| Metric | 11383661:btcusd:triple_med_gx:lsma55_75 | 11383661:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 34.14% | 61.52% |
| Max Drawdown | -6.4% | -29.51% |
| Sharpe | 1.08 | 0.59 |
| Sortino | 1.89 | 0.86 |
| Payoff Ratio | 1.32 | 1.07 |
| Profit Factor | 1.65 | 1.1 |
| Common Sense Ratio | 4.23 | 1.07 |
| CPC Index | 1.15 | 0.61 |
| Tail Ratio | 2.57 | 0.97 |
| Outlier Win Ratio | 48.45 | 2.98 |
| Outlier Loss Ratio | 4.07 | 2.63 |
| Volatility (ann.) | 6.84% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 5.17 | 2.02 |
| Skew | 2.99 | 0.21 |
| Kurtosis | 56.08 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.29% | 3.76% |
| Expected Yearly % | 15.82% | 27.09% |
| Kelly Criterion | 17.0% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11383661:BTCUSD | 11383661:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.75 | 0.60 | - |
| 2025 | 17.02 | 9.28 | 0.54 | - |
| Metric | 11383661:btcusd:triple_med_gx:lsma55_75 | 11383661:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -2.58% | 31.76% |
| 6M | 16.03% | 12.25% |
| YTD | 9.28% | 17.02% |
| 1Y | 34.14% | 57.19% |
| 3Y (ann.) | 33.1% | 59.47% |
| 5Y (ann.) | 33.1% | 59.47% |
| Metric | 11383661:btcusd:triple_med_gx:lsma55_75 | 11383661:BTCUSD |
|---|---|---|
| Max Drawdown | -6.4% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.5% | -4.82% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 5.34 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -6.40 | 134 |
| 2025-01-13 | 2025-01-13 | -3.73 | 0 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-10-25 | 2024-10-28 | -2.38 | 3 |
| 2024-08-24 | 2024-09-26 | -2.14 | 33 |
| 2024-07-27 | 2024-08-23 | -2.02 | 26 |
| 2024-06-25 | 2024-06-27 | -1.59 | 1 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-06-27 | 2024-06-30 | -1.45 | 2 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11383661:btcusd:triple_med_gx:lsma55_75 | 11383661:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 10.29% | 18.93% |
| Worst Week | -2.38% | -12.33% |
| Best Month | 13.38% | 37.42% |
| Worst Month | -2.51% | -17.69% |
| Best Year | 22.75% | 38.02% |
| Worst Year | 9.28% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.63% | -0.79% |
| Avg. Up Week | 3.07% | 5.92% |
| Avg. Down Week | -0.86% | -5.81% |
| Avg. Up Month | 3.34% | 13.26% |
| Avg. Down Month | -1.79% | -9.89% |
| Win Days % | 52.84% | 51.9% |
| Win Month % | 75.0% | 61.54% |
| Win Week % | 57.69% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |