| Metric | 11377217:btcusd:triple_med_gx:lsma275_50 | 11377217:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 17.84% | 79.62% |
| Max Drawdown | -14.38% | -29.51% |
| Sharpe | 0.43 | 0.65 |
| Sortino | 0.63 | 0.96 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 26.72 | 3.18 |
| Outlier Loss Ratio | 4.06 | 3.24 |
| Volatility (ann.) | 9.62% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.1 | 2.33 |
| Skew | 0.23 | 0.2 |
| Kurtosis | 21.15 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.18% | 4.27% |
| Expected Yearly % | 8.55% | 34.02% |
| Kelly Criterion | 4.51% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11377217:BTCUSD | 11377217:btcusd:triple_med_gx:lsma275_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.29 | -0.03 | - |
| 2025 | 30.14 | 19.38 | 0.64 | - |
| Metric | 11377217:btcusd:triple_med_gx:lsma275_50 | 11377217:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 14.54% | 45.08% |
| 6M | 19.38% | 28.47% |
| YTD | 19.38% | 30.14% |
| 1Y | 22.05% | 105.13% |
| 3Y (ann.) | 15.82% | 68.87% |
| 5Y (ann.) | 15.82% | 68.87% |
| Metric | 11377217:btcusd:triple_med_gx:lsma275_50 | 11377217:BTCUSD |
|---|---|---|
| Max Drawdown | -14.38% | -29.51% |
| Longest DD Days | 295.0 | 144.0 |
| Avg. Drawdown | -2.23% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-04-02 | -14.38 | 295 |
| 2025-04-02 | 2025-04-11 | -4.75 | 8 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-07-14 | -3.29 | 56 |
| 2025-05-14 | 2025-05-18 | -1.64 | 4 |
| 2025-04-28 | 2025-05-01 | -1.32 | 2 |
| 2025-04-19 | 2025-04-21 | -1.28 | 1 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| 2025-04-17 | 2025-04-19 | -0.75 | 1 |
| 2024-06-02 | 2024-06-09 | -0.43 | 7 |
| Metric | 11377217:btcusd:triple_med_gx:lsma275_50 | 11377217:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.9% | 18.93% |
| Worst Week | -7.75% | -12.33% |
| Best Month | 10.82% | 37.42% |
| Worst Month | -7.46% | -17.69% |
| Best Year | 19.38% | 38.02% |
| Worst Year | -1.29% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 3.79% | 4.82% |
| Avg. Down Week | -2.75% | -4.17% |
| Avg. Up Month | 9.72% | 17.5% |
| Avg. Down Month | -5.45% | -8.04% |
| Win Days % | 50.51% | 51.93% |
| Win Month % | 54.55% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |