| Metric | 11383659:btcusd:triple_med_gx:lsma50_75 | 11383659:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 26.42% | 61.52% |
| Max Drawdown | -8.5% | -29.51% |
| Sharpe | 0.84 | 0.59 |
| Sortino | 1.3 | 0.86 |
| Payoff Ratio | 1.13 | 1.03 |
| Profit Factor | 1.43 | 1.1 |
| Common Sense Ratio | 2.28 | 1.07 |
| CPC Index | 0.85 | 0.59 |
| Tail Ratio | 1.6 | 0.97 |
| Outlier Win Ratio | 45.36 | 2.98 |
| Outlier Loss Ratio | 3.79 | 2.75 |
| Volatility (ann.) | 7.04% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 3.02 | 2.02 |
| Skew | 0.48 | 0.21 |
| Kurtosis | 36.65 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.82% | 3.76% |
| Expected Yearly % | 12.44% | 27.09% |
| Kelly Criterion | 11.43% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11383659:BTCUSD | 11383659:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.76 | 0.47 | - |
| 2025 | 17.02 | 7.36 | 0.43 | - |
| Metric | 11383659:btcusd:triple_med_gx:lsma50_75 | 11383659:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -1.62% | 31.76% |
| 6M | 8.59% | 12.25% |
| YTD | 7.36% | 17.02% |
| 1Y | 26.42% | 57.19% |
| 3Y (ann.) | 25.63% | 59.47% |
| 5Y (ann.) | 25.63% | 59.47% |
| Metric | 11383659:btcusd:triple_med_gx:lsma50_75 | 11383659:BTCUSD |
|---|---|---|
| Max Drawdown | -8.5% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.62% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 3.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -8.50 | 134 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-12 | 2024-06-30 | -2.72 | 18 |
| 2024-10-25 | 2024-10-28 | -2.34 | 3 |
| 2024-08-30 | 2024-09-26 | -2.10 | 26 |
| 2024-07-27 | 2024-08-23 | -2.02 | 26 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-07 | 2024-07-10 | -1.21 | 2 |
| 2024-11-23 | 2024-12-21 | -0.82 | 28 |
| Metric | 11383659:btcusd:triple_med_gx:lsma50_75 | 11383659:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -4.11% | -12.33% |
| Best Month | 13.81% | 37.42% |
| Worst Month | -4.11% | -17.69% |
| Best Year | 17.76% | 38.02% |
| Worst Year | 7.36% | 17.02% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 3.57% | 6.33% |
| Avg. Down Week | -1.43% | -6.28% |
| Avg. Up Month | 4.79% | 13.69% |
| Avg. Down Month | -4.11% | -17.69% |
| Win Days % | 53.09% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |