| Metric | 11377330:btcusd:triple_med_gx:lsma275_50 | 11377330:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 11.96% | 79.62% |
| Max Drawdown | -17.35% | -29.51% |
| Sharpe | 0.3 | 0.65 |
| Sortino | 0.42 | 0.96 |
| Payoff Ratio | 0.98 | 0.96 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 24.82 | 3.18 |
| Outlier Loss Ratio | 3.75 | 3.31 |
| Volatility (ann.) | 10.1% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.61 | 2.33 |
| Skew | -0.25 | 0.2 |
| Kurtosis | 18.23 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.81% | 4.27% |
| Expected Yearly % | 5.81% | 34.02% |
| Kelly Criterion | 2.59% | 2.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11377330:BTCUSD | 11377330:btcusd:triple_med_gx:lsma275_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.26 | 0.01 | - |
| 2025 | 30.14 | 11.67 | 0.39 | - |
| Metric | 11377330:btcusd:triple_med_gx:lsma275_50 | 11377330:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 20.67% | 45.08% |
| 6M | 11.67% | 28.47% |
| YTD | 11.67% | 30.14% |
| 1Y | 14.53% | 105.13% |
| 3Y (ann.) | 10.63% | 68.87% |
| 5Y (ann.) | 10.63% | 68.87% |
| Metric | 11377330:btcusd:triple_med_gx:lsma275_50 | 11377330:BTCUSD |
|---|---|---|
| Max Drawdown | -17.35% | -29.51% |
| Longest DD Days | 178.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.58% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | 0.69 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2024-11-29 | -17.35 | 178 |
| 2024-11-30 | 2025-05-01 | -10.67 | 152 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-27 | 2025-07-14 | -3.75 | 47 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-15 | 2025-05-18 | -0.93 | 2 |
| 2025-05-26 | 2025-05-27 | -0.66 | 0 |
| 2024-06-01 | 2024-06-03 | -0.41 | 1 |
| 2025-05-01 | 2025-05-02 | -0.33 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| Metric | 11377330:btcusd:triple_med_gx:lsma275_50 | 11377330:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -8.84% | -12.33% |
| Best Month | 13.76% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | 11.67% | 38.02% |
| Worst Year | 0.26% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.79% | 4.44% |
| Avg. Down Week | -3.61% | -3.98% |
| Avg. Up Month | 8.57% | 17.5% |
| Avg. Down Month | -4.5% | -9.25% |
| Win Days % | 51.84% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |