| Metric | 11370325:btcusd:triple_med_gx:lsma60_10 | 11370325:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 21.31% | 75.42% |
| Max Drawdown | -14.8% | -29.51% |
| Sharpe | 0.47 | 0.63 |
| Sortino | 0.73 | 0.92 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.19 | 1.11 |
| Common Sense Ratio | 1.7 | 1.06 |
| CPC Index | 0.67 | 0.67 |
| Tail Ratio | 1.43 | 0.96 |
| Outlier Win Ratio | 31.14 | 3.3 |
| Outlier Loss Ratio | 3.71 | 3.09 |
| Volatility (ann.) | 10.35% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.26 | 2.19 |
| Skew | 2.61 | 0.2 |
| Kurtosis | 71.19 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.39% | 4.1% |
| Expected Yearly % | 10.14% | 32.45% |
| Kelly Criterion | 3.97% | 10.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11370325:BTCUSD | 11370325:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.59 | 0.15 | - |
| 2025 | 27.10 | 14.88 | 0.55 | - |
| Metric | 11370325:btcusd:triple_med_gx:lsma60_10 | 11370325:BTCUSD |
|---|---|---|
| MTD | 5.42% | 10.71% |
| 3M | 12.7% | 41.88% |
| 6M | 15.22% | 22.91% |
| YTD | 14.88% | 27.1% |
| 1Y | 12.79% | 82.29% |
| 3Y (ann.) | 18.71% | 64.73% |
| 5Y (ann.) | 18.71% | 64.73% |
| Metric | 11370325:btcusd:triple_med_gx:lsma60_10 | 11370325:BTCUSD |
|---|---|---|
| Max Drawdown | -14.8% | -29.51% |
| Longest DD Days | 145.0 | 144.0 |
| Avg. Drawdown | -2.69% | -4.71% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.44 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -14.80 | 136 |
| 2024-10-07 | 2025-03-02 | -10.55 | 145 |
| 2024-08-09 | 2024-08-23 | -5.88 | 14 |
| 2024-06-05 | 2024-07-01 | -4.68 | 25 |
| 2024-07-01 | 2024-07-13 | -3.31 | 12 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-09-27 | 2024-10-07 | -0.64 | 10 |
| 2024-08-25 | 2024-09-09 | -0.44 | 15 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11370325:btcusd:triple_med_gx:lsma60_10 | 11370325:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -3.19% | -12.33% |
| Best Month | 7.56% | 37.42% |
| Worst Month | -4.62% | -17.69% |
| Best Year | 14.88% | 38.02% |
| Worst Year | 5.59% | 27.1% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 2.28% | 5.79% |
| Avg. Down Week | -1.53% | -3.27% |
| Avg. Up Month | 4.62% | 7.4% |
| Avg. Down Month | -2.91% | -2.66% |
| Win Days % | 48.08% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 52.5% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |