| Metric | 11383657:btcusd:triple_med_gx:lsma25_75 | 11383657:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 18.41% | 61.52% |
| Max Drawdown | -10.87% | -29.51% |
| Sharpe | 0.47 | 0.59 |
| Sortino | 0.73 | 0.86 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 2.47 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 2.07 | 0.97 |
| Outlier Win Ratio | 31.46 | 3.0 |
| Outlier Loss Ratio | 3.65 | 3.13 |
| Volatility (ann.) | 9.74% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.64 | 2.02 |
| Skew | 2.24 | 0.21 |
| Kurtosis | 56.6 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.31% | 3.76% |
| Expected Yearly % | 8.82% | 27.09% |
| Kelly Criterion | 5.55% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11383657:BTCUSD | 11383657:btcusd:triple_med_gx:lsma25_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.55 | 0.44 | - |
| 2025 | 17.02 | 1.59 | 0.09 | - |
| Metric | 11383657:btcusd:triple_med_gx:lsma25_75 | 11383657:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | 2.54% | 31.76% |
| 6M | 4.67% | 12.25% |
| YTD | 1.59% | 17.02% |
| 1Y | 18.72% | 57.19% |
| 3Y (ann.) | 17.87% | 59.47% |
| 5Y (ann.) | 17.87% | 59.47% |
| Metric | 11383657:btcusd:triple_med_gx:lsma25_75 | 11383657:BTCUSD |
|---|---|---|
| Max Drawdown | -10.87% | -29.51% |
| Longest DD Days | 148.0 | 144.0 |
| Avg. Drawdown | -2.76% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 1.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-06 | -10.87 | 148 |
| 2025-01-15 | 2025-05-21 | -8.60 | 126 |
| 2024-12-12 | 2025-01-10 | -6.91 | 28 |
| 2025-01-10 | 2025-01-14 | -5.10 | 3 |
| 2025-05-29 | 2025-06-11 | -5.01 | 13 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-23 | 2024-12-11 | -0.82 | 18 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11383657:btcusd:triple_med_gx:lsma25_75 | 11383657:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 18.19% | 37.42% |
| Worst Month | -3.55% | -17.69% |
| Best Year | 16.55% | 38.02% |
| Worst Year | 1.59% | 17.02% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 3.53% | 4.33% |
| Avg. Down Week | -1.84% | -5.41% |
| Avg. Up Month | 6.29% | 17.28% |
| Avg. Down Month | -2.35% | -11.25% |
| Win Days % | 50.57% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 53.57% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |