| Metric | 11380840:btcusd:triple_med_gx:lsma95_65 | 11380840:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 31.62% | 79.62% |
| Max Drawdown | -14.49% | -29.51% |
| Sharpe | 0.81 | 0.65 |
| Sortino | 1.25 | 0.96 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.39 | 1.11 |
| Common Sense Ratio | 3.14 | 1.08 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 2.25 | 0.98 |
| Outlier Win Ratio | 39.23 | 3.06 |
| Outlier Loss Ratio | 3.76 | 2.96 |
| Volatility (ann.) | 7.95% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.92 | 2.33 |
| Skew | 0.73 | 0.2 |
| Kurtosis | 33.28 | 7.22 |
| Expected Daily % | 0.02% | 0.04% |
| Expected Monthly % | 1.98% | 4.27% |
| Expected Yearly % | 14.72% | 34.02% |
| Kelly Criterion | 10.27% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11380840:BTCUSD | 11380840:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 40.12 | 1.06 | + |
| 2025 | 30.14 | -6.07 | -0.20 | - |
| Metric | 11380840:btcusd:triple_med_gx:lsma95_65 | 11380840:BTCUSD |
|---|---|---|
| MTD | -0.3% | 13.36% |
| 3M | 8.22% | 45.08% |
| 6M | -6.36% | 28.47% |
| YTD | -6.07% | 30.14% |
| 1Y | 32.78% | 105.13% |
| 3Y (ann.) | 27.86% | 68.87% |
| 5Y (ann.) | 27.86% | 68.87% |
| Metric | 11380840:btcusd:triple_med_gx:lsma95_65 | 11380840:BTCUSD |
|---|---|---|
| Max Drawdown | -14.49% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -1.76% | -4.58% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -14.49 | 208 |
| 2024-06-12 | 2024-08-20 | -6.42 | 68 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-12 | 2024-12-16 | -1.73 | 3 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-22 | 2024-12-12 | -1.11 | 20 |
| 2024-10-25 | 2024-11-06 | -1.03 | 12 |
| Metric | 11380840:btcusd:triple_med_gx:lsma95_65 | 11380840:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 9.24% | 18.93% |
| Worst Week | -8.48% | -12.33% |
| Best Month | 17.5% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | 40.12% | 38.02% |
| Worst Year | -6.07% | 30.14% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 4.35% | 8.47% |
| Avg. Down Week | -3.18% | -5.04% |
| Avg. Up Month | 5.89% | 12.55% |
| Avg. Down Month | -3.72% | -9.04% |
| Win Days % | 51.53% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 56.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |