| Metric | 11397210:btcusd:triple_med_gx:lsma105_120 | 11397210:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 42.38% | 61.16% |
| Max Drawdown | -27.26% | -29.51% |
| Sharpe | 0.58 | 0.59 |
| Sortino | 0.86 | 0.85 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 12.69 | 3.89 |
| Outlier Loss Ratio | 3.96 | 3.68 |
| Volatility (ann.) | 17.27% | 25.19% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.51 | 2.0 |
| Skew | 0.16 | 0.21 |
| Kurtosis | 22.47 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.76% | 3.74% |
| Expected Yearly % | 19.32% | 26.95% |
| Kelly Criterion | 5.23% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.13% |
| Expected Shortfall (cVaR) | -1.46% | -2.13% |
| Year | 11397210:BTCUSD | 11397210:btcusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 35.25 | 0.93 | - |
| 2025 | 16.76 | 5.28 | 0.31 | - |
| Metric | 11397210:btcusd:triple_med_gx:lsma105_120 | 11397210:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 23.83% | 31.46% |
| 6M | 15.32% | 12.77% |
| YTD | 5.28% | 16.76% |
| 1Y | 46.01% | 56.84% |
| 3Y (ann.) | 41.05% | 59.12% |
| 5Y (ann.) | 41.05% | 59.12% |
| Metric | 11397210:btcusd:triple_med_gx:lsma105_120 | 11397210:BTCUSD |
|---|---|---|
| Max Drawdown | -27.26% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.55 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -27.26 | 128 |
| 2025-01-07 | 2025-06-11 | -26.63 | 155 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2024-10-16 | 2024-11-06 | -1.61 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11397210:btcusd:triple_med_gx:lsma105_120 | 11397210:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 15.5% | 37.42% |
| Worst Month | -14.38% | -17.69% |
| Best Year | 35.25% | 38.02% |
| Worst Year | 5.28% | 16.76% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.9% | 5.75% |
| Avg. Down Week | -2.31% | -4.16% |
| Avg. Up Month | 8.67% | 12.59% |
| Avg. Down Month | -9.09% | -9.04% |
| Win Days % | 50.66% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.22% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |