| Metric | 11395473:btcusd:triple_med_gx:lsma80_115 | 11395473:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 13.66% | 61.16% |
| Max Drawdown | -29.77% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.39 | 0.85 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 14.62 | 3.79 |
| Outlier Loss Ratio | 3.74 | 3.67 |
| Volatility (ann.) | 17.07% | 25.19% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.45 | 2.0 |
| Skew | 0.78 | 0.21 |
| Kurtosis | 30.79 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.99% | 3.74% |
| Expected Yearly % | 6.61% | 26.95% |
| Kelly Criterion | 1.83% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.13% |
| Expected Shortfall (cVaR) | -1.46% | -2.13% |
| Year | 11395473:BTCUSD | 11395473:btcusd:triple_med_gx:lsma80_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.81 | 0.07 | - |
| 2025 | 16.76 | 10.55 | 0.63 | - |
| Metric | 11395473:btcusd:triple_med_gx:lsma80_115 | 11395473:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 8.13% | 31.46% |
| 6M | 11.79% | 12.77% |
| YTD | 10.55% | 16.76% |
| 1Y | 15.64% | 56.84% |
| 3Y (ann.) | 13.27% | 59.12% |
| 5Y (ann.) | 13.27% | 59.12% |
| Metric | 11395473:btcusd:triple_med_gx:lsma80_115 | 11395473:BTCUSD |
|---|---|---|
| Max Drawdown | -29.77% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -6.95% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | 0.46 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-29 | -29.77 | 174 |
| 2025-03-03 | 2025-06-11 | -19.16 | 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 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11395473:btcusd:triple_med_gx:lsma80_115 | 11395473:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.33% | -12.33% |
| Best Month | 11.4% | 37.42% |
| Worst Month | -11.75% | -17.69% |
| Best Year | 10.55% | 38.02% |
| Worst Year | 2.81% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 3.55% | 4.34% |
| Avg. Down Week | -3.29% | -4.16% |
| Avg. Up Month | 4.82% | 12.23% |
| Avg. Down Month | -6.1% | -8.96% |
| Win Days % | 49.67% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 59.46% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |