| Metric | 11374476:btcusd:triple_med_gx:lsma25_35 | 11374476:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 13.48% | 79.62% |
| Max Drawdown | -5.03% | -29.51% |
| Sharpe | 0.7 | 0.65 |
| Sortino | 1.19 | 0.96 |
| Payoff Ratio | 1.54 | 0.81 |
| Profit Factor | 1.51 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.09 | 0.47 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 96.5 | 2.74 |
| Outlier Loss Ratio | 4.23 | 2.44 |
| Volatility (ann.) | 4.18% | 24.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | 2.38 | 2.33 |
| Skew | 2.6 | 0.2 |
| Kurtosis | 61.87 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.91% | 4.27% |
| Expected Yearly % | 6.53% | 34.02% |
| Kelly Criterion | 12.51% | -7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.07% |
| Expected Shortfall (cVaR) | -0.35% | -2.07% |
| Year | 11374476:BTCUSD | 11374476:btcusd:triple_med_gx:lsma25_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.17 | 0.21 | - |
| 2025 | 30.14 | 4.91 | 0.16 | - |
| Metric | 11374476:btcusd:triple_med_gx:lsma25_35 | 11374476:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.05% | 45.08% |
| 6M | 3.86% | 28.47% |
| YTD | 4.91% | 30.14% |
| 1Y | 15.58% | 105.13% |
| 3Y (ann.) | 11.98% | 68.87% |
| 5Y (ann.) | 11.98% | 68.87% |
| Metric | 11374476:btcusd:triple_med_gx:lsma25_35 | 11374476:BTCUSD |
|---|---|---|
| Max Drawdown | -5.03% | -29.51% |
| Longest DD Days | 88.0 | 144.0 |
| Avg. Drawdown | -2.1% | -4.58% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 2.68 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-29 | -5.03 | 79 |
| 2024-12-12 | 2025-03-11 | -3.31 | 88 |
| 2025-03-29 | 2025-05-25 | -2.51 | 57 |
| 2024-10-12 | 2024-12-10 | -2.35 | 59 |
| 2024-09-24 | 2024-10-11 | -2.31 | 16 |
| 2025-05-26 | 2025-06-16 | -1.57 | 20 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| Metric | 11374476:btcusd:triple_med_gx:lsma25_35 | 11374476:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -2.35% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 5.06% | 37.42% |
| Worst Month | -4.38% | -17.69% |
| Best Year | 8.17% | 38.02% |
| Worst Year | 4.91% | 30.14% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.54% | -1.05% |
| Avg. Up Week | 2.03% | 3.56% |
| Avg. Down Week | -2.12% | -2.96% |
| Avg. Up Month | 2.13% | 8.55% |
| Avg. Down Month | -2.4% | -4.72% |
| Win Days % | 47.0% | 51.93% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 70.0% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |