| Metric | 11400546:btcusd:triple_med_gx:lsma95_130 | 11400546:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 19.09% | 61.16% |
| Max Drawdown | -22.42% | -29.51% |
| Sharpe | 0.34 | 0.59 |
| Sortino | 0.5 | 0.85 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.09 | 1.1 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 14.53 | 3.66 |
| Outlier Loss Ratio | 3.97 | 3.67 |
| Volatility (ann.) | 16.12% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.83 | 2.0 |
| Skew | 0.04 | 0.21 |
| Kurtosis | 28.6 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.35% | 3.74% |
| Expected Yearly % | 9.13% | 26.95% |
| Kelly Criterion | 2.99% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11400546:BTCUSD | 11400546:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.33 | 0.38 | - |
| 2025 | 16.76 | 4.16 | 0.25 | - |
| Metric | 11400546:btcusd:triple_med_gx:lsma95_130 | 11400546:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.9% | 31.46% |
| 6M | 5.46% | 12.77% |
| YTD | 4.16% | 16.76% |
| 1Y | 19.62% | 56.84% |
| 3Y (ann.) | 18.54% | 59.12% |
| 5Y (ann.) | 18.54% | 59.12% |
| Metric | 11400546:btcusd:triple_med_gx:lsma95_130 | 11400546:BTCUSD |
|---|---|---|
| Max Drawdown | -22.42% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -5.55% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.85 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-14 | -22.42 | 125 |
| 2025-01-07 | 2025-06-11 | -18.94 | 155 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-06 | -7.68 | 21 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2024-10-16 | 2024-11-06 | -2.14 | 20 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-07 | 2024-06-10 | -0.78 | 3 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11400546:btcusd:triple_med_gx:lsma95_130 | 11400546:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 9.29% | 37.42% |
| Worst Month | -9.92% | -17.69% |
| Best Year | 14.33% | 38.02% |
| Worst Year | 4.16% | 16.76% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.25% | 5.11% |
| Avg. Down Week | -2.99% | -3.69% |
| Avg. Up Month | 5.11% | 12.39% |
| Avg. Down Month | -5.39% | -9.04% |
| Win Days % | 49.5% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 52.78% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |