| Metric | 11377342:btcusd:triple_med_gx:lsma60_50 | 11377342:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 7.31% | 79.62% |
| Max Drawdown | -11.9% | -29.51% |
| Sharpe | 0.28 | 0.65 |
| Sortino | 0.4 | 0.96 |
| Payoff Ratio | 1.15 | 1.04 |
| Profit Factor | 1.17 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 67.89 | 2.85 |
| Outlier Loss Ratio | 4.04 | 2.72 |
| Volatility (ann.) | 6.47% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.55 | 2.33 |
| Skew | -0.66 | 0.2 |
| Kurtosis | 118.64 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.51% | 4.27% |
| Expected Yearly % | 3.59% | 34.02% |
| Kelly Criterion | -1.27% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.07% |
| Expected Shortfall (cVaR) | -0.55% | -2.07% |
| Year | 11377342:BTCUSD | 11377342:btcusd:triple_med_gx:lsma60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.92 | 0.16 | - |
| 2025 | 30.14 | 1.31 | 0.04 | - |
| Metric | 11377342:btcusd:triple_med_gx:lsma60_50 | 11377342:BTCUSD |
|---|---|---|
| MTD | 0.01% | 13.36% |
| 3M | -0.09% | 45.08% |
| 6M | -2.76% | 28.47% |
| YTD | 1.31% | 30.14% |
| 1Y | 7.29% | 105.13% |
| 3Y (ann.) | 6.51% | 68.87% |
| 5Y (ann.) | 6.51% | 68.87% |
| Metric | 11377342:btcusd:triple_med_gx:lsma60_50 | 11377342:BTCUSD |
|---|---|---|
| Max Drawdown | -11.9% | -29.51% |
| Longest DD Days | 272.0 | 144.0 |
| Avg. Drawdown | -2.56% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | 0.61 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-15 | 2025-07-14 | -11.90 | 272 |
| 2024-06-10 | 2024-09-09 | -4.37 | 90 |
| 2024-09-20 | 2024-10-14 | -2.10 | 24 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-09-10 | 2024-09-18 | -0.45 | 8 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11377342:btcusd:triple_med_gx:lsma60_50 | 11377342:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.85% | 18.93% |
| Worst Week | -4.87% | -12.33% |
| Best Month | 9.45% | 37.42% |
| Worst Month | -4.82% | -17.69% |
| Best Year | 5.92% | 38.02% |
| Worst Year | 1.31% | 30.14% |
| Avg. Up Day | 0.78% | 0.82% |
| Avg. Down Day | -0.68% | -0.79% |
| Avg. Up Week | 2.28% | 5.04% |
| Avg. Down Week | -2.21% | -2.19% |
| Avg. Up Month | 3.2% | 7.8% |
| Avg. Down Month | -2.13% | -4.22% |
| Win Days % | 45.86% | 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% |