| Metric | 11377291:btcusd:triple_med_gx:lsma85_50 | 11377291:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 29.42% | 79.62% |
| Max Drawdown | -7.2% | -29.51% |
| Sharpe | 0.82 | 0.65 |
| Sortino | 1.24 | 0.96 |
| Payoff Ratio | 1.2 | 1.03 |
| Profit Factor | 1.4 | 1.11 |
| Common Sense Ratio | 2.3 | 1.08 |
| CPC Index | 0.87 | 0.59 |
| Tail Ratio | 1.64 | 0.98 |
| Outlier Win Ratio | 42.25 | 3.07 |
| Outlier Loss Ratio | 4.15 | 2.82 |
| Volatility (ann.) | 7.36% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 3.6 | 2.33 |
| Skew | -0.71 | 0.2 |
| Kurtosis | 63.43 | 7.22 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 1.86% | 4.27% |
| Expected Yearly % | 13.76% | 34.02% |
| Kelly Criterion | 11.41% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11377291:BTCUSD | 11377291:btcusd:triple_med_gx:lsma85_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.78 | 0.26 | - |
| 2025 | 30.14 | 17.89 | 0.59 | - |
| Metric | 11377291:btcusd:triple_med_gx:lsma85_50 | 11377291:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 15.22% | 45.08% |
| 6M | 14.97% | 28.47% |
| YTD | 17.89% | 30.14% |
| 1Y | 31.82% | 105.13% |
| 3Y (ann.) | 25.95% | 68.87% |
| 5Y (ann.) | 25.95% | 68.87% |
| Metric | 11377291:btcusd:triple_med_gx:lsma85_50 | 11377291:BTCUSD |
|---|---|---|
| Max Drawdown | -7.2% | -29.51% |
| Longest DD Days | 70.0 | 144.0 |
| Avg. Drawdown | -2.11% | -4.58% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 4.09 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-22 | 2025-04-22 | -7.20 | 58 |
| 2024-06-10 | 2024-08-20 | -5.03 | 70 |
| 2024-10-15 | 2024-12-11 | -4.59 | 57 |
| 2025-01-24 | 2025-02-20 | -3.63 | 26 |
| 2024-08-20 | 2024-09-18 | -3.46 | 29 |
| 2024-12-12 | 2025-01-03 | -2.39 | 21 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-01-22 | 2025-01-23 | -1.87 | 0 |
| 2024-09-20 | 2024-10-14 | -1.74 | 23 |
| 2025-05-15 | 2025-07-02 | -1.70 | 47 |
| Metric | 11377291:btcusd:triple_med_gx:lsma85_50 | 11377291:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -4.38% | -12.33% |
| Best Month | 10.55% | 37.42% |
| Worst Month | -4.38% | -17.69% |
| Best Year | 17.89% | 38.02% |
| Worst Year | 9.78% | 30.14% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.62% | -0.75% |
| Avg. Up Week | 2.84% | 4.91% |
| Avg. Down Week | -2.03% | -4.1% |
| Avg. Up Month | 2.79% | 12.16% |
| Avg. Down Month | -2.83% | -4.72% |
| Win Days % | 51.63% | 51.93% |
| Win Month % | 85.71% | 64.29% |
| Win Week % | 59.38% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |