| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 22.71% | 41.17% |
| Max Drawdown | -10.85% | -29.51% |
| Sharpe | 0.49 | 0.37 |
| Sortino | 0.76 | 0.53 |
| Payoff Ratio | 1.21 | 1.08 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.04 | 0.96 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 0.84 | 0.9 |
| Outlier Win Ratio | 43.27 | 3.13 |
| Outlier Loss Ratio | 3.76 | 2.95 |
| Volatility (ann.) | 7.76% | 23.17% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.38 | 0.9 |
| Skew | 1.23 | 0.15 |
| Kurtosis | 41.87 | 7.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 1.93% |
| Expected Yearly % | 10.77% | 18.81% |
| Kelly Criterion | 5.5% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -1.97% |
| Expected Shortfall (cVaR) | -0.66% | -1.97% |
| Year | 11420815:BTCUSD | 11420815:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.81 | 0.36 | - |
| 2025 | 2.28 | 7.82 | 3.43 | + |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| MTD | 0.64% | -12.85% |
| 3M | 1.24% | -18.73% |
| 6M | 7.07% | -7.45% |
| YTD | 7.82% | 2.28% |
| 1Y | 13.7% | 5.34% |
| 3Y (ann.) | 15.01% | 26.57% |
| 5Y (ann.) | 15.01% | 26.57% |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Max Drawdown | -10.85% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -2.97% | -5.67% |
| Avg. Drawdown Days | 33.0 | 17.0 |
| Recovery Factor | 2.09 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-05 | 2025-07-10 | -10.85 | 127 |
| 2025-07-11 | 2025-11-10 | -7.86 | 121 |
| 2024-08-24 | 2024-12-05 | -7.46 | 103 |
| 2024-12-27 | 2025-03-04 | -3.89 | 67 |
| 2024-06-20 | 2024-08-22 | -3.83 | 62 |
| 2025-11-10 | 2025-11-17 | -2.87 | 6 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-12-06 | 2024-12-20 | -1.63 | 13 |
| 2024-12-05 | 2024-12-06 | -1.59 | 1 |
| 2024-06-18 | 2024-06-20 | -1.36 | 1 |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 8.25% | 18.93% |
| Worst Week | -7.77% | -12.33% |
| Best Month | 8.89% | 37.42% |
| Worst Month | -7.77% | -17.69% |
| Best Year | 13.81% | 38.02% |
| Worst Year | 7.82% | 2.28% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.7% | -0.81% |
| Avg. Up Week | 3.2% | 5.61% |
| Avg. Down Week | -2.51% | -3.69% |
| Avg. Up Month | 2.4% | 7.81% |
| Avg. Down Month | -1.58% | -12.09% |
| Win Days % | 48.2% | 52.13% |
| Win Month % | 55.56% | 55.56% |
| Win Week % | 52.5% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |