| Metric | 11380614:btcusd:triple_med_gx:lsma85_65 | 11380614:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.38% | 79.62% |
| Max Drawdown | -8.24% | -29.51% |
| Sharpe | 0.35 | 0.65 |
| Sortino | 0.5 | 0.96 |
| Payoff Ratio | 1.2 | 0.99 |
| Profit Factor | 1.21 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 65.96 | 2.8 |
| Outlier Loss Ratio | 3.74 | 2.65 |
| Volatility (ann.) | 6.35% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.01 | 2.33 |
| Skew | -1.75 | 0.2 |
| Kurtosis | 110.51 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.64% | 4.27% |
| Expected Yearly % | 4.58% | 34.02% |
| Kelly Criterion | 4.11% | 3.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.07% |
| Expected Shortfall (cVaR) | -0.54% | -2.07% |
| Year | 11380614:BTCUSD | 11380614:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.59 | -0.02 | - |
| 2025 | 30.14 | 10.02 | 0.33 | - |
| Metric | 11380614:btcusd:triple_med_gx:lsma85_65 | 11380614:BTCUSD |
|---|---|---|
| MTD | 0.05% | 13.36% |
| 3M | 11.18% | 45.08% |
| 6M | 10.59% | 28.47% |
| YTD | 10.02% | 30.14% |
| 1Y | 14.41% | 105.13% |
| 3Y (ann.) | 8.35% | 68.87% |
| 5Y (ann.) | 8.35% | 68.87% |
| Metric | 11380614:btcusd:triple_med_gx:lsma85_65 | 11380614:BTCUSD |
|---|---|---|
| Max Drawdown | -8.24% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -1.95% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.14 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-12-13 | -8.24 | 185 |
| 2025-03-10 | 2025-04-22 | -8.04 | 43 |
| 2025-01-24 | 2025-02-20 | -2.40 | 26 |
| 2024-12-13 | 2025-01-23 | -2.33 | 40 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.71 | 10 |
| 2025-06-15 | 2025-07-02 | -1.02 | 17 |
| 2025-04-23 | 2025-05-15 | -0.57 | 22 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2025-03-10 | 2025-03-10 | -0.18 | 0 |
| Metric | 11380614:btcusd:triple_med_gx:lsma85_65 | 11380614:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.38% | 18.93% |
| Worst Week | -2.86% | -12.33% |
| Best Month | 9.1% | 37.42% |
| Worst Month | -5.44% | -17.69% |
| Best Year | 10.02% | 38.02% |
| Worst Year | -0.59% | 30.14% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.66% | -0.82% |
| Avg. Up Week | 3.27% | 4.97% |
| Avg. Down Week | -1.49% | -2.98% |
| Avg. Up Month | 2.36% | 14.69% |
| Avg. Down Month | -4.03% | -4.72% |
| Win Days % | 47.68% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 44.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |