| Metric | 11393832:btcusd:triple_med_gx:lsma70_110 | 11393832:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 11.23% | 61.16% |
| Max Drawdown | -26.53% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.35 | 0.85 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.04 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 15.64 | 3.89 |
| Outlier Loss Ratio | 3.71 | 3.67 |
| Volatility (ann.) | 17.21% | 25.19% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.41 | 2.0 |
| Skew | 0.87 | 0.21 |
| Kurtosis | 30.65 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.82% | 3.74% |
| Expected Yearly % | 5.47% | 26.95% |
| Kelly Criterion | 2.0% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.13% |
| Expected Shortfall (cVaR) | -1.47% | -2.13% |
| Year | 11393832:BTCUSD | 11393832:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.48 | 0.04 | - |
| 2025 | 16.76 | 9.61 | 0.57 | - |
| Metric | 11393832:btcusd:triple_med_gx:lsma70_110 | 11393832:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.55% | 31.46% |
| 6M | 9.42% | 12.77% |
| YTD | 9.61% | 16.76% |
| 1Y | 11.0% | 56.84% |
| 3Y (ann.) | 10.91% | 59.12% |
| 5Y (ann.) | 10.91% | 59.12% |
| Metric | 11393832:btcusd:triple_med_gx:lsma70_110 | 11393832:BTCUSD |
|---|---|---|
| Max Drawdown | -26.53% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -6.74% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-04 | -26.53 | 180 |
| 2025-03-03 | 2025-06-11 | -23.61 | 100 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2025-03-02 | 2025-03-02 | -0.14 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393832:btcusd:triple_med_gx:lsma70_110 | 11393832:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.52% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 8.91% | 37.42% |
| Worst Month | -9.24% | -17.69% |
| Best Year | 9.61% | 38.02% |
| Worst Year | 1.48% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 2.97% | 4.19% |
| Avg. Down Week | -3.18% | -3.66% |
| Avg. Up Month | 4.26% | 12.39% |
| Avg. Down Month | -7.67% | -6.06% |
| Win Days % | 48.85% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |