| Metric | 11393612:btcusd:triple_med_gx:lsma80_110 | 11393612:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.46% | 61.16% |
| Max Drawdown | -8.14% | -29.51% |
| Sharpe | 0.5 | 0.59 |
| Sortino | 0.8 | 0.85 |
| Payoff Ratio | 1.36 | 1.25 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 0.86 | 1.07 |
| CPC Index | 0.74 | 0.71 |
| Tail Ratio | 0.7 | 0.98 |
| Outlier Win Ratio | 52.9 | 2.94 |
| Outlier Loss Ratio | 4.52 | 2.7 |
| Volatility (ann.) | 6.07% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.49 | 2.0 |
| Skew | 1.24 | 0.21 |
| Kurtosis | 27.71 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.91% | 3.74% |
| Expected Yearly % | 6.05% | 26.95% |
| Kelly Criterion | 3.99% | 13.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.13% |
| Expected Shortfall (cVaR) | -0.51% | -2.13% |
| Year | 11393612:BTCUSD | 11393612:btcusd:triple_med_gx:lsma80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.62 | 0.38 | - |
| 2025 | 16.76 | -1.89 | -0.11 | - |
| Metric | 11393612:btcusd:triple_med_gx:lsma80_110 | 11393612:BTCUSD |
|---|---|---|
| MTD | -0.69% | 4.16% |
| 3M | -5.63% | 31.46% |
| 6M | 2.77% | 12.77% |
| YTD | -1.89% | 16.76% |
| 1Y | 12.33% | 56.84% |
| 3Y (ann.) | 12.11% | 59.12% |
| 5Y (ann.) | 12.11% | 59.12% |
| Metric | 11393612:btcusd:triple_med_gx:lsma80_110 | 11393612:BTCUSD |
|---|---|---|
| Max Drawdown | -8.14% | -29.51% |
| Longest DD Days | 87.0 | 144.0 |
| Avg. Drawdown | -1.83% | -4.82% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 1.53 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-02 | -8.14 | 84 |
| 2025-04-13 | 2025-06-11 | -6.94 | 59 |
| 2024-12-13 | 2025-03-11 | -3.17 | 87 |
| 2024-11-05 | 2024-11-07 | -1.79 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-04 | 2024-11-05 | -1.54 | 1 |
| 2024-09-14 | 2024-10-16 | -1.41 | 32 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | 11393612:btcusd:triple_med_gx:lsma80_110 | 11393612:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -2.44% | -9.32% |
| Best Week | 6.95% | 18.93% |
| Worst Week | -5.97% | -12.33% |
| Best Month | 6.95% | 37.42% |
| Worst Month | -5.52% | -17.69% |
| Best Year | 14.62% | 38.02% |
| Worst Year | -1.89% | 16.76% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.58% | -0.64% |
| Avg. Up Week | 2.95% | 6.0% |
| Avg. Down Week | -2.66% | -3.75% |
| Avg. Up Month | 3.0% | 14.69% |
| Avg. Down Month | -3.03% | -12.52% |
| Win Days % | 44.62% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |