| Metric | 11370306:btcusd:triple_med_gx:lsma60_10 | 11370306:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 5.5% | 75.42% |
| Max Drawdown | -22.38% | -29.51% |
| Sharpe | 0.16 | 0.63 |
| Sortino | 0.25 | 0.92 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.57 | 0.7 |
| Tail Ratio | 1.25 | 0.96 |
| Outlier Win Ratio | 29.35 | 3.34 |
| Outlier Loss Ratio | 3.87 | 3.26 |
| Volatility (ann.) | 11.02% | 24.55% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.22 | 2.19 |
| Skew | 2.11 | 0.2 |
| Kurtosis | 58.68 | 7.24 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.38% | 4.1% |
| Expected Yearly % | 2.71% | 32.45% |
| Kelly Criterion | -2.67% | 12.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.07% |
| Expected Shortfall (cVaR) | -0.94% | -2.07% |
| Year | 11370306:BTCUSD | 11370306:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.19 | 0.14 | - |
| 2025 | 27.10 | 0.29 | 0.01 | - |
| Metric | 11370306:btcusd:triple_med_gx:lsma60_10 | 11370306:BTCUSD |
|---|---|---|
| MTD | 3.89% | 10.71% |
| 3M | 12.31% | 41.88% |
| 6M | 0.48% | 22.91% |
| YTD | 0.29% | 27.1% |
| 1Y | -4.23% | 82.29% |
| 3Y (ann.) | 4.87% | 64.73% |
| 5Y (ann.) | 4.87% | 64.73% |
| Metric | 11370306:btcusd:triple_med_gx:lsma60_10 | 11370306:BTCUSD |
|---|---|---|
| Max Drawdown | -22.38% | -29.51% |
| Longest DD Days | 282.0 | 144.0 |
| Avg. Drawdown | -3.66% | -4.71% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.25 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-17 | -22.38 | 282 |
| 2024-06-20 | 2024-07-10 | -6.31 | 19 |
| 2024-08-09 | 2024-08-23 | -3.57 | 14 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-08-24 | 2024-10-07 | -1.43 | 44 |
| 2024-08-07 | 2024-08-08 | -1.30 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-06-05 | 2024-06-20 | -0.42 | 15 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11370306:btcusd:triple_med_gx:lsma60_10 | 11370306:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.32% | 18.93% |
| Worst Week | -5.55% | -12.33% |
| Best Month | 10.3% | 37.42% |
| Worst Month | -11.16% | -17.69% |
| Best Year | 5.19% | 38.02% |
| Worst Year | 0.29% | 27.1% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 2.93% | 6.83% |
| Avg. Down Week | -2.14% | -3.35% |
| Avg. Up Month | 5.28% | 14.41% |
| Avg. Down Month | -4.7% | -7.59% |
| Win Days % | 42.94% | 51.89% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 43.18% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |