| Metric | 11383648:btcusd:triple_med_gx:lsma55_75 | 11383648:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.55% | 61.52% |
| Max Drawdown | -11.27% | -29.51% |
| Sharpe | 0.78 | 0.59 |
| Sortino | 1.28 | 0.86 |
| Payoff Ratio | 1.26 | 1.06 |
| Profit Factor | 1.46 | 1.1 |
| Common Sense Ratio | 2.08 | 1.07 |
| CPC Index | 0.93 | 0.6 |
| Tail Ratio | 1.43 | 0.97 |
| Outlier Win Ratio | 49.6 | 2.9 |
| Outlier Loss Ratio | 3.87 | 2.63 |
| Volatility (ann.) | 7.15% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.11 | 2.02 |
| Skew | 2.05 | 0.21 |
| Kurtosis | 59.64 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.7% | 3.76% |
| Expected Yearly % | 11.6% | 27.09% |
| Kelly Criterion | 11.39% | 6.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11383648:BTCUSD | 11383648:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.48 | 0.41 | - |
| 2025 | 17.02 | 7.85 | 0.46 | - |
| Metric | 11383648:btcusd:triple_med_gx:lsma55_75 | 11383648:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.97% | 31.76% |
| 6M | 9.68% | 12.25% |
| YTD | 7.85% | 17.02% |
| 1Y | 24.55% | 57.19% |
| 3Y (ann.) | 23.82% | 59.47% |
| 5Y (ann.) | 23.82% | 59.47% |
| Metric | 11383648:btcusd:triple_med_gx:lsma55_75 | 11383648:BTCUSD |
|---|---|---|
| Max Drawdown | -11.27% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -2.3% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 2.18 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -11.27 | 134 |
| 2024-06-13 | 2024-07-26 | -5.39 | 42 |
| 2024-11-22 | 2024-12-20 | -4.51 | 28 |
| 2024-10-25 | 2024-11-21 | -2.20 | 26 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-10-25 | -1.81 | 30 |
| 2024-08-24 | 2024-09-02 | -1.13 | 9 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2025-01-13 | 2025-01-13 | -0.18 | 0 |
| Metric | 11383648:btcusd:triple_med_gx:lsma55_75 | 11383648:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 10.34% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 14.24% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | 15.48% | 38.02% |
| Worst Year | 7.85% | 17.02% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.67% | -0.82% |
| Avg. Up Week | 3.27% | 5.53% |
| Avg. Down Week | -1.88% | -5.06% |
| Avg. Up Month | 6.07% | 13.74% |
| Avg. Down Month | -3.94% | -9.04% |
| Win Days % | 50.58% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 60.71% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |