| Metric | 11381088:btcusd:triple_med_gx:lsma50_65 | 11381088:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.13% | 61.52% |
| Max Drawdown | -8.2% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.55 | 0.86 |
| Payoff Ratio | 1.26 | 1.17 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 64.18 | 2.87 |
| Outlier Loss Ratio | 3.65 | 2.62 |
| Volatility (ann.) | 6.31% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.08 | 2.02 |
| Skew | 0.47 | 0.21 |
| Kurtosis | 54.59 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.67% | 3.76% |
| Expected Yearly % | 4.47% | 27.09% |
| Kelly Criterion | 2.51% | 10.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11381088:BTCUSD | 11381088:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.12 | 0.29 | - |
| 2025 | 17.02 | -1.79 | -0.10 | - |
| Metric | 11381088:btcusd:triple_med_gx:lsma50_65 | 11381088:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.92% | 31.76% |
| 6M | -2.43% | 12.25% |
| YTD | -1.79% | 17.02% |
| 1Y | 9.13% | 57.19% |
| 3Y (ann.) | 8.88% | 59.47% |
| 5Y (ann.) | 8.88% | 59.47% |
| Metric | 11381088:btcusd:triple_med_gx:lsma50_65 | 11381088:BTCUSD |
|---|---|---|
| Max Drawdown | -8.2% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -2.41% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -8.20 | 134 |
| 2024-08-30 | 2025-01-14 | -5.15 | 136 |
| 2024-06-12 | 2024-07-01 | -3.79 | 18 |
| 2024-07-10 | 2024-07-26 | -3.66 | 16 |
| 2024-07-08 | 2024-07-09 | -1.52 | 0 |
| 2024-07-07 | 2024-07-08 | -0.86 | 0 |
| 2025-01-15 | 2025-01-27 | -0.70 | 12 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11381088:btcusd:triple_med_gx:lsma50_65 | 11381088:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.13% | 18.93% |
| Worst Week | -3.43% | -12.33% |
| Best Month | 7.34% | 37.42% |
| Worst Month | -4.11% | -17.69% |
| Best Year | 11.12% | 38.02% |
| Worst Year | -1.79% | 17.02% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.25% | 5.46% |
| Avg. Down Week | -1.62% | -6.13% |
| Avg. Up Month | 4.79% | 16.74% |
| Avg. Down Month | -1.42% | -9.42% |
| Win Days % | 45.65% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 54.17% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |