| Metric | 11383203:btcusd:triple_med_gx:lsma55_75 | 11383203:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 9.63% | 61.52% |
| Max Drawdown | -10.29% | -29.51% |
| Sharpe | 0.32 | 0.59 |
| Sortino | 0.49 | 0.86 |
| Payoff Ratio | 1.15 | 1.03 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 0.54 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 0.47 | 0.97 |
| Outlier Win Ratio | 50.76 | 3.08 |
| Outlier Loss Ratio | 3.59 | 2.93 |
| Volatility (ann.) | 7.92% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.91 | 2.02 |
| Skew | 1.41 | 0.21 |
| Kurtosis | 45.6 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.71% | 3.76% |
| Expected Yearly % | 4.7% | 27.09% |
| Kelly Criterion | 2.45% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11383203:BTCUSD | 11383203:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.31 | 0.27 | - |
| 2025 | 17.02 | -0.61 | -0.04 | - |
| Metric | 11383203:btcusd:triple_med_gx:lsma55_75 | 11383203:BTCUSD |
|---|---|---|
| MTD | 0.06% | 4.4% |
| 3M | -7.91% | 31.76% |
| 6M | 4.39% | 12.25% |
| YTD | -0.61% | 17.02% |
| 1Y | 5.2% | 57.19% |
| 3Y (ann.) | 9.36% | 59.47% |
| 5Y (ann.) | 9.36% | 59.47% |
| Metric | 11383203:btcusd:triple_med_gx:lsma55_75 | 11383203:BTCUSD |
|---|---|---|
| Max Drawdown | -10.29% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -2.56% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.94 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2024-12-28 | -10.29 | 126 |
| 2025-03-16 | 2025-06-11 | -9.41 | 87 |
| 2024-06-20 | 2024-08-21 | -3.83 | 62 |
| 2024-06-05 | 2024-06-20 | -1.96 | 15 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-02-10 | 2025-03-04 | -0.82 | 22 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-12-29 | 2025-01-16 | -0.63 | 18 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| Metric | 11383203:btcusd:triple_med_gx:lsma55_75 | 11383203:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.71% | 18.93% |
| Worst Week | -7.77% | -12.33% |
| Best Month | 10.66% | 37.42% |
| Worst Month | -7.77% | -17.69% |
| Best Year | 10.31% | 38.02% |
| Worst Year | -0.61% | 17.02% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.78% | -0.9% |
| Avg. Up Week | 3.1% | 5.83% |
| Avg. Down Week | -2.79% | -3.63% |
| Avg. Up Month | 1.04% | 8.4% |
| Avg. Down Month | -0.64% | -17.69% |
| Win Days % | 47.73% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |