| Metric | 11382340:btcusd:triple_med_gx:lsma55_70 | 11382340:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 5.99% | 61.52% |
| Max Drawdown | -11.4% | -29.51% |
| Sharpe | 0.25 | 0.59 |
| Sortino | 0.36 | 0.86 |
| Payoff Ratio | 1.04 | 0.91 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.59 | 0.52 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 61.06 | 2.73 |
| Outlier Loss Ratio | 3.47 | 2.76 |
| Volatility (ann.) | 6.52% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.51 | 2.02 |
| Skew | 0.04 | 0.21 |
| Kurtosis | 57.64 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.45% | 3.76% |
| Expected Yearly % | 2.95% | 27.09% |
| Kelly Criterion | 1.26% | -0.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11382340:BTCUSD | 11382340:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.63 | -0.04 | - |
| 2025 | 17.02 | 7.75 | 0.46 | - |
| Metric | 11382340:btcusd:triple_med_gx:lsma55_70 | 11382340:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.75% | 31.76% |
| 6M | 2.83% | 12.25% |
| YTD | 7.75% | 17.02% |
| 1Y | 5.99% | 57.19% |
| 3Y (ann.) | 5.82% | 59.47% |
| 5Y (ann.) | 5.82% | 59.47% |
| Metric | 11382340:btcusd:triple_med_gx:lsma55_70 | 11382340:BTCUSD |
|---|---|---|
| Max Drawdown | -11.4% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.53 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-13 | 2025-06-11 | -11.40 | 118 |
| 2024-08-30 | 2025-01-14 | -7.09 | 136 |
| 2024-06-13 | 2024-07-10 | -5.76 | 26 |
| 2024-07-10 | 2024-07-26 | -3.31 | 16 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-08-21 | 2024-08-22 | -0.86 | 0 |
| 2024-06-13 | 2024-06-13 | -0.18 | 0 |
| 2025-01-27 | 2025-01-27 | -0.18 | 0 |
| 2025-02-12 | 2025-02-12 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11382340:btcusd:triple_med_gx:lsma55_70 | 11382340:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 7.92% | 18.93% |
| Worst Week | -5.69% | -12.33% |
| Best Month | 10.67% | 37.42% |
| Worst Month | -6.16% | -17.69% |
| Best Year | 7.75% | 38.02% |
| Worst Year | -1.63% | 17.02% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.76% | -0.9% |
| Avg. Up Week | 3.62% | 5.0% |
| Avg. Down Week | -2.49% | -5.8% |
| Avg. Up Month | 7.0% | 15.33% |
| Avg. Down Month | -4.37% | -7.59% |
| Win Days % | 49.65% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 45.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |