| Metric | 12404682:btcusd:triple_med_gx:lsma95_80 | 12404682:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 12.5% | 29.12% |
| Max Drawdown | -6.73% | -26.0% |
| Sharpe | 1.12 | 0.87 |
| Sortino | 2.96 | 1.34 |
| Payoff Ratio | 2.88 | 1.75 |
| Profit Factor | 2.11 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 2.02 | 0.99 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 64.71 | 2.72 |
| Outlier Loss Ratio | 5.62 | 1.98 |
| Volatility (ann.) | 13.74% | 50.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.31 | 1.42 |
| Skew | 8.28 | 0.51 |
| Kurtosis | 106.5 | 2.47 |
| Expected Daily % | 0.04% | 0.09% |
| Expected Monthly % | 1.19% | 2.59% |
| Expected Yearly % | 6.07% | 13.63% |
| Kelly Criterion | 10.18% | 21.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.24% |
| Expected Shortfall (cVaR) | -1.14% | -4.24% |
| Year | 12404682:BTCUSD | 12404682:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -0.97 | -0.03 | - |
| 2025 | -6.34 | 13.60 | -2.15 | + |
| Metric | 12404682:btcusd:triple_med_gx:lsma95_80 | 12404682:BTCUSD |
|---|---|---|
| MTD | 10.61% | 3.72% |
| 3M | 13.6% | -8.05% |
| 6M | 13.14% | 37.53% |
| YTD | 13.6% | -6.34% |
| 1Y | 12.5% | 29.12% |
| 3Y (ann.) | 15.58% | 36.89% |
| 5Y (ann.) | 15.58% | 36.89% |
| Metric | 12404682:btcusd:triple_med_gx:lsma95_80 | 12404682:BTCUSD |
|---|---|---|
| Max Drawdown | -6.73% | -26.0% |
| Longest DD Days | 169.0 | 145.0 |
| Avg. Drawdown | -1.62% | -8.01% |
| Avg. Drawdown Days | 40.0 | 25.0 |
| Recovery Factor | 1.86 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-18 | 2025-02-03 | -6.73 | 169 |
| 2024-06-13 | 2024-08-13 | -1.38 | 61 |
| 2025-02-27 | 2025-03-02 | -0.94 | 3 |
| 2024-06-07 | 2024-06-09 | -0.31 | 2 |
| 2024-08-16 | 2024-08-17 | -0.18 | 1 |
| 2025-03-23 | 2025-03-24 | -0.18 | 1 |
| Metric | 12404682:btcusd:triple_med_gx:lsma95_80 | 12404682:BTCUSD |
|---|---|---|
| Best Day | 9.39% | 11.89% |
| Worst Day | -3.81% | -8.6% |
| Best Week | 9.19% | 18.93% |
| Worst Week | -1.12% | -12.33% |
| Best Month | 10.61% | 37.42% |
| Worst Month | -1.19% | -17.69% |
| Best Year | 13.6% | 37.85% |
| Worst Year | -0.97% | -6.34% |
| Avg. Up Day | 2.65% | 2.79% |
| Avg. Down Day | -0.92% | -1.6% |
| Avg. Up Week | 5.24% | 3.47% |
| Avg. Down Week | -0.94% | -8.61% |
| Avg. Up Month | 10.61% | 3.72% |
| Avg. Down Month | -0.8% | -5.34% |
| Win Days % | 33.33% | 49.83% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 45.45% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |