| Metric | 11371010:btcusd:triple_med_gx:lsma25_15 | 11371010:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 16.08% | 79.62% |
| Max Drawdown | -9.65% | -29.51% |
| Sharpe | 0.5 | 0.65 |
| Sortino | 0.97 | 0.96 |
| Payoff Ratio | 1.53 | 1.66 |
| Profit Factor | 1.4 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.86 | 0.96 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 68.35 | 2.83 |
| Outlier Loss Ratio | 3.88 | 2.44 |
| Volatility (ann.) | 7.24% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.48 | 2.33 |
| Skew | 9.51 | 0.2 |
| Kurtosis | 260.75 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.07% | 4.27% |
| Expected Yearly % | 7.74% | 34.02% |
| Kelly Criterion | 0.74% | 23.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11371010:BTCUSD | 11371010:btcusd:triple_med_gx:lsma25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.13 | 0.35 | - |
| 2025 | 30.14 | 2.61 | 0.09 | - |
| Metric | 11371010:btcusd:triple_med_gx:lsma25_15 | 11371010:BTCUSD |
|---|---|---|
| MTD | -2.17% | 13.36% |
| 3M | 1.7% | 45.08% |
| 6M | 2.61% | 28.47% |
| YTD | 2.61% | 30.14% |
| 1Y | 19.77% | 105.13% |
| 3Y (ann.) | 14.27% | 68.87% |
| 5Y (ann.) | 14.27% | 68.87% |
| Metric | 11371010:btcusd:triple_med_gx:lsma25_15 | 11371010:BTCUSD |
|---|---|---|
| Max Drawdown | -9.65% | -29.51% |
| Longest DD Days | 115.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 1.67 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-08 | -9.65 | 66 |
| 2024-11-07 | 2025-03-02 | -5.22 | 115 |
| 2025-05-21 | 2025-07-14 | -5.08 | 54 |
| 2024-06-17 | 2024-07-29 | -4.83 | 41 |
| 2024-08-09 | 2024-09-09 | -1.50 | 31 |
| 2024-09-19 | 2024-10-06 | -1.23 | 16 |
| 2024-07-29 | 2024-08-08 | -0.47 | 10 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| 2024-09-19 | 2024-09-19 | -0.18 | 0 |
| Metric | 11371010:btcusd:triple_med_gx:lsma25_15 | 11371010:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.0% | 18.93% |
| Worst Week | -5.88% | -12.33% |
| Best Month | 8.96% | 37.42% |
| Worst Month | -3.6% | -17.69% |
| Best Year | 13.13% | 38.02% |
| Worst Year | 2.61% | 30.14% |
| Avg. Up Day | 1.11% | 1.17% |
| Avg. Down Day | -0.73% | -0.7% |
| Avg. Up Week | 2.19% | 5.72% |
| Avg. Down Week | -2.14% | -3.52% |
| Avg. Up Month | 3.26% | 8.11% |
| Avg. Down Month | -3.01% | -12.52% |
| Win Days % | 40.0% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 55.88% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |