| Metric | 12392458:btcusd:triple_med_gx:lsma95_40 | 12392458:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 35.45% | 29.12% |
| Max Drawdown | -5.48% | -26.0% |
| Sharpe | 2.14 | 0.87 |
| Sortino | 5.46 | 1.34 |
| Payoff Ratio | 2.07 | 1.54 |
| Profit Factor | 2.73 | 1.13 |
| Common Sense Ratio | 10.22 | 1.2 |
| CPC Index | 2.82 | 0.87 |
| Tail Ratio | 3.75 | 1.06 |
| Outlier Win Ratio | 37.38 | 3.29 |
| Outlier Loss Ratio | 3.96 | 2.26 |
| Volatility (ann.) | 18.1% | 50.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 8.24 | 1.42 |
| Skew | 4.7 | 0.51 |
| Kurtosis | 37.52 | 2.47 |
| Expected Daily % | 0.1% | 0.09% |
| Expected Monthly % | 3.08% | 2.59% |
| Expected Yearly % | 16.38% | 13.63% |
| Kelly Criterion | 25.85% | 17.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.24% |
| Expected Shortfall (cVaR) | -1.45% | -4.24% |
| Year | 12392458:BTCUSD | 12392458:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 32.42 | 0.86 | - |
| 2025 | -6.34 | 2.28 | -0.36 | + |
| Metric | 12392458:btcusd:triple_med_gx:lsma95_40 | 12392458:BTCUSD |
|---|---|---|
| MTD | 6.5% | 3.72% |
| 3M | 2.28% | -8.05% |
| 6M | 25.24% | 37.53% |
| YTD | 2.28% | -6.34% |
| 1Y | 35.45% | 29.12% |
| 3Y (ann.) | 45.19% | 36.89% |
| 5Y (ann.) | 45.19% | 36.89% |
| Metric | 12392458:btcusd:triple_med_gx:lsma95_40 | 12392458:BTCUSD |
|---|---|---|
| Max Drawdown | -5.48% | -26.0% |
| Longest DD Days | 103.0 | 145.0 |
| Avg. Drawdown | -1.99% | -8.01% |
| Avg. Drawdown Days | 26.0 | 25.0 |
| Recovery Factor | 6.47 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-03-12 | -5.48 | 103 |
| 2024-07-22 | 2024-10-28 | -3.60 | 98 |
| 2025-03-13 | 2025-03-14 | -3.09 | 1 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-03 | 2024-11-05 | -1.53 | 2 |
| 2024-07-14 | 2024-07-15 | -0.18 | 1 |
| 2024-11-21 | 2024-11-22 | -0.18 | 1 |
| 2024-11-18 | 2024-11-19 | -0.18 | 1 |
| Metric | 12392458:btcusd:triple_med_gx:lsma95_40 | 12392458:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 11.89% |
| Worst Day | -3.79% | -8.6% |
| Best Week | 9.65% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 12.54% | 37.42% |
| Worst Month | -3.96% | -17.69% |
| Best Year | 32.42% | 37.85% |
| Worst Year | 2.28% | -6.34% |
| Avg. Up Day | 2.78% | 2.83% |
| Avg. Down Day | -1.34% | -1.83% |
| Avg. Up Week | 6.68% | 8.07% |
| Avg. Down Week | -1.67% | -3.31% |
| Avg. Up Month | 9.64% | 13.78% |
| Avg. Down Month | -3.13% | -13.21% |
| Win Days % | 50.0% | 49.83% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 54.55% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |