| Metric | 11390769:btcusd:triple_med_gx:lsma80_100 | 11390769:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 14.48% | 61.52% |
| Max Drawdown | -26.65% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.4 | 0.86 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 0.96 | 0.97 |
| Outlier Win Ratio | 12.63 | 4.01 |
| Outlier Loss Ratio | 3.72 | 3.74 |
| Volatility (ann.) | 18.62% | 25.2% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.53 | 2.02 |
| Skew | 0.66 | 0.21 |
| Kurtosis | 23.15 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.05% | 3.76% |
| Expected Yearly % | 7.0% | 27.09% |
| Kelly Criterion | 1.49% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.13% |
| Expected Shortfall (cVaR) | -1.59% | -2.13% |
| Year | 11390769:BTCUSD | 11390769:btcusd:triple_med_gx:lsma80_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.20 | 0.27 | - |
| 2025 | 17.02 | 3.89 | 0.23 | - |
| Metric | 11390769:btcusd:triple_med_gx:lsma80_100 | 11390769:BTCUSD |
|---|---|---|
| MTD | 3.07% | 4.4% |
| 3M | 1.26% | 31.76% |
| 6M | 7.3% | 12.25% |
| YTD | 3.89% | 17.02% |
| 1Y | 11.67% | 57.19% |
| 3Y (ann.) | 14.07% | 59.47% |
| 5Y (ann.) | 14.07% | 59.47% |
| Metric | 11390769:btcusd:triple_med_gx:lsma80_100 | 11390769:BTCUSD |
|---|---|---|
| Max Drawdown | -26.65% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -5.41% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.54 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-29 | -26.65 | 174 |
| 2025-03-03 | 2025-06-11 | -17.49 | 100 |
| 2025-02-04 | 2025-03-02 | -8.97 | 26 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-12-26 | 2025-01-13 | -6.93 | 18 |
| 2025-02-02 | 2025-02-03 | -6.11 | 1 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11390769:btcusd:triple_med_gx:lsma80_100 | 11390769:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.12% | -12.33% |
| Best Month | 11.21% | 37.42% |
| Worst Month | -10.66% | -17.69% |
| Best Year | 10.2% | 38.02% |
| Worst Year | 3.89% | 17.02% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 4.36% | 4.66% |
| Avg. Down Week | -3.03% | -4.21% |
| Avg. Up Month | 5.65% | 12.42% |
| Avg. Down Month | -7.6% | -11.25% |
| Win Days % | 48.67% | 51.9% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 46.34% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |