| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.48% | 41.17% |
| Max Drawdown | -9.42% | -29.51% |
| Sharpe | 0.55 | 0.37 |
| Sortino | 0.91 | 0.53 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 0.5 | 0.96 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 0.38 | 0.9 |
| Outlier Win Ratio | 48.1 | 2.91 |
| Outlier Loss Ratio | 4.0 | 2.71 |
| Volatility (ann.) | 7.35% | 23.17% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.71 | 0.9 |
| Skew | 4.18 | 0.15 |
| Kurtosis | 116.38 | 7.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 1.93% |
| Expected Yearly % | 11.57% | 18.81% |
| Kelly Criterion | 5.49% | 11.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -1.97% |
| Expected Shortfall (cVaR) | -0.62% | -1.97% |
| Year | 11420871:BTCUSD | 11420871:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.20 | 0.45 | - |
| 2025 | 2.28 | 6.22 | 2.73 | + |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| MTD | -0.6% | -12.85% |
| 3M | 0.1% | -18.73% |
| 6M | 3.87% | -7.45% |
| YTD | 6.22% | 2.28% |
| 1Y | 7.43% | 5.34% |
| 3Y (ann.) | 16.15% | 26.57% |
| 5Y (ann.) | 16.15% | 26.57% |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Max Drawdown | -9.42% | -29.51% |
| Longest DD Days | 115.0 | 144.0 |
| Avg. Drawdown | -1.85% | -5.67% |
| Avg. Drawdown Days | 22.0 | 17.0 |
| Recovery Factor | 2.6 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-07-10 | -9.42 | 115 |
| 2025-07-11 | 2025-10-20 | -5.96 | 100 |
| 2024-12-05 | 2025-01-17 | -5.45 | 43 |
| 2025-10-20 | 2025-11-17 | -4.05 | 28 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2024-10-10 | 2024-12-05 | -2.91 | 55 |
| 2024-06-05 | 2024-06-20 | -1.56 | 14 |
| 2024-09-10 | 2024-09-26 | -1.55 | 15 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-09-28 | 2024-10-10 | -0.85 | 12 |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.32% | 18.93% |
| Worst Week | -3.95% | -12.33% |
| Best Month | 8.34% | 37.42% |
| Worst Month | -4.31% | -17.69% |
| Best Year | 17.2% | 38.02% |
| Worst Year | 6.22% | 2.28% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.64% | -0.73% |
| Avg. Up Week | 2.78% | 4.85% |
| Avg. Down Week | -0.98% | -5.01% |
| Avg. Up Month | 3.75% | 5.99% |
| Avg. Down Month | -0.97% | -9.67% |
| Win Days % | 46.34% | 52.13% |
| Win Month % | 68.75% | 55.56% |
| Win Week % | 54.05% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |