| Metric | 12413897:btcusd:triple_med_gx:lsma80_105 | 12413897:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 26.41% | 29.12% |
| Max Drawdown | -10.1% | -26.0% |
| Sharpe | 1.46 | 0.87 |
| Sortino | 2.34 | 1.34 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.48 | 1.13 |
| Common Sense Ratio | 2.39 | 1.2 |
| CPC Index | 0.97 | 0.67 |
| Tail Ratio | 1.62 | 1.06 |
| Outlier Win Ratio | 21.45 | 3.25 |
| Outlier Loss Ratio | 3.83 | 2.65 |
| Volatility (ann.) | 21.17% | 50.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 3.3 | 1.42 |
| Skew | 0.5 | 0.51 |
| Kurtosis | 7.79 | 2.47 |
| Expected Daily % | 0.08% | 0.09% |
| Expected Monthly % | 2.37% | 2.59% |
| Expected Yearly % | 12.43% | 13.63% |
| Kelly Criterion | 13.24% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.24% |
| Expected Shortfall (cVaR) | -1.74% | -4.24% |
| Year | 12413897:BTCUSD | 12413897:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 14.43 | 0.38 | - |
| 2025 | -6.34 | 10.47 | -1.65 | + |
| Metric | 12413897:btcusd:triple_med_gx:lsma80_105 | 12413897:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 9.92% | -8.05% |
| 6M | 12.99% | 37.53% |
| YTD | 10.47% | -6.34% |
| 1Y | 26.41% | 29.12% |
| 3Y (ann.) | 33.38% | 36.89% |
| 5Y (ann.) | 33.38% | 36.89% |
| Metric | 12413897:btcusd:triple_med_gx:lsma80_105 | 12413897:BTCUSD |
|---|---|---|
| Max Drawdown | -10.1% | -26.0% |
| Longest DD Days | 73.0 | 145.0 |
| Avg. Drawdown | -3.93% | -8.01% |
| Avg. Drawdown Days | 23.0 | 25.0 |
| Recovery Factor | 2.61 | 1.12 |
| Ulcer Index | 1.01 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2024-09-13 | -10.10 | 73 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-09-23 | 2024-10-15 | -9.00 | 22 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2025-01-22 | 2025-03-25 | -3.58 | 62 |
| 2024-10-21 | 2025-01-02 | -3.50 | 73 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| 2024-10-17 | 2024-10-18 | -0.30 | 1 |
| 2024-06-28 | 2024-06-29 | -0.10 | 1 |
| 2025-01-04 | 2025-01-05 | -0.10 | 1 |
| Metric | 12413897:btcusd:triple_med_gx:lsma80_105 | 12413897:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.87% | -12.33% |
| Best Month | 10.47% | 37.42% |
| Worst Month | -1.1% | -17.69% |
| Best Year | 14.43% | 37.85% |
| Worst Year | 10.47% | -6.34% |
| Avg. Up Day | 1.74% | 1.75% |
| Avg. Down Day | -1.35% | -1.48% |
| Avg. Up Week | 4.74% | 5.45% |
| Avg. Down Week | -2.45% | -4.17% |
| Avg. Up Month | 6.89% | 9.31% |
| Avg. Down Month | -0.5% | -3.23% |
| Win Days % | 51.14% | 49.83% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 55.56% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |