| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 36.91% | 39.08% |
| Max Drawdown | -6.57% | -28.17% |
| Sharpe | 1.61 | 0.72 |
| Sortino | 2.95 | 1.1 |
| Payoff Ratio | 1.75 | 0.94 |
| Profit Factor | 1.91 | 1.11 |
| Common Sense Ratio | 9.96 | 1.21 |
| CPC Index | 1.56 | 0.53 |
| Tail Ratio | 5.22 | 1.09 |
| Outlier Win Ratio | 33.54 | 2.71 |
| Outlier Loss Ratio | 5.58 | 2.51 |
| Volatility (ann.) | 13.92% | 45.46% |
| R^2 | 0.09 | 0.09 |
| Calmar | 3.65 | 0.9 |
| Skew | 2.85 | 0.45 |
| Kurtosis | 40.23 | 2.83 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.76% | 1.85% |
| Expected Yearly % | 17.01% | 17.93% |
| Kelly Criterion | 16.22% | -1.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.82% |
| Expected Shortfall (cVaR) | -1.14% | -3.82% |
| Year | 12385880:BTCUSD | 12385880:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 15.19 | 0.40 | - |
| 2025 | 0.89 | 18.86 | 21.22 | + |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 9.1% | -19.8% |
| 6M | 7.75% | -9.0% |
| YTD | 18.86% | 0.89% |
| 1Y | 23.74% | 3.43% |
| 3Y (ann.) | 24.01% | 25.35% |
| 5Y (ann.) | 24.01% | 25.35% |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Max Drawdown | -6.57% | -28.17% |
| Longest DD Days | 89.0 | 145.0 |
| Avg. Drawdown | -1.93% | -8.11% |
| Avg. Drawdown Days | 25.0 | 27.0 |
| Recovery Factor | 5.62 | 1.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-04-09 | -6.57 | 74 |
| 2025-08-14 | 2025-10-01 | -4.74 | 48 |
| 2024-06-13 | 2024-09-10 | -4.01 | 89 |
| 2025-05-23 | 2025-08-13 | -3.93 | 82 |
| 2025-01-08 | 2025-01-14 | -2.79 | 6 |
| 2025-10-07 | 2025-11-16 | -2.67 | 40 |
| 2025-04-13 | 2025-05-10 | -1.80 | 27 |
| 2025-05-14 | 2025-05-22 | -0.94 | 8 |
| 2024-10-13 | 2024-10-15 | -0.90 | 2 |
| 2024-10-17 | 2024-10-26 | -0.66 | 9 |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Best Day | 8.12% | 11.89% |
| Worst Day | -4.21% | -8.6% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -3.55% | -12.33% |
| Best Month | 10.37% | 37.42% |
| Worst Month | -3.55% | -17.69% |
| Best Year | 18.86% | 37.85% |
| Worst Year | 15.19% | 0.89% |
| Avg. Up Day | 1.6% | 1.67% |
| Avg. Down Day | -0.92% | -1.77% |
| Avg. Up Week | 4.0% | 6.25% |
| Avg. Down Week | -1.0% | -5.36% |
| Avg. Up Month | 4.45% | 9.76% |
| Avg. Down Month | -1.99% | -10.55% |
| Win Days % | 46.74% | 50.84% |
| Win Month % | 72.73% | 55.56% |
| Win Week % | 50.0% | 52.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |