| Metric | 11385691:btcusd:triple_med_gx:lsma35_85 | 11385691:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 11.41% | 61.52% |
| Max Drawdown | -12.78% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.47 | 0.86 |
| Payoff Ratio | 1.24 | 1.11 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.39 | 0.97 |
| Outlier Win Ratio | 29.05 | 3.3 |
| Outlier Loss Ratio | 3.9 | 3.02 |
| Volatility (ann.) | 10.8% | 25.2% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.87 | 2.02 |
| Skew | 3.11 | 0.21 |
| Kurtosis | 65.81 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.76% |
| Expected Yearly % | 5.55% | 27.09% |
| Kelly Criterion | 1.53% | 8.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11385691:BTCUSD | 11385691:btcusd:triple_med_gx:lsma35_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.11 | 0.16 | - |
| 2025 | 17.02 | 4.99 | 0.29 | - |
| Metric | 11385691:btcusd:triple_med_gx:lsma35_85 | 11385691:BTCUSD |
|---|---|---|
| MTD | -0.71% | 4.4% |
| 3M | 4.72% | 31.76% |
| 6M | 4.11% | 12.25% |
| YTD | 4.99% | 17.02% |
| 1Y | 6.66% | 57.19% |
| 3Y (ann.) | 11.08% | 59.47% |
| 5Y (ann.) | 11.08% | 59.47% |
| Metric | 11385691:btcusd:triple_med_gx:lsma35_85 | 11385691:BTCUSD |
|---|---|---|
| Max Drawdown | -12.78% | -29.51% |
| Longest DD Days | 160.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.89 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-15 | 2025-05-21 | -12.78 | 126 |
| 2024-06-14 | 2024-11-21 | -12.49 | 160 |
| 2025-05-29 | 2025-06-11 | -6.20 | 12 |
| 2024-12-26 | 2025-01-14 | -5.93 | 19 |
| 2024-11-23 | 2024-12-06 | -3.61 | 13 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-13 | 2024-06-14 | -0.37 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-12-24 | 2024-12-24 | -0.18 | 0 |
| Metric | 11385691:btcusd:triple_med_gx:lsma35_85 | 11385691:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.13% | 18.93% |
| Worst Week | -7.14% | -12.33% |
| Best Month | 9.0% | 37.42% |
| Worst Month | -6.94% | -17.69% |
| Best Year | 6.11% | 38.02% |
| Worst Year | 4.99% | 17.02% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.82% |
| Avg. Up Week | 3.43% | 4.53% |
| Avg. Down Week | -3.03% | -4.27% |
| Avg. Up Month | 3.48% | 15.33% |
| Avg. Down Month | -6.17% | -12.52% |
| Win Days % | 45.57% | 51.9% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |