| Metric | 11393834:btcusd:triple_med_gx:lsma80_110 | 11393834:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 14.67% | 61.16% |
| Max Drawdown | -27.5% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.41 | 0.85 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 13.87 | 3.89 |
| Outlier Loss Ratio | 3.77 | 3.67 |
| Volatility (ann.) | 17.7% | 25.19% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.52 | 2.0 |
| Skew | 0.84 | 0.21 |
| Kurtosis | 27.15 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.06% | 3.74% |
| Expected Yearly % | 7.08% | 26.95% |
| Kelly Criterion | 1.45% | 6.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.13% |
| Expected Shortfall (cVaR) | -1.51% | -2.13% |
| Year | 11393834:BTCUSD | 11393834:btcusd:triple_med_gx:lsma80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.50 | 0.12 | - |
| 2025 | 16.76 | 9.73 | 0.58 | - |
| Metric | 11393834:btcusd:triple_med_gx:lsma80_110 | 11393834:BTCUSD |
|---|---|---|
| MTD | 2.84% | 4.16% |
| 3M | -0.87% | 31.46% |
| 6M | 8.27% | 12.77% |
| YTD | 9.73% | 16.76% |
| 1Y | 14.49% | 56.84% |
| 3Y (ann.) | 14.25% | 59.12% |
| 5Y (ann.) | 14.25% | 59.12% |
| Metric | 11393834:btcusd:triple_med_gx:lsma80_110 | 11393834:BTCUSD |
|---|---|---|
| Max Drawdown | -27.5% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.36% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.53 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -27.50 | 151 |
| 2025-03-03 | 2025-06-11 | -18.98 | 100 |
| 2024-12-05 | 2025-02-03 | -7.97 | 60 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -2.58 | 22 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11393834:btcusd:triple_med_gx:lsma80_110 | 11393834:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.21% | -12.33% |
| Best Month | 10.68% | 37.42% |
| Worst Month | -10.28% | -17.69% |
| Best Year | 9.73% | 38.02% |
| Worst Year | 4.5% | 16.76% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.4% | 4.55% |
| Avg. Down Week | -2.78% | -4.01% |
| Avg. Up Month | 5.27% | 12.39% |
| Avg. Down Month | -5.65% | -5.35% |
| Win Days % | 48.15% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 47.22% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |