| Metric | 11384563:btcusd:triple_med_gx:lsma50_80 | 11384563:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 16.0% | 61.52% |
| Max Drawdown | -10.61% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.64 | 0.86 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 2.31 | 1.07 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 1.97 | 0.97 |
| Outlier Win Ratio | 33.94 | 3.22 |
| Outlier Loss Ratio | 3.98 | 3.15 |
| Volatility (ann.) | 9.92% | 25.2% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.47 | 2.02 |
| Skew | 1.94 | 0.21 |
| Kurtosis | 51.82 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.15% | 3.76% |
| Expected Yearly % | 7.7% | 27.09% |
| Kelly Criterion | 3.01% | 10.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11384563:BTCUSD | 11384563:btcusd:triple_med_gx:lsma50_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.52 | 0.07 | - |
| 2025 | 17.02 | 13.15 | 0.77 | - |
| Metric | 11384563:btcusd:triple_med_gx:lsma50_80 | 11384563:BTCUSD |
|---|---|---|
| MTD | 0.75% | 4.4% |
| 3M | 5.13% | 31.76% |
| 6M | 12.75% | 12.25% |
| YTD | 13.15% | 17.02% |
| 1Y | 13.27% | 57.19% |
| 3Y (ann.) | 15.54% | 59.47% |
| 5Y (ann.) | 15.54% | 59.47% |
| Metric | 11384563:btcusd:triple_med_gx:lsma50_80 | 11384563:BTCUSD |
|---|---|---|
| Max Drawdown | -10.61% | -29.51% |
| Longest DD Days | 146.0 | 144.0 |
| Avg. Drawdown | -3.69% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 1.51 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-05-08 | -10.61 | 51 |
| 2024-08-24 | 2025-01-17 | -9.63 | 146 |
| 2025-01-17 | 2025-03-05 | -6.79 | 47 |
| 2024-06-05 | 2024-08-23 | -6.65 | 79 |
| 2025-05-23 | 2025-06-11 | -4.09 | 19 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2025-03-14 | 2025-03-17 | -0.66 | 2 |
| 2025-05-09 | 2025-05-10 | -0.29 | 1 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| Metric | 11384563:btcusd:triple_med_gx:lsma50_80 | 11384563:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.14% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 8.89% | 37.42% |
| Worst Month | -5.67% | -17.69% |
| Best Year | 13.15% | 38.02% |
| Worst Year | 2.52% | 17.02% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 3.18% | 5.45% |
| Avg. Down Week | -2.0% | -4.02% |
| Avg. Up Month | 3.96% | 8.4% |
| Avg. Down Month | -3.5% | -12.52% |
| Win Days % | 46.79% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 51.43% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |