| Metric | 11370308:btcusd:triple_med_gx:lsma25_10 | 11370308:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 6.77% | 79.62% |
| Max Drawdown | -10.22% | -29.51% |
| Sharpe | 0.23 | 0.65 |
| Sortino | 0.4 | 0.96 |
| Payoff Ratio | 1.45 | 1.47 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.65 | 0.85 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 64.94 | 2.8 |
| Outlier Loss Ratio | 3.82 | 2.53 |
| Volatility (ann.) | 7.44% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.59 | 2.33 |
| Skew | 7.44 | 0.2 |
| Kurtosis | 235.23 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.47% | 4.27% |
| Expected Yearly % | 3.33% | 34.02% |
| Kelly Criterion | -3.85% | 19.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11370308:BTCUSD | 11370308:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.47 | -0.09 | - |
| 2025 | 30.14 | 10.61 | 0.35 | - |
| Metric | 11370308:btcusd:triple_med_gx:lsma25_10 | 11370308:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 7.73% | 45.08% |
| 6M | 10.61% | 28.47% |
| YTD | 10.61% | 30.14% |
| 1Y | 12.59% | 105.13% |
| 3Y (ann.) | 6.04% | 68.87% |
| 5Y (ann.) | 6.04% | 68.87% |
| Metric | 11370308:btcusd:triple_med_gx:lsma25_10 | 11370308:BTCUSD |
|---|---|---|
| Max Drawdown | -10.22% | -29.51% |
| Longest DD Days | 100.0 | 144.0 |
| Avg. Drawdown | -4.01% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | 0.66 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-27 | -10.22 | 85 |
| 2024-11-22 | 2025-03-02 | -6.91 | 100 |
| 2024-06-03 | 2024-09-09 | -5.84 | 98 |
| 2025-05-27 | 2025-07-14 | -3.12 | 47 |
| 2024-09-27 | 2024-10-07 | -1.02 | 10 |
| 2024-11-06 | 2024-11-06 | -0.79 | 0 |
| 2024-10-28 | 2024-10-29 | -0.18 | 0 |
| Metric | 11370308:btcusd:triple_med_gx:lsma25_10 | 11370308:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.0% | 18.93% |
| Worst Week | -3.61% | -12.33% |
| Best Month | 7.2% | 37.42% |
| Worst Month | -5.71% | -17.69% |
| Best Year | 10.61% | 38.02% |
| Worst Year | -3.47% | 30.14% |
| Avg. Up Day | 1.03% | 1.08% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 2.4% | 5.45% |
| Avg. Down Week | -1.58% | -2.8% |
| Avg. Up Month | 3.09% | 16.03% |
| Avg. Down Month | -3.84% | -5.29% |
| Win Days % | 38.62% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |