| Metric | 11377403:btcusd:triple_med_gx:lsma85_50 | 11377403:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 10.33% | 79.62% |
| Max Drawdown | -9.75% | -29.51% |
| Sharpe | 0.33 | 0.65 |
| Sortino | 0.47 | 0.96 |
| Payoff Ratio | 0.93 | 0.87 |
| Profit Factor | 1.12 | 1.11 |
| Common Sense Ratio | 2.49 | 1.08 |
| CPC Index | 0.54 | 0.5 |
| Tail Ratio | 2.22 | 0.98 |
| Outlier Win Ratio | 38.1 | 3.06 |
| Outlier Loss Ratio | 3.93 | 2.99 |
| Volatility (ann.) | 7.6% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.94 | 2.33 |
| Skew | -0.06 | 0.2 |
| Kurtosis | 22.88 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.7% | 4.27% |
| Expected Yearly % | 5.04% | 34.02% |
| Kelly Criterion | 0.13% | -3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11377403:BTCUSD | 11377403:btcusd:triple_med_gx:lsma85_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.63 | 0.07 | - |
| 2025 | 30.14 | 7.51 | 0.25 | - |
| Metric | 11377403:btcusd:triple_med_gx:lsma85_50 | 11377403:BTCUSD |
|---|---|---|
| MTD | -1.78% | 13.36% |
| 3M | 3.92% | 45.08% |
| 6M | 6.58% | 28.47% |
| YTD | 7.51% | 30.14% |
| 1Y | 11.92% | 105.13% |
| 3Y (ann.) | 9.19% | 68.87% |
| 5Y (ann.) | 9.19% | 68.87% |
| Metric | 11377403:btcusd:triple_med_gx:lsma85_50 | 11377403:BTCUSD |
|---|---|---|
| Max Drawdown | -9.75% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 1.06 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-03-25 | -9.75 | 106 |
| 2025-05-01 | 2025-07-14 | -7.89 | 73 |
| 2024-06-10 | 2024-10-22 | -6.53 | 133 |
| 2024-10-22 | 2024-11-05 | -2.84 | 14 |
| 2024-11-09 | 2024-11-19 | -1.88 | 10 |
| 2025-04-13 | 2025-04-21 | -1.65 | 8 |
| 2024-11-05 | 2024-11-06 | -1.18 | 1 |
| 2025-04-30 | 2025-05-01 | -1.16 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-04-21 | 2025-04-22 | -0.78 | 0 |
| Metric | 11377403:btcusd:triple_med_gx:lsma85_50 | 11377403:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 10.99% | 18.93% |
| Worst Week | -4.0% | -12.33% |
| Best Month | 10.89% | 37.42% |
| Worst Month | -4.17% | -17.69% |
| Best Year | 7.51% | 38.02% |
| Worst Year | 2.63% | 30.14% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 3.29% | 5.9% |
| Avg. Down Week | -1.93% | -4.39% |
| Avg. Up Month | 5.15% | 17.44% |
| Avg. Down Month | -2.79% | -9.25% |
| Win Days % | 51.84% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 40.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |