| Metric | 11381078:btcusd:triple_med_gx:lsma50_65 | 11381078:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 6.97% | 79.62% |
| Max Drawdown | -7.73% | -29.51% |
| Sharpe | 0.27 | 0.65 |
| Sortino | 0.4 | 0.96 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 64.85 | 2.91 |
| Outlier Loss Ratio | 3.61 | 2.67 |
| Volatility (ann.) | 6.25% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.8 | 2.33 |
| Skew | 0.36 | 0.2 |
| Kurtosis | 49.82 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.48% | 4.27% |
| Expected Yearly % | 3.43% | 34.02% |
| Kelly Criterion | -1.11% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.07% |
| Expected Shortfall (cVaR) | -0.53% | -2.07% |
| Year | 11381078:BTCUSD | 11381078:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.97 | 0.18 | - |
| 2025 | 30.14 | 0.00 | 0.00 | - |
| Metric | 11381078:btcusd:triple_med_gx:lsma50_65 | 11381078:BTCUSD |
|---|---|---|
| MTD | 0.44% | 13.36% |
| 3M | -3.83% | 45.08% |
| 6M | 0.0% | 28.47% |
| YTD | 0.0% | 30.14% |
| 1Y | 8.35% | 105.13% |
| 3Y (ann.) | 6.21% | 68.87% |
| 5Y (ann.) | 6.21% | 68.87% |
| Metric | 11381078:btcusd:triple_med_gx:lsma50_65 | 11381078:BTCUSD |
|---|---|---|
| Max Drawdown | -7.73% | -29.51% |
| Longest DD Days | 120.0 | 144.0 |
| Avg. Drawdown | -2.71% | -4.58% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.9 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-07-26 | -7.73 | 43 |
| 2025-03-15 | 2025-07-14 | -6.98 | 120 |
| 2024-11-21 | 2025-01-14 | -5.13 | 53 |
| 2024-08-22 | 2024-11-21 | -4.07 | 90 |
| 2025-01-14 | 2025-02-12 | -4.07 | 29 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2025-03-14 | 2025-03-15 | -0.48 | 0 |
| 2024-06-12 | 2024-06-12 | -0.18 | 0 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| 2025-03-13 | 2025-03-14 | -0.18 | 0 |
| Metric | 11381078:btcusd:triple_med_gx:lsma50_65 | 11381078:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.6% | 18.93% |
| Worst Week | -3.9% | -12.33% |
| Best Month | 8.89% | 37.42% |
| Worst Month | -4.25% | -17.69% |
| Best Year | 6.97% | 38.02% |
| Worst Year | 0.0% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.73% | -0.83% |
| Avg. Up Week | 2.24% | 5.5% |
| Avg. Down Week | -1.29% | -4.44% |
| Avg. Up Month | 3.78% | 15.89% |
| Avg. Down Month | -2.78% | -5.29% |
| Win Days % | 44.37% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |