| Metric | 11377287:btcusd:triple_med_gx:lsma65_50 | 11377287:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 7.11% | 79.62% |
| Max Drawdown | -7.5% | -29.51% |
| Sharpe | 0.27 | 0.65 |
| Sortino | 0.38 | 0.96 |
| Payoff Ratio | 1.18 | 0.96 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 63.99 | 2.88 |
| Outlier Loss Ratio | 3.76 | 2.72 |
| Volatility (ann.) | 6.34% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.84 | 2.33 |
| Skew | -3.05 | 0.2 |
| Kurtosis | 112.49 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.49% | 4.27% |
| Expected Yearly % | 3.49% | 34.02% |
| Kelly Criterion | 3.12% | 1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11377287:BTCUSD | 11377287:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.06 | 0.08 | - |
| 2025 | 30.14 | 3.93 | 0.13 | - |
| Metric | 11377287:btcusd:triple_med_gx:lsma65_50 | 11377287:BTCUSD |
|---|---|---|
| MTD | 2.64% | 13.36% |
| 3M | 3.27% | 45.08% |
| 6M | -1.02% | 28.47% |
| YTD | 3.93% | 30.14% |
| 1Y | 11.34% | 105.13% |
| 3Y (ann.) | 6.33% | 68.87% |
| 5Y (ann.) | 6.33% | 68.87% |
| Metric | 11377287:btcusd:triple_med_gx:lsma65_50 | 11377287:BTCUSD |
|---|---|---|
| Max Drawdown | -7.5% | -29.51% |
| Longest DD Days | 171.0 | 144.0 |
| Avg. Drawdown | -3.83% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | 0.95 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-07-14 | -7.50 | 171 |
| 2024-06-10 | 2024-09-18 | -6.95 | 100 |
| 2024-10-15 | 2025-01-23 | -5.21 | 100 |
| 2024-09-20 | 2024-10-14 | -1.74 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| Metric | 11377287:btcusd:triple_med_gx:lsma65_50 | 11377287:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -5.14% | -12.33% |
| Best Month | 9.19% | 37.42% |
| Worst Month | -6.32% | -17.69% |
| Best Year | 3.93% | 38.02% |
| Worst Year | 3.06% | 30.14% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.65% | -0.83% |
| Avg. Up Week | 2.48% | 6.16% |
| Avg. Down Week | -1.88% | -3.14% |
| Avg. Up Month | 2.53% | 11.92% |
| Avg. Down Month | -3.04% | -7.59% |
| Win Days % | 47.56% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 42.42% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |