| Metric | 12385826:btcusd:triple_med_gx:lsma60_10 | 12385826:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 10.42% | 35.91% |
| Max Drawdown | -9.74% | -32.1% |
| Sharpe | 0.54 | 0.67 |
| Sortino | 0.75 | 1.01 |
| Payoff Ratio | 1.43 | 0.81 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 3.7 | 1.2 |
| CPC Index | 0.71 | 0.45 |
| Tail Ratio | 3.08 | 1.09 |
| Outlier Win Ratio | 33.07 | 2.59 |
| Outlier Loss Ratio | 5.21 | 2.56 |
| Volatility (ann.) | 13.86% | 45.51% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.69 | 0.69 |
| Skew | -1.34 | 0.43 |
| Kurtosis | 29.48 | 2.71 |
| Expected Daily % | 0.02% | 0.05% |
| Expected Monthly % | 0.52% | 1.63% |
| Expected Yearly % | 5.08% | 16.58% |
| Kelly Criterion | 0.77% | -10.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -3.84% |
| Expected Shortfall (cVaR) | -1.17% | -3.84% |
| Year | 12385826:BTCUSD | 12385826:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 0.17 | 0.00 | - |
| 2025 | -1.41 | 10.23 | -7.24 | + |
| Metric | 12385826:btcusd:triple_med_gx:lsma60_10 | 12385826:BTCUSD |
|---|---|---|
| MTD | 1.53% | 1.83% |
| 3M | 0.84% | -17.88% |
| 6M | 1.24% | -16.56% |
| YTD | 10.23% | -1.41% |
| 1Y | 12.06% | -5.43% |
| 3Y (ann.) | 6.71% | 22.27% |
| 5Y (ann.) | 6.71% | 22.27% |
| Metric | 12385826:btcusd:triple_med_gx:lsma60_10 | 12385826:BTCUSD |
|---|---|---|
| Max Drawdown | -9.74% | -32.1% |
| Longest DD Days | 115.0 | 145.0 |
| Avg. Drawdown | -3.0% | -8.53% |
| Avg. Drawdown Days | 39.0 | 29.0 |
| Recovery Factor | 1.07 | 1.12 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-10 | -9.74 | 64 |
| 2024-06-13 | 2024-10-06 | -7.02 | 115 |
| 2024-10-07 | 2025-01-14 | -5.09 | 99 |
| 2025-05-23 | 2025-08-13 | -4.20 | 82 |
| 2025-02-24 | 2025-05-13 | -3.72 | 78 |
| 2025-08-18 | 2025-10-01 | -3.50 | 44 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| 2025-05-14 | 2025-05-20 | -0.94 | 6 |
| 2024-06-07 | 2024-06-12 | -0.67 | 5 |
| 2025-01-25 | 2025-02-03 | -0.47 | 9 |
| Metric | 12385826:btcusd:triple_med_gx:lsma60_10 | 12385826:BTCUSD |
|---|---|---|
| Best Day | 4.04% | 11.89% |
| Worst Day | -7.34% | -8.6% |
| Best Week | 8.6% | 18.93% |
| Worst Week | -8.93% | -12.33% |
| Best Month | 3.28% | 37.42% |
| Worst Month | -2.88% | -17.69% |
| Best Year | 10.23% | 37.85% |
| Worst Year | 0.17% | -1.41% |
| Avg. Up Day | 1.36% | 1.42% |
| Avg. Down Day | -0.95% | -1.76% |
| Avg. Up Week | 2.35% | 5.34% |
| Avg. Down Week | -2.17% | -4.85% |
| Avg. Up Month | 1.69% | 7.87% |
| Avg. Down Month | -1.68% | -8.9% |
| Win Days % | 41.67% | 50.45% |
| Win Month % | 71.43% | 57.89% |
| Win Week % | 54.05% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |