| Metric | 11382337:btcusd:triple_med_gx:lsma50_70 | 11382337:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.39% | 61.52% |
| Max Drawdown | -7.9% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.59 | 0.86 |
| Payoff Ratio | 1.05 | 0.92 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 3.03 | 1.07 |
| CPC Index | 0.65 | 0.53 |
| Tail Ratio | 2.53 | 0.97 |
| Outlier Win Ratio | 50.45 | 2.91 |
| Outlier Loss Ratio | 3.38 | 2.94 |
| Volatility (ann.) | 7.25% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.4 | 2.02 |
| Skew | 0.42 | 0.21 |
| Kurtosis | 38.15 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.76% |
| Expected Yearly % | 5.54% | 27.09% |
| Kelly Criterion | 5.29% | -0.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11382337:BTCUSD | 11382337:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.68 | 0.25 | - |
| 2025 | 17.02 | 1.56 | 0.09 | - |
| Metric | 11382337:btcusd:triple_med_gx:lsma50_70 | 11382337:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.3% | 31.76% |
| 6M | 1.56% | 12.25% |
| YTD | 1.56% | 17.02% |
| 1Y | 11.39% | 57.19% |
| 3Y (ann.) | 11.07% | 59.47% |
| 5Y (ann.) | 11.07% | 59.47% |
| Metric | 11382337:btcusd:triple_med_gx:lsma50_70 | 11382337:BTCUSD |
|---|---|---|
| Max Drawdown | -7.9% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -2.73% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.44 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-25 | 2025-06-11 | -7.90 | 106 |
| 2024-08-31 | 2025-01-12 | -6.93 | 134 |
| 2024-06-12 | 2024-07-25 | -6.07 | 43 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-21 | 2024-08-21 | -0.18 | 0 |
| 2025-02-24 | 2025-02-25 | -0.18 | 0 |
| 2024-08-30 | 2024-08-30 | -0.18 | 0 |
| Metric | 11382337:btcusd:triple_med_gx:lsma50_70 | 11382337:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 9.09% | 37.42% |
| Worst Month | -5.26% | -17.69% |
| Best Year | 9.68% | 38.02% |
| Worst Year | 1.56% | 17.02% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.81% | -0.95% |
| Avg. Up Week | 3.47% | 4.55% |
| Avg. Down Week | -3.09% | -6.27% |
| Avg. Up Month | 4.55% | 15.33% |
| Avg. Down Month | -4.73% | -12.52% |
| Win Days % | 51.52% | 51.9% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 58.33% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |