| Metric | 11392287:btcusd:triple_med_gx:lsma85_105 | 11392287:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 7.01% | 61.16% |
| Max Drawdown | -31.94% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.26 | 0.85 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 12.95 | 3.94 |
| Outlier Loss Ratio | 3.81 | 3.78 |
| Volatility (ann.) | 18.32% | 25.19% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.21 | 2.0 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 24.43 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.52% | 3.74% |
| Expected Yearly % | 3.45% | 26.95% |
| Kelly Criterion | 0.6% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.13% |
| Expected Shortfall (cVaR) | -1.57% | -2.13% |
| Year | 11392287:BTCUSD | 11392287:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.35 | 0.09 | - |
| 2025 | 16.76 | 3.55 | 0.21 | - |
| Metric | 11392287:btcusd:triple_med_gx:lsma85_105 | 11392287:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 1.9% | 31.46% |
| 6M | 2.81% | 12.77% |
| YTD | 3.55% | 16.76% |
| 1Y | 4.49% | 56.84% |
| 3Y (ann.) | 6.82% | 59.12% |
| 5Y (ann.) | 6.82% | 59.12% |
| Metric | 11392287:btcusd:triple_med_gx:lsma85_105 | 11392287:BTCUSD |
|---|---|---|
| Max Drawdown | -31.94% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -8.13% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-04 | -31.94 | 180 |
| 2025-03-03 | 2025-06-11 | -19.28 | 100 |
| 2025-02-04 | 2025-03-02 | -11.79 | 26 |
| 2024-12-05 | 2025-02-03 | -7.93 | 60 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392287:btcusd:triple_med_gx:lsma85_105 | 11392287:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 10.78% | 37.42% |
| Worst Month | -9.0% | -17.69% |
| Best Year | 3.55% | 38.02% |
| Worst Year | 3.35% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.67% | 4.23% |
| Avg. Down Week | -2.76% | -4.73% |
| Avg. Up Month | 6.23% | 13.94% |
| Avg. Down Month | -4.3% | -7.82% |
| Win Days % | 48.35% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |