| Metric | 11384564:btcusd:triple_med_gx:lsma60_80 | 11384564:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 18.72% | 61.52% |
| Max Drawdown | -8.13% | -29.51% |
| Sharpe | 0.56 | 0.59 |
| Sortino | 0.94 | 0.86 |
| Payoff Ratio | 1.37 | 1.12 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | 0.52 | 1.07 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | 0.39 | 0.97 |
| Outlier Win Ratio | 47.69 | 2.81 |
| Outlier Loss Ratio | 4.05 | 2.75 |
| Volatility (ann.) | 8.01% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.24 | 2.02 |
| Skew | 4.48 | 0.21 |
| Kurtosis | 113.14 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.33% | 3.76% |
| Expected Yearly % | 8.96% | 27.09% |
| Kelly Criterion | 7.55% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11384564:BTCUSD | 11384564:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.41 | 0.51 | - |
| 2025 | 17.02 | -0.58 | -0.03 | - |
| Metric | 11384564:btcusd:triple_med_gx:lsma60_80 | 11384564:BTCUSD |
|---|---|---|
| MTD | 0.29% | 4.4% |
| 3M | -3.28% | 31.76% |
| 6M | -1.93% | 12.25% |
| YTD | -0.58% | 17.02% |
| 1Y | 16.4% | 57.19% |
| 3Y (ann.) | 18.18% | 59.47% |
| 5Y (ann.) | 18.18% | 59.47% |
| Metric | 11384564:btcusd:triple_med_gx:lsma60_80 | 11384564:BTCUSD |
|---|---|---|
| Max Drawdown | -8.13% | -29.51% |
| Longest DD Days | 102.0 | 144.0 |
| Avg. Drawdown | -1.84% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 2.3 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-10 | 2025-06-11 | -8.13 | 62 |
| 2024-12-05 | 2025-03-17 | -5.45 | 102 |
| 2025-03-17 | 2025-04-09 | -4.77 | 22 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2024-10-10 | 2024-10-11 | -2.91 | 1 |
| 2024-11-26 | 2024-12-05 | -2.45 | 8 |
| 2024-06-05 | 2024-06-20 | -1.74 | 14 |
| 2024-09-10 | 2024-09-26 | -1.55 | 15 |
| 2024-10-30 | 2024-11-26 | -1.03 | 27 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| Metric | 11384564:btcusd:triple_med_gx:lsma60_80 | 11384564:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.32% | 18.93% |
| Worst Week | -3.95% | -12.33% |
| Best Month | 8.6% | 37.42% |
| Worst Month | -3.55% | -17.69% |
| Best Year | 19.41% | 38.02% |
| Worst Year | -0.58% | 17.02% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.66% | -0.83% |
| Avg. Up Week | 2.57% | 5.83% |
| Avg. Down Week | -0.66% | -5.08% |
| Avg. Up Month | 2.51% | 13.98% |
| Avg. Down Month | -2.41% | -17.69% |
| Win Days % | 46.55% | 51.9% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 58.06% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |