| Metric | 11383662:btcusd:triple_med_gx:lsma60_75 | 11383662:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 22.26% | 61.52% |
| Max Drawdown | -5.72% | -29.51% |
| Sharpe | 0.8 | 0.59 |
| Sortino | 1.31 | 0.86 |
| Payoff Ratio | 1.21 | 1.08 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.95 | 0.62 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 58.84 | 2.89 |
| Outlier Loss Ratio | 3.86 | 2.62 |
| Volatility (ann.) | 6.37% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | 3.78 | 2.02 |
| Skew | 2.37 | 0.21 |
| Kurtosis | 75.45 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.56% | 3.76% |
| Expected Yearly % | 10.57% | 27.09% |
| Kelly Criterion | 12.95% | 7.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.13% |
| Expected Shortfall (cVaR) | -0.53% | -2.13% |
| Year | 11383662:BTCUSD | 11383662:btcusd:triple_med_gx:lsma60_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.39 | 0.40 | - |
| 2025 | 17.02 | 5.96 | 0.35 | - |
| Metric | 11383662:btcusd:triple_med_gx:lsma60_75 | 11383662:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -2.5% | 31.76% |
| 6M | 6.95% | 12.25% |
| YTD | 5.96% | 17.02% |
| 1Y | 22.26% | 57.19% |
| 3Y (ann.) | 21.61% | 59.47% |
| 5Y (ann.) | 21.61% | 59.47% |
| Metric | 11383662:btcusd:triple_med_gx:lsma60_75 | 11383662:BTCUSD |
|---|---|---|
| Max Drawdown | -5.72% | -29.51% |
| Longest DD Days | 86.0 | 144.0 |
| Avg. Drawdown | -1.59% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 3.89 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2024-12-21 | -5.72 | 28 |
| 2025-02-25 | 2025-05-22 | -4.87 | 86 |
| 2025-05-23 | 2025-06-11 | -4.73 | 19 |
| 2024-07-11 | 2024-07-13 | -2.96 | 2 |
| 2024-07-27 | 2024-08-23 | -2.23 | 26 |
| 2024-08-24 | 2024-10-27 | -1.95 | 64 |
| 2024-07-10 | 2024-07-11 | -1.64 | 1 |
| 2025-01-28 | 2025-02-14 | -1.59 | 17 |
| 2024-06-27 | 2024-06-30 | -1.45 | 2 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11383662:btcusd:triple_med_gx:lsma60_75 | 11383662:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 9.83% | 18.93% |
| Worst Week | -2.46% | -12.33% |
| Best Month | 8.88% | 37.42% |
| Worst Month | -2.23% | -17.69% |
| Best Year | 15.39% | 38.02% |
| Worst Year | 5.96% | 17.02% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.67% | -0.77% |
| Avg. Up Week | 2.75% | 6.24% |
| Avg. Down Week | -0.77% | -6.48% |
| Avg. Up Month | 3.52% | 15.28% |
| Avg. Down Month | -1.21% | -9.89% |
| Win Days % | 52.38% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 57.69% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |