| Metric | 11393836:btcusd:triple_med_gx:lsma85_110 | 11393836:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 13.73% | 75.42% |
| Max Drawdown | -28.41% | -29.51% |
| Sharpe | 0.25 | 0.63 |
| Sortino | 0.37 | 0.92 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 0.99 | 0.96 |
| Outlier Win Ratio | 14.38 | 3.96 |
| Outlier Loss Ratio | 3.89 | 3.77 |
| Volatility (ann.) | 17.13% | 24.55% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.43 | 2.19 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 28.58 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.92% | 4.1% |
| Expected Yearly % | 6.64% | 32.45% |
| Kelly Criterion | 1.27% | 6.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.07% |
| Expected Shortfall (cVaR) | -1.46% | -2.07% |
| Year | 11393836:BTCUSD | 11393836:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.32 | 0.17 | - |
| 2025 | 27.10 | 6.96 | 0.26 | - |
| Metric | 11393836:btcusd:triple_med_gx:lsma85_110 | 11393836:BTCUSD |
|---|---|---|
| MTD | -0.69% | 10.71% |
| 3M | -6.13% | 41.88% |
| 6M | 0.46% | 22.91% |
| YTD | 6.96% | 27.1% |
| 1Y | 21.99% | 82.29% |
| 3Y (ann.) | 12.1% | 64.73% |
| 5Y (ann.) | 12.1% | 64.73% |
| Metric | 11393836:btcusd:triple_med_gx:lsma85_110 | 11393836:BTCUSD |
|---|---|---|
| Max Drawdown | -28.41% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.01% | -4.71% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.48 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -28.41 | 151 |
| 2025-03-03 | 2025-07-17 | -20.55 | 136 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -2.60 | 22 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11393836:btcusd:triple_med_gx:lsma85_110 | 11393836:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.41% | -12.33% |
| Best Month | 10.68% | 37.42% |
| Worst Month | -9.02% | -17.69% |
| Best Year | 6.96% | 38.02% |
| Worst Year | 6.32% | 27.1% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.18% | 4.06% |
| Avg. Down Week | -3.03% | -4.05% |
| Avg. Up Month | 5.02% | 12.14% |
| Avg. Down Month | -7.16% | -6.06% |
| Win Days % | 48.08% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 55.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |