| Metric | 11393893:btcusd:triple_med_gx:lsma85_110 | 11393893:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 11.89% | 75.42% |
| Max Drawdown | -29.71% | -29.51% |
| Sharpe | 0.23 | 0.63 |
| Sortino | 0.34 | 0.92 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 0.99 | 0.96 |
| Outlier Win Ratio | 14.31 | 3.93 |
| Outlier Loss Ratio | 3.78 | 3.77 |
| Volatility (ann.) | 17.14% | 24.55% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.35 | 2.19 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 28.32 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.81% | 4.1% |
| Expected Yearly % | 5.78% | 32.45% |
| Kelly Criterion | 1.72% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.07% |
| Expected Shortfall (cVaR) | -1.46% | -2.07% |
| Year | 11393893:BTCUSD | 11393893:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.76 | 0.23 | - |
| 2025 | 27.10 | 2.88 | 0.11 | - |
| Metric | 11393893:btcusd:triple_med_gx:lsma85_110 | 11393893:BTCUSD |
|---|---|---|
| MTD | -1.01% | 10.71% |
| 3M | -3.04% | 41.88% |
| 6M | -3.03% | 22.91% |
| YTD | 2.88% | 27.1% |
| 1Y | 22.04% | 82.29% |
| 3Y (ann.) | 10.49% | 64.73% |
| 5Y (ann.) | 10.49% | 64.73% |
| Metric | 11393893:btcusd:triple_med_gx:lsma85_110 | 11393893:BTCUSD |
|---|---|---|
| Max Drawdown | -29.71% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.32% | -4.71% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.4 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -29.71 | 151 |
| 2025-03-03 | 2025-07-17 | -20.92 | 136 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -1.57 | 21 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11393893:btcusd:triple_med_gx:lsma85_110 | 11393893:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.28% | -12.33% |
| Best Month | 10.98% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 8.76% | 38.02% |
| Worst Year | 2.88% | 27.1% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 3.21% | 4.17% |
| Avg. Down Week | -2.68% | -4.16% |
| Avg. Up Month | 4.55% | 12.14% |
| Avg. Down Month | -6.48% | -6.06% |
| Win Days % | 49.04% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 52.5% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |