| Metric | 11382339:btcusd:triple_med_gx:lsma40_70 | 11382339:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 10.6% | 61.52% |
| Max Drawdown | -14.78% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.47 | 0.86 |
| Payoff Ratio | 1.0 | 0.96 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 2.34 | 1.07 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 2.07 | 0.97 |
| Outlier Win Ratio | 36.98 | 3.05 |
| Outlier Loss Ratio | 3.33 | 3.03 |
| Volatility (ann.) | 9.29% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.7 | 2.02 |
| Skew | 2.41 | 0.21 |
| Kurtosis | 61.49 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.78% | 3.76% |
| Expected Yearly % | 5.17% | 27.09% |
| Kelly Criterion | 1.32% | 1.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11382339:BTCUSD | 11382339:btcusd:triple_med_gx:lsma40_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 18.86 | 0.50 | - |
| 2025 | 17.02 | -6.95 | -0.41 | - |
| Metric | 11382339:btcusd:triple_med_gx:lsma40_70 | 11382339:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.08% | 31.76% |
| 6M | -7.63% | 12.25% |
| YTD | -6.95% | 17.02% |
| 1Y | 10.6% | 57.19% |
| 3Y (ann.) | 10.31% | 59.47% |
| 5Y (ann.) | 10.31% | 59.47% |
| Metric | 11382339:btcusd:triple_med_gx:lsma40_70 | 11382339:BTCUSD |
|---|---|---|
| Max Drawdown | -14.78% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.72 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-06-11 | -14.78 | 136 |
| 2024-07-10 | 2024-08-23 | -6.99 | 44 |
| 2024-06-12 | 2024-07-09 | -5.40 | 26 |
| 2024-12-13 | 2025-01-14 | -4.90 | 31 |
| 2024-08-29 | 2024-11-05 | -4.03 | 67 |
| 2024-11-07 | 2024-11-20 | -1.34 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-11 | 2024-06-12 | -0.30 | 0 |
| Metric | 11382339:btcusd:triple_med_gx:lsma40_70 | 11382339:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -9.39% | -12.33% |
| Best Month | 16.94% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | 18.86% | 38.02% |
| Worst Year | -6.95% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.87% | -0.93% |
| Avg. Up Week | 3.75% | 5.25% |
| Avg. Down Week | -3.09% | -6.08% |
| Avg. Up Month | 7.13% | 15.63% |
| Avg. Down Month | -3.63% | -7.59% |
| Win Days % | 50.66% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 56.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |