| Metric | 11385012:btcusd:triple_med_gx:lsma55_80 | 11385012:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 26.44% | 61.52% |
| Max Drawdown | -7.9% | -29.51% |
| Sharpe | 0.87 | 0.59 |
| Sortino | 1.48 | 0.86 |
| Payoff Ratio | 1.32 | 1.16 |
| Profit Factor | 1.44 | 1.1 |
| Common Sense Ratio | 2.2 | 1.07 |
| CPC Index | 0.95 | 0.66 |
| Tail Ratio | 1.53 | 0.97 |
| Outlier Win Ratio | 45.05 | 2.94 |
| Outlier Loss Ratio | 4.44 | 2.78 |
| Volatility (ann.) | 6.86% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 3.25 | 2.02 |
| Skew | 3.02 | 0.21 |
| Kurtosis | 49.15 | 7.01 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.82% | 3.76% |
| Expected Yearly % | 12.44% | 27.09% |
| Kelly Criterion | 12.08% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11385012:BTCUSD | 11385012:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.03 | 0.42 | - |
| 2025 | 17.02 | 8.97 | 0.53 | - |
| Metric | 11385012:btcusd:triple_med_gx:lsma55_80 | 11385012:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.4% |
| 3M | -1.95% | 31.76% |
| 6M | 15.23% | 12.25% |
| YTD | 8.97% | 17.02% |
| 1Y | 26.44% | 57.19% |
| 3Y (ann.) | 25.65% | 59.47% |
| 5Y (ann.) | 25.65% | 59.47% |
| Metric | 11385012:btcusd:triple_med_gx:lsma55_80 | 11385012:BTCUSD |
|---|---|---|
| Max Drawdown | -7.9% | -29.51% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -1.9% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 3.35 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -7.90 | 134 |
| 2024-08-25 | 2024-10-29 | -7.05 | 65 |
| 2024-07-01 | 2024-07-14 | -4.83 | 12 |
| 2024-06-27 | 2024-06-30 | -2.34 | 3 |
| 2024-07-27 | 2024-08-23 | -1.67 | 26 |
| 2024-11-23 | 2024-12-20 | -1.61 | 27 |
| 2024-06-13 | 2024-06-27 | -1.53 | 14 |
| 2025-01-17 | 2025-01-27 | -1.42 | 10 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-07-14 | 2024-07-26 | -1.01 | 12 |
| Metric | 11385012:btcusd:triple_med_gx:lsma55_80 | 11385012:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -2.34% | -9.32% |
| Best Week | 9.2% | 18.93% |
| Worst Week | -6.7% | -12.33% |
| Best Month | 12.61% | 37.42% |
| Worst Month | -3.26% | -17.69% |
| Best Year | 16.03% | 38.02% |
| Worst Year | 8.97% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.59% | -0.69% |
| Avg. Up Week | 3.46% | 5.77% |
| Avg. Down Week | -1.5% | -5.7% |
| Avg. Up Month | 4.12% | 7.84% |
| Avg. Down Month | -2.28% | -9.89% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 53.57% | 56.36% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |