| Metric | 11381072:btcusd:triple_med_gx:lsma25_65 | 11381072:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 30.36% | 79.62% |
| Max Drawdown | -8.79% | -29.51% |
| Sharpe | 0.68 | 0.65 |
| Sortino | 1.09 | 0.96 |
| Payoff Ratio | 1.19 | 1.0 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 2.2 | 1.08 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 1.73 | 0.98 |
| Outlier Win Ratio | 30.2 | 3.14 |
| Outlier Loss Ratio | 3.76 | 3.08 |
| Volatility (ann.) | 9.28% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 3.05 | 2.33 |
| Skew | 2.44 | 0.2 |
| Kurtosis | 53.83 | 7.22 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 1.91% | 4.27% |
| Expected Yearly % | 14.18% | 34.02% |
| Kelly Criterion | 7.83% | 3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11381072:BTCUSD | 11381072:btcusd:triple_med_gx:lsma25_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.77 | 0.78 | - |
| 2025 | 30.14 | 0.46 | 0.02 | - |
| Metric | 11381072:btcusd:triple_med_gx:lsma25_65 | 11381072:BTCUSD |
|---|---|---|
| MTD | -0.36% | 13.36% |
| 3M | -3.67% | 45.08% |
| 6M | -0.59% | 28.47% |
| YTD | 0.46% | 30.14% |
| 1Y | 28.5% | 105.13% |
| 3Y (ann.) | 26.77% | 68.87% |
| 5Y (ann.) | 26.77% | 68.87% |
| Metric | 11381072:btcusd:triple_med_gx:lsma25_65 | 11381072:BTCUSD |
|---|---|---|
| Max Drawdown | -8.79% | -29.51% |
| Longest DD Days | 68.0 | 144.0 |
| Avg. Drawdown | -2.52% | -4.58% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 3.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-21 | 2025-07-14 | -8.79 | 54 |
| 2024-06-10 | 2024-07-06 | -7.00 | 25 |
| 2025-01-26 | 2025-03-11 | -6.04 | 44 |
| 2024-08-29 | 2024-11-06 | -5.96 | 68 |
| 2025-01-10 | 2025-01-14 | -5.21 | 3 |
| 2024-07-07 | 2024-07-24 | -4.75 | 17 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2025-03-14 | 2025-05-18 | -3.77 | 65 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11381072:btcusd:triple_med_gx:lsma25_65 | 11381072:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -6.22% | -12.33% |
| Best Month | 19.06% | 37.42% |
| Worst Month | -3.9% | -17.69% |
| Best Year | 29.77% | 38.02% |
| Worst Year | 0.46% | 30.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.74% | -0.89% |
| Avg. Up Week | 4.25% | 4.99% |
| Avg. Down Week | -2.6% | -3.58% |
| Avg. Up Month | 9.33% | 16.74% |
| Avg. Down Month | -3.9% | -7.35% |
| Win Days % | 49.83% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.72% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |