| Metric | 11377341:btcusd:triple_med_gx:lsma65_50 | 11377341:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 20.99% | 79.62% |
| Max Drawdown | -8.11% | -29.51% |
| Sharpe | 0.69 | 0.65 |
| Sortino | 1.06 | 0.96 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.42 | 1.11 |
| Common Sense Ratio | 1.85 | 1.08 |
| CPC Index | 0.83 | 0.62 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 57.02 | 2.9 |
| Outlier Loss Ratio | 4.34 | 2.74 |
| Volatility (ann.) | 6.47% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.29 | 2.33 |
| Skew | -0.35 | 0.2 |
| Kurtosis | 115.81 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.37% | 4.27% |
| Expected Yearly % | 10.0% | 34.02% |
| Kelly Criterion | 8.56% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11377341:BTCUSD | 11377341:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.97 | 0.24 | - |
| 2025 | 30.14 | 11.03 | 0.37 | - |
| Metric | 11377341:btcusd:triple_med_gx:lsma65_50 | 11377341:BTCUSD |
|---|---|---|
| MTD | -0.01% | 13.36% |
| 3M | -2.57% | 45.08% |
| 6M | 2.93% | 28.47% |
| YTD | 11.03% | 30.14% |
| 1Y | 23.92% | 105.13% |
| 3Y (ann.) | 18.59% | 68.87% |
| 5Y (ann.) | 18.59% | 68.87% |
| Metric | 11377341:btcusd:triple_med_gx:lsma65_50 | 11377341:BTCUSD |
|---|---|---|
| Max Drawdown | -8.11% | -29.51% |
| Longest DD Days | 111.0 | 144.0 |
| Avg. Drawdown | -2.24% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 2.59 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-15 | 2025-01-03 | -8.11 | 80 |
| 2025-03-10 | 2025-03-24 | -6.19 | 14 |
| 2024-06-10 | 2024-09-09 | -5.50 | 90 |
| 2025-03-24 | 2025-07-14 | -4.55 | 111 |
| 2025-01-23 | 2025-02-19 | -1.92 | 27 |
| 2024-09-20 | 2024-10-14 | -1.74 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2025-01-04 | 2025-01-10 | -0.65 | 6 |
| 2024-09-10 | 2024-09-18 | -0.45 | 8 |
| 2025-02-21 | 2025-03-10 | -0.34 | 17 |
| Metric | 11377341:btcusd:triple_med_gx:lsma65_50 | 11377341:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -4.3% | -12.33% |
| Best Month | 10.95% | 37.42% |
| Worst Month | -4.03% | -17.69% |
| Best Year | 11.03% | 38.02% |
| Worst Year | 8.97% | 30.14% |
| Avg. Up Day | 0.72% | 0.75% |
| Avg. Down Day | -0.63% | -0.7% |
| Avg. Up Week | 2.64% | 4.8% |
| Avg. Down Week | -1.94% | -2.56% |
| Avg. Up Month | 6.09% | 7.59% |
| Avg. Down Month | -4.03% | -7.35% |
| Win Days % | 51.09% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 52.94% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |