| Metric | 11383649:btcusd:triple_med_gx:lsma50_75 | 11383649:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 25.29% | 61.52% |
| Max Drawdown | -7.8% | -29.51% |
| Sharpe | 0.79 | 0.59 |
| Sortino | 1.21 | 0.86 |
| Payoff Ratio | 1.18 | 1.01 |
| Profit Factor | 1.4 | 1.1 |
| Common Sense Ratio | 2.45 | 1.07 |
| CPC Index | 0.86 | 0.58 |
| Tail Ratio | 1.74 | 0.97 |
| Outlier Win Ratio | 45.58 | 3.0 |
| Outlier Loss Ratio | 3.83 | 2.8 |
| Volatility (ann.) | 7.28% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 3.15 | 2.02 |
| Skew | 0.53 | 0.21 |
| Kurtosis | 36.97 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.75% | 3.76% |
| Expected Yearly % | 11.93% | 27.09% |
| Kelly Criterion | 10.85% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11383649:BTCUSD | 11383649:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 23.20 | 0.61 | - |
| 2025 | 17.02 | 1.70 | 0.10 | - |
| Metric | 11383649:btcusd:triple_med_gx:lsma50_75 | 11383649:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.52% | 31.76% |
| 6M | 2.87% | 12.25% |
| YTD | 1.7% | 17.02% |
| 1Y | 25.29% | 57.19% |
| 3Y (ann.) | 24.54% | 59.47% |
| 5Y (ann.) | 24.54% | 59.47% |
| Metric | 11383649:btcusd:triple_med_gx:lsma50_75 | 11383649:BTCUSD |
|---|---|---|
| Max Drawdown | -7.8% | -29.51% |
| Longest DD Days | 114.0 | 144.0 |
| Avg. Drawdown | -2.2% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 3.24 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-05-22 | -7.80 | 114 |
| 2025-05-23 | 2025-06-11 | -5.09 | 19 |
| 2024-06-13 | 2024-07-25 | -4.83 | 42 |
| 2025-01-12 | 2025-01-14 | -4.14 | 1 |
| 2025-01-26 | 2025-01-28 | -3.93 | 1 |
| 2024-09-25 | 2024-11-21 | -2.41 | 57 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-08-31 | 2024-09-02 | -0.71 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-08-30 | -0.59 | 6 |
| Metric | 11383649:btcusd:triple_med_gx:lsma50_75 | 11383649:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 7.76% | 18.93% |
| Worst Week | -5.13% | -12.33% |
| Best Month | 8.34% | 37.42% |
| Worst Month | -5.13% | -17.69% |
| Best Year | 23.2% | 38.02% |
| Worst Year | 1.7% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.71% | -0.84% |
| Avg. Up Week | 3.29% | 5.53% |
| Avg. Down Week | -1.92% | -4.68% |
| Avg. Up Month | 5.37% | 14.39% |
| Avg. Down Month | -4.05% | -12.52% |
| Win Days % | 51.83% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 62.07% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |