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |