| Metric | 11392994:btcusd:triple_med_gx:lsma40_110 | 11392994:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 16.0% | 61.16% |
| Max Drawdown | -10.22% | -29.51% |
| Sharpe | 0.4 | 0.59 |
| Sortino | 0.64 | 0.85 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.67 | 0.67 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 29.19 | 3.11 |
| Outlier Loss Ratio | 4.02 | 3.0 |
| Volatility (ann.) | 10.46% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.52 | 2.0 |
| Skew | 3.31 | 0.21 |
| Kurtosis | 75.31 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.15% | 3.74% |
| Expected Yearly % | 7.7% | 26.95% |
| Kelly Criterion | 3.38% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11392994:BTCUSD | 11392994:btcusd:triple_med_gx:lsma40_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.82 | 0.18 | - |
| 2025 | 16.76 | 8.59 | 0.51 | - |
| Metric | 11392994:btcusd:triple_med_gx:lsma40_110 | 11392994:BTCUSD |
|---|---|---|
| MTD | 2.37% | 4.16% |
| 3M | 3.32% | 31.46% |
| 6M | 10.3% | 12.77% |
| YTD | 8.59% | 16.76% |
| 1Y | 12.68% | 56.84% |
| 3Y (ann.) | 15.54% | 59.12% |
| 5Y (ann.) | 15.54% | 59.12% |
| Metric | 11392994:btcusd:triple_med_gx:lsma40_110 | 11392994:BTCUSD |
|---|---|---|
| Max Drawdown | -10.22% | -29.51% |
| Longest DD Days | 112.0 | 144.0 |
| Avg. Drawdown | -3.73% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 1.57 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2024-12-24 | -10.22 | 112 |
| 2025-01-30 | 2025-03-02 | -9.14 | 31 |
| 2025-03-03 | 2025-05-21 | -7.17 | 79 |
| 2024-06-05 | 2024-08-08 | -6.67 | 63 |
| 2024-12-26 | 2025-01-14 | -5.24 | 19 |
| 2025-05-21 | 2025-06-09 | -5.03 | 19 |
| 2024-08-09 | 2024-09-03 | -3.11 | 25 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11392994:btcusd:triple_med_gx:lsma40_110 | 11392994:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.96% | 18.93% |
| Worst Week | -5.66% | -12.33% |
| Best Month | 9.96% | 37.42% |
| Worst Month | -6.28% | -17.69% |
| Best Year | 8.59% | 38.02% |
| Worst Year | 6.82% | 16.76% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.04% | 4.6% |
| Avg. Down Week | -1.95% | -4.56% |
| Avg. Up Month | 2.22% | 12.93% |
| Avg. Down Month | -2.59% | -9.42% |
| Win Days % | 46.47% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 44.12% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |