| Metric | 11378405:btcusd:triple_med_gx:lsma270_55 | 11378405:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 19.16% | 79.62% |
| Max Drawdown | -15.16% | -29.51% |
| Sharpe | 0.44 | 0.65 |
| Sortino | 0.63 | 0.96 |
| Payoff Ratio | 0.97 | 0.96 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 1.56 | 1.08 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 25.57 | 3.3 |
| Outlier Loss Ratio | 3.78 | 3.35 |
| Volatility (ann.) | 10.16% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.12 | 2.33 |
| Skew | -0.05 | 0.2 |
| Kurtosis | 18.59 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.26% | 4.27% |
| Expected Yearly % | 9.16% | 34.02% |
| Kelly Criterion | 3.57% | 1.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11378405:BTCUSD | 11378405:btcusd:triple_med_gx:lsma270_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.33 | 0.06 | - |
| 2025 | 30.14 | 16.45 | 0.55 | - |
| Metric | 11378405:btcusd:triple_med_gx:lsma270_55 | 11378405:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 20.42% | 45.08% |
| 6M | 16.45% | 28.47% |
| YTD | 16.45% | 30.14% |
| 1Y | 20.4% | 105.13% |
| 3Y (ann.) | 16.98% | 68.87% |
| 5Y (ann.) | 16.98% | 68.87% |
| Metric | 11378405:btcusd:triple_med_gx:lsma270_55 | 11378405:BTCUSD |
|---|---|---|
| Max Drawdown | -15.16% | -29.51% |
| Longest DD Days | 121.0 | 144.0 |
| Avg. Drawdown | -3.29% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.26 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-27 | -15.16 | 121 |
| 2025-01-24 | 2025-04-22 | -9.11 | 87 |
| 2024-06-10 | 2024-07-29 | -7.95 | 48 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-21 | 2025-07-14 | -3.06 | 54 |
| 2024-11-30 | 2025-01-23 | -2.94 | 54 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2024-11-27 | 2024-11-29 | -1.52 | 1 |
| 2025-04-23 | 2025-05-01 | -1.42 | 8 |
| Metric | 11378405:btcusd:triple_med_gx:lsma270_55 | 11378405:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 10.5% | 37.42% |
| Worst Month | -7.34% | -17.69% |
| Best Year | 16.45% | 38.02% |
| Worst Year | 2.33% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.55% | 4.29% |
| Avg. Down Week | -3.09% | -3.98% |
| Avg. Up Month | 7.1% | 16.18% |
| Avg. Down Month | -3.49% | -9.25% |
| Win Days % | 52.51% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |