| Metric | 12392683:btcusd:triple_med_gx:lsma95_40 | 12392683:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 22.61% | 29.12% |
| Max Drawdown | -9.71% | -26.0% |
| Sharpe | 1.14 | 0.87 |
| Sortino | 2.26 | 1.34 |
| Payoff Ratio | 2.21 | 1.62 |
| Profit Factor | 1.5 | 1.13 |
| Common Sense Ratio | 1.77 | 1.2 |
| CPC Index | 1.2 | 0.91 |
| Tail Ratio | 1.18 | 1.06 |
| Outlier Win Ratio | 24.76 | 3.32 |
| Outlier Loss Ratio | 4.55 | 2.53 |
| Volatility (ann.) | 24.52% | 50.6% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.93 | 1.42 |
| Skew | 3.58 | 0.51 |
| Kurtosis | 33.32 | 2.47 |
| Expected Daily % | 0.07% | 0.09% |
| Expected Monthly % | 2.06% | 2.59% |
| Expected Yearly % | 10.73% | 13.63% |
| Kelly Criterion | 7.18% | 18.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -4.24% |
| Expected Shortfall (cVaR) | -2.03% | -4.24% |
| Year | 12392683:BTCUSD | 12392683:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 17.23 | 0.46 | - |
| 2025 | -6.34 | 4.58 | -0.72 | + |
| Metric | 12392683:btcusd:triple_med_gx:lsma95_40 | 12392683:BTCUSD |
|---|---|---|
| MTD | -0.61% | 3.72% |
| 3M | 5.0% | -8.05% |
| 6M | 17.56% | 37.53% |
| YTD | 4.58% | -6.34% |
| 1Y | 22.61% | 29.12% |
| 3Y (ann.) | 28.47% | 36.89% |
| 5Y (ann.) | 28.47% | 36.89% |
| Metric | 12392683:btcusd:triple_med_gx:lsma95_40 | 12392683:BTCUSD |
|---|---|---|
| Max Drawdown | -9.71% | -26.0% |
| Longest DD Days | 56.0 | 145.0 |
| Avg. Drawdown | -2.6% | -8.01% |
| Avg. Drawdown Days | 11.0 | 25.0 |
| Recovery Factor | 2.33 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-13 | 2024-08-08 | -9.71 | 56 |
| 2024-11-25 | 2024-12-06 | -6.19 | 11 |
| 2024-10-30 | 2024-11-06 | -5.97 | 7 |
| 2025-03-20 | 2025-03-25 | -3.71 | 5 |
| 2024-10-21 | 2024-10-28 | -2.75 | 7 |
| 2025-01-22 | 2025-02-03 | -2.70 | 12 |
| 2025-02-13 | 2025-03-19 | -2.27 | 34 |
| 2025-02-11 | 2025-02-12 | -1.71 | 1 |
| 2025-02-05 | 2025-02-10 | -0.35 | 5 |
| 2024-12-07 | 2024-12-25 | -0.32 | 18 |
| Metric | 12392683:btcusd:triple_med_gx:lsma95_40 | 12392683:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -6.1% | -8.6% |
| Best Week | 13.8% | 18.93% |
| Worst Week | -8.07% | -12.33% |
| Best Month | 9.41% | 37.42% |
| Worst Month | -3.52% | -17.69% |
| Best Year | 17.23% | 37.85% |
| Worst Year | 4.58% | -6.34% |
| Avg. Up Day | 2.63% | 2.7% |
| Avg. Down Day | -1.19% | -1.67% |
| Avg. Up Week | 2.54% | 6.11% |
| Avg. Down Week | -3.01% | -4.68% |
| Avg. Up Month | 3.39% | 19.34% |
| Avg. Down Month | -1.19% | -7.46% |
| Win Days % | 36.11% | 49.83% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 57.89% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |