| Metric | 11381766:btcusd:triple_med_gx:lsma35_70 | 11381766:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 19.5% | 61.52% |
| Max Drawdown | -12.45% | -29.51% |
| Sharpe | 0.46 | 0.59 |
| Sortino | 0.75 | 0.86 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.78 | 1.07 |
| CPC Index | 0.69 | 0.67 |
| Tail Ratio | 1.5 | 0.97 |
| Outlier Win Ratio | 30.26 | 3.28 |
| Outlier Loss Ratio | 3.97 | 3.01 |
| Volatility (ann.) | 10.56% | 25.2% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.52 | 2.02 |
| Skew | 3.32 | 0.21 |
| Kurtosis | 71.89 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.38% | 3.76% |
| Expected Yearly % | 9.32% | 27.09% |
| Kelly Criterion | 3.61% | 11.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11381766:BTCUSD | 11381766:btcusd:triple_med_gx:lsma35_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.08 | 0.27 | - |
| 2025 | 17.02 | 8.56 | 0.50 | - |
| Metric | 11381766:btcusd:triple_med_gx:lsma35_70 | 11381766:BTCUSD |
|---|---|---|
| MTD | -0.81% | 4.4% |
| 3M | 5.45% | 31.76% |
| 6M | 9.45% | 12.25% |
| YTD | 8.56% | 17.02% |
| 1Y | 17.85% | 57.19% |
| 3Y (ann.) | 18.93% | 59.47% |
| 5Y (ann.) | 18.93% | 59.47% |
| Metric | 11381766:btcusd:triple_med_gx:lsma35_70 | 11381766:BTCUSD |
|---|---|---|
| Max Drawdown | -12.45% | -29.51% |
| Longest DD Days | 114.0 | 144.0 |
| Avg. Drawdown | -3.0% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 1.57 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-05-21 | -12.45 | 114 |
| 2024-08-09 | 2024-10-29 | -8.25 | 81 |
| 2024-06-03 | 2024-07-29 | -5.59 | 55 |
| 2024-12-26 | 2025-01-14 | -5.58 | 19 |
| 2024-07-29 | 2024-08-08 | -5.50 | 10 |
| 2024-11-23 | 2024-12-24 | -4.24 | 31 |
| 2025-05-22 | 2025-06-11 | -3.33 | 20 |
| 2025-05-21 | 2025-05-21 | -0.99 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| Metric | 11381766:btcusd:triple_med_gx:lsma35_70 | 11381766:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.3% | 18.93% |
| Worst Week | -6.86% | -12.33% |
| Best Month | 9.37% | 37.42% |
| Worst Month | -5.99% | -17.69% |
| Best Year | 10.08% | 38.02% |
| Worst Year | 8.56% | 17.02% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 3.29% | 4.81% |
| Avg. Down Week | -2.47% | -4.48% |
| Avg. Up Month | 3.27% | 14.39% |
| Avg. Down Month | -4.05% | -12.52% |
| Win Days % | 46.23% | 51.9% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 48.65% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |