| Metric | 11397092:btcusd:triple_med_gx:lsma85_120 | 11397092:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 11.3% | 61.16% |
| Max Drawdown | -31.05% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.35 | 0.85 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 14.53 | 3.82 |
| Outlier Loss Ratio | 3.73 | 3.68 |
| Volatility (ann.) | 17.27% | 25.19% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.35 | 2.0 |
| Skew | 0.74 | 0.21 |
| Kurtosis | 29.58 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.74% |
| Expected Yearly % | 5.5% | 26.95% |
| Kelly Criterion | 1.33% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.13% |
| Expected Shortfall (cVaR) | -1.48% | -2.13% |
| Year | 11397092:BTCUSD | 11397092:btcusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.02 | 0.08 | - |
| 2025 | 16.76 | 8.04 | 0.48 | - |
| Metric | 11397092:btcusd:triple_med_gx:lsma85_120 | 11397092:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.4% | 31.46% |
| 6M | 10.73% | 12.77% |
| YTD | 8.04% | 16.76% |
| 1Y | 13.92% | 56.84% |
| 3Y (ann.) | 10.99% | 59.12% |
| 5Y (ann.) | 10.99% | 59.12% |
| Metric | 11397092:btcusd:triple_med_gx:lsma85_120 | 11397092:BTCUSD |
|---|---|---|
| Max Drawdown | -31.05% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -7.74% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.36 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -31.05 | 152 |
| 2025-03-03 | 2025-06-11 | -20.10 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-01-06 | 2025-03-02 | -4.24 | 55 |
| 2024-11-07 | 2024-12-04 | -3.66 | 27 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11397092:btcusd:triple_med_gx:lsma85_120 | 11397092:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.14% | -12.33% |
| Best Month | 11.14% | 37.42% |
| Worst Month | -12.24% | -17.69% |
| Best Year | 8.04% | 38.02% |
| Worst Year | 3.02% | 16.76% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.89% | -0.9% |
| Avg. Up Week | 3.86% | 4.77% |
| Avg. Down Week | -3.16% | -4.16% |
| Avg. Up Month | 5.24% | 13.54% |
| Avg. Down Month | -6.48% | -8.96% |
| Win Days % | 49.42% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 54.05% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |