| Metric | 11379365:btcusd:triple_med_gx:lsma275_60 | 11379365:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 8.05% | 79.62% |
| Max Drawdown | -12.49% | -29.51% |
| Sharpe | 0.22 | 0.65 |
| Sortino | 0.31 | 0.96 |
| Payoff Ratio | 1.02 | 0.95 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 25.66 | 3.18 |
| Outlier Loss Ratio | 3.81 | 3.31 |
| Volatility (ann.) | 10.06% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.57 | 2.33 |
| Skew | -0.13 | 0.2 |
| Kurtosis | 19.19 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.55% | 4.27% |
| Expected Yearly % | 3.95% | 34.02% |
| Kelly Criterion | 1.9% | 1.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11379365:BTCUSD | 11379365:btcusd:triple_med_gx:lsma275_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.19 | 0.00 | - |
| 2025 | 30.14 | 7.85 | 0.26 | - |
| Metric | 11379365:btcusd:triple_med_gx:lsma275_60 | 11379365:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 14.22% | 45.08% |
| 6M | 7.85% | 28.47% |
| YTD | 7.85% | 30.14% |
| 1Y | 9.65% | 105.13% |
| 3Y (ann.) | 7.17% | 68.87% |
| 5Y (ann.) | 7.17% | 68.87% |
| Metric | 11379365:btcusd:triple_med_gx:lsma275_60 | 11379365:BTCUSD |
|---|---|---|
| Max Drawdown | -12.49% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -3.08% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.64 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-31 | 2024-11-24 | -12.49 | 116 |
| 2024-11-25 | 2025-05-01 | -11.98 | 157 |
| 2024-06-10 | 2024-07-30 | -8.06 | 50 |
| 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 |
| 2025-05-13 | 2025-05-18 | -2.01 | 5 |
| 2025-05-21 | 2025-05-25 | -1.34 | 4 |
| 2025-05-26 | 2025-05-27 | -0.82 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11379365:btcusd:triple_med_gx:lsma275_60 | 11379365:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -7.96% | -12.33% |
| Best Month | 8.32% | 37.42% |
| Worst Month | -6.04% | -17.69% |
| Best Year | 7.85% | 38.02% |
| Worst Year | 0.19% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 3.64% | 4.29% |
| Avg. Down Week | -3.23% | -3.94% |
| Avg. Up Month | 5.42% | 14.62% |
| Avg. Down Month | -2.8% | -7.82% |
| Win Days % | 50.5% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 51.72% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |