| Metric | 11393889:btcusd:triple_med_gx:lsma75_110 | 11393889:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 15.01% | 61.16% |
| Max Drawdown | -25.68% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.42 | 0.85 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 14.5 | 3.89 |
| Outlier Loss Ratio | 3.73 | 3.67 |
| Volatility (ann.) | 17.48% | 25.19% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.57 | 2.0 |
| Skew | 0.81 | 0.21 |
| Kurtosis | 28.37 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.08% | 3.74% |
| Expected Yearly % | 7.24% | 26.95% |
| Kelly Criterion | 1.6% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.13% |
| Expected Shortfall (cVaR) | -1.49% | -2.13% |
| Year | 11393889:BTCUSD | 11393889:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.32 | 0.11 | - |
| 2025 | 16.76 | 10.25 | 0.61 | - |
| Metric | 11393889:btcusd:triple_med_gx:lsma75_110 | 11393889:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.27% | 31.46% |
| 6M | 10.45% | 12.77% |
| YTD | 10.25% | 16.76% |
| 1Y | 14.25% | 56.84% |
| 3Y (ann.) | 14.58% | 59.12% |
| 5Y (ann.) | 14.58% | 59.12% |
| Metric | 11393889:btcusd:triple_med_gx:lsma75_110 | 11393889:BTCUSD |
|---|---|---|
| Max Drawdown | -25.68% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -5.03% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -25.68 | 152 |
| 2025-03-03 | 2025-06-11 | -21.10 | 100 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -2.12 | 22 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| Metric | 11393889:btcusd:triple_med_gx:lsma75_110 | 11393889:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.96% | -12.33% |
| Best Month | 9.31% | 37.42% |
| Worst Month | -9.82% | -17.69% |
| Best Year | 10.25% | 38.02% |
| Worst Year | 4.32% | 16.76% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 3.74% | 4.37% |
| Avg. Down Week | -3.08% | -4.11% |
| Avg. Up Month | 3.73% | 12.23% |
| Avg. Down Month | -5.6% | -6.06% |
| Win Days % | 49.0% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 54.05% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |