| Metric | 11390771:btcusd:triple_med_gx:lsma85_100 | 11390771:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 15.22% | 61.52% |
| Max Drawdown | -27.93% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.41 | 0.86 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 0.95 | 0.97 |
| Outlier Win Ratio | 12.32 | 4.01 |
| Outlier Loss Ratio | 3.83 | 3.78 |
| Volatility (ann.) | 18.68% | 25.2% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.53 | 2.02 |
| Skew | 0.61 | 0.21 |
| Kurtosis | 22.89 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.1% | 3.76% |
| Expected Yearly % | 7.34% | 27.09% |
| Kelly Criterion | 1.5% | 6.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.13% |
| Expected Shortfall (cVaR) | -1.59% | -2.13% |
| Year | 11390771:BTCUSD | 11390771:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.43 | 0.30 | - |
| 2025 | 17.02 | 3.41 | 0.20 | - |
| Metric | 11390771:btcusd:triple_med_gx:lsma85_100 | 11390771:BTCUSD |
|---|---|---|
| MTD | 4.4% | 4.4% |
| 3M | 1.7% | 31.76% |
| 6M | 8.67% | 12.25% |
| YTD | 3.41% | 17.02% |
| 1Y | 12.39% | 57.19% |
| 3Y (ann.) | 14.79% | 59.47% |
| 5Y (ann.) | 14.79% | 59.47% |
| Metric | 11390771:btcusd:triple_med_gx:lsma85_100 | 11390771:BTCUSD |
|---|---|---|
| Max Drawdown | -27.93% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -5.52% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.55 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-29 | -27.93 | 174 |
| 2025-03-03 | 2025-06-11 | -18.02 | 100 |
| 2025-02-04 | 2025-03-02 | -8.96 | 26 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 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 | 11390771:btcusd:triple_med_gx:lsma85_100 | 11390771:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.44% | -12.33% |
| Best Month | 11.19% | 37.42% |
| Worst Month | -10.05% | -17.69% |
| Best Year | 11.43% | 38.02% |
| Worst Year | 3.41% | 17.02% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.81% | 4.12% |
| Avg. Down Week | -3.25% | -4.25% |
| Avg. Up Month | 5.46% | 12.42% |
| Avg. Down Month | -6.96% | -11.25% |
| Win Days % | 48.64% | 51.9% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.22% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |