| Metric | 11393943:btcusd:triple_med_gx:lsma65_110 | 11393943:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 22.17% | 61.16% |
| Max Drawdown | -24.7% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.57 | 0.85 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 15.75 | 3.84 |
| Outlier Loss Ratio | 3.73 | 3.61 |
| Volatility (ann.) | 16.66% | 25.19% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.87 | 2.0 |
| Skew | 1.14 | 0.21 |
| Kurtosis | 32.57 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.55% | 3.74% |
| Expected Yearly % | 10.53% | 26.95% |
| Kelly Criterion | 3.26% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.13% |
| Expected Shortfall (cVaR) | -1.42% | -2.13% |
| Year | 11393943:BTCUSD | 11393943:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.63 | 0.31 | - |
| 2025 | 16.76 | 9.44 | 0.56 | - |
| Metric | 11393943:btcusd:triple_med_gx:lsma65_110 | 11393943:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.21% | 31.46% |
| 6M | 11.54% | 12.77% |
| YTD | 9.44% | 16.76% |
| 1Y | 21.4% | 56.84% |
| 3Y (ann.) | 21.52% | 59.12% |
| 5Y (ann.) | 21.52% | 59.12% |
| Metric | 11393943:btcusd:triple_med_gx:lsma65_110 | 11393943:BTCUSD |
|---|---|---|
| Max Drawdown | -24.7% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.23% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.9 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -24.70 | 151 |
| 2025-03-03 | 2025-06-11 | -20.62 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -1.48 | 22 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| Metric | 11393943:btcusd:triple_med_gx:lsma65_110 | 11393943:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.26% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.13% | 37.42% |
| Worst Month | -9.22% | -17.69% |
| Best Year | 11.63% | 38.02% |
| Worst Year | 9.44% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 3.22% | 3.96% |
| Avg. Down Week | -2.15% | -4.4% |
| Avg. Up Month | 4.79% | 12.23% |
| Avg. Down Month | -4.68% | -8.96% |
| Win Days % | 49.64% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.29% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |