| Metric | 11370326:btcusd:triple_med_gx:lsma55_10 | 11370326:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 19.91% | 75.42% |
| Max Drawdown | -13.46% | -29.51% |
| Sharpe | 0.45 | 0.63 |
| Sortino | 0.7 | 0.92 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 1.84 | 1.06 |
| CPC Index | 0.67 | 0.68 |
| Tail Ratio | 1.54 | 0.96 |
| Outlier Win Ratio | 34.05 | 3.3 |
| Outlier Loss Ratio | 3.63 | 3.09 |
| Volatility (ann.) | 10.14% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.3 | 2.19 |
| Skew | 2.7 | 0.2 |
| Kurtosis | 77.22 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.31% | 4.1% |
| Expected Yearly % | 9.5% | 32.45% |
| Kelly Criterion | 2.92% | 11.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11370326:BTCUSD | 11370326:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.21 | 0.16 | - |
| 2025 | 27.10 | 12.89 | 0.48 | - |
| Metric | 11370326:btcusd:triple_med_gx:lsma55_10 | 11370326:BTCUSD |
|---|---|---|
| MTD | 5.51% | 10.71% |
| 3M | 12.79% | 41.88% |
| 6M | 12.89% | 22.91% |
| YTD | 12.89% | 27.1% |
| 1Y | 13.47% | 82.29% |
| 3Y (ann.) | 17.5% | 64.73% |
| 5Y (ann.) | 17.5% | 64.73% |
| Metric | 11370326:btcusd:triple_med_gx:lsma55_10 | 11370326:BTCUSD |
|---|---|---|
| Max Drawdown | -13.46% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.71% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.48 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -13.46 | 136 |
| 2024-10-30 | 2025-03-02 | -10.19 | 123 |
| 2024-06-05 | 2024-07-10 | -5.62 | 34 |
| 2024-08-09 | 2024-08-23 | -5.07 | 14 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-10-07 | 2024-10-29 | -2.95 | 22 |
| 2024-07-14 | 2024-08-08 | -1.01 | 25 |
| 2024-09-27 | 2024-10-07 | -0.73 | 10 |
| 2024-08-25 | 2024-09-09 | -0.37 | 15 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11370326:btcusd:triple_med_gx:lsma55_10 | 11370326:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -3.86% | -12.33% |
| Best Month | 6.57% | 37.42% |
| Worst Month | -5.54% | -17.69% |
| Best Year | 12.89% | 38.02% |
| Worst Year | 6.21% | 27.1% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.67% | 6.48% |
| Avg. Down Week | -1.7% | -3.5% |
| Avg. Up Month | 4.26% | 7.4% |
| Avg. Down Month | -2.85% | -10.46% |
| Win Days % | 47.29% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |