| Metric | 11395420:btcusd:triple_med_gx:lsma85_115 | 11395420:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 9.24% | 61.16% |
| Max Drawdown | -28.66% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.31 | 0.85 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 0.96 | 0.98 |
| Outlier Win Ratio | 14.05 | 3.82 |
| Outlier Loss Ratio | 3.77 | 3.68 |
| Volatility (ann.) | 17.42% | 25.19% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.31 | 2.0 |
| Skew | 0.71 | 0.21 |
| Kurtosis | 28.58 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.68% | 3.74% |
| Expected Yearly % | 4.52% | 26.95% |
| Kelly Criterion | 0.81% | 5.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.13% |
| Expected Shortfall (cVaR) | -1.49% | -2.13% |
| Year | 11395420:BTCUSD | 11395420:btcusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.02 | 0.13 | - |
| 2025 | 16.76 | 4.02 | 0.24 | - |
| Metric | 11395420:btcusd:triple_med_gx:lsma85_115 | 11395420:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 1.0% | 31.46% |
| 6M | 4.99% | 12.77% |
| YTD | 4.02% | 16.76% |
| 1Y | 8.56% | 56.84% |
| 3Y (ann.) | 8.98% | 59.12% |
| 5Y (ann.) | 8.98% | 59.12% |
| Metric | 11395420:btcusd:triple_med_gx:lsma85_115 | 11395420:BTCUSD |
|---|---|---|
| Max Drawdown | -28.66% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -5.64% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -28.66 | 152 |
| 2025-03-03 | 2025-06-11 | -21.73 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-02-04 | 2025-03-02 | -5.67 | 26 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -2.12 | 22 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| Metric | 11395420:btcusd:triple_med_gx:lsma85_115 | 11395420:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.46% | -12.33% |
| Best Month | 9.84% | 37.42% |
| Worst Month | -8.89% | -17.69% |
| Best Year | 5.02% | 38.02% |
| Worst Year | 4.02% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 3.4% | 4.48% |
| Avg. Down Week | -3.14% | -3.9% |
| Avg. Up Month | 4.83% | 12.39% |
| Avg. Down Month | -5.33% | -8.96% |
| Win Days % | 49.12% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |