| Metric | 11395472:btcusd:triple_med_gx:lsma75_115 | 11395472:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 10.0% | 61.16% |
| Max Drawdown | -26.13% | -29.51% |
| Sharpe | 0.22 | 0.59 |
| Sortino | 0.33 | 0.85 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 15.18 | 3.79 |
| Outlier Loss Ratio | 3.75 | 3.67 |
| Volatility (ann.) | 16.98% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.37 | 2.0 |
| Skew | 0.81 | 0.21 |
| Kurtosis | 31.54 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.74% | 3.74% |
| Expected Yearly % | 4.88% | 26.95% |
| Kelly Criterion | 0.58% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.13% |
| Expected Shortfall (cVaR) | -1.45% | -2.13% |
| Year | 11395472:BTCUSD | 11395472:btcusd:triple_med_gx:lsma75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.56 | 0.01 | - |
| 2025 | 16.76 | 9.38 | 0.56 | - |
| Metric | 11395472:btcusd:triple_med_gx:lsma75_115 | 11395472:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.18% | 31.46% |
| 6M | 10.19% | 12.77% |
| YTD | 9.38% | 16.76% |
| 1Y | 12.12% | 56.84% |
| 3Y (ann.) | 9.72% | 59.12% |
| 5Y (ann.) | 9.72% | 59.12% |
| Metric | 11395472:btcusd:triple_med_gx:lsma75_115 | 11395472:BTCUSD |
|---|---|---|
| Max Drawdown | -26.13% | -29.51% |
| Longest DD Days | 167.0 | 144.0 |
| Avg. Drawdown | -7.46% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.38 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2024-12-04 | -26.13 | 167 |
| 2025-03-03 | 2025-06-11 | -20.32 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-06-07 | 2024-06-20 | -3.40 | 12 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395472:btcusd:triple_med_gx:lsma75_115 | 11395472:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -11.95% | -12.33% |
| Best Month | 9.49% | 37.42% |
| Worst Month | -11.06% | -17.69% |
| Best Year | 9.38% | 38.02% |
| Worst Year | 0.56% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.89% | -0.9% |
| Avg. Up Week | 4.1% | 4.51% |
| Avg. Down Week | -3.73% | -4.1% |
| Avg. Up Month | 4.88% | 12.93% |
| Avg. Down Month | -5.36% | -8.96% |
| Win Days % | 49.23% | 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% |