| Metric | 11393945:btcusd:triple_med_gx:lsma75_110 | 11393945:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 20.68% | 75.42% |
| Max Drawdown | -28.65% | -29.51% |
| Sharpe | 0.33 | 0.63 |
| Sortino | 0.5 | 0.92 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.09 | 1.06 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.0 | 0.96 |
| Outlier Win Ratio | 15.21 | 3.92 |
| Outlier Loss Ratio | 3.68 | 3.71 |
| Volatility (ann.) | 16.71% | 24.55% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.63 | 2.19 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 30.9 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.35% | 4.1% |
| Expected Yearly % | 9.86% | 32.45% |
| Kelly Criterion | 2.67% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.07% |
| Expected Shortfall (cVaR) | -1.42% | -2.07% |
| Year | 11393945:BTCUSD | 11393945:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.95 | 0.31 | - |
| 2025 | 27.10 | 7.80 | 0.29 | - |
| Metric | 11393945:btcusd:triple_med_gx:lsma75_110 | 11393945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.23% | 41.88% |
| 6M | 3.27% | 22.91% |
| YTD | 7.8% | 27.1% |
| 1Y | 29.93% | 82.29% |
| 3Y (ann.) | 18.17% | 64.73% |
| 5Y (ann.) | 18.17% | 64.73% |
| Metric | 11393945:btcusd:triple_med_gx:lsma75_110 | 11393945:BTCUSD |
|---|---|---|
| Max Drawdown | -28.65% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.13% | -4.71% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.72 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -28.65 | 151 |
| 2025-03-03 | 2025-07-17 | -19.96 | 136 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-07 | 2024-11-29 | -0.95 | 21 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| Metric | 11393945:btcusd:triple_med_gx:lsma75_110 | 11393945:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 10.78% | 37.42% |
| Worst Month | -9.96% | -17.69% |
| Best Year | 11.95% | 38.02% |
| Worst Year | 7.8% | 27.1% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 3.38% | 3.61% |
| Avg. Down Week | -2.42% | -4.4% |
| Avg. Up Month | 5.29% | 12.01% |
| Avg. Down Month | -5.6% | -8.96% |
| Win Days % | 49.92% | 51.89% |
| Win Month % | 69.23% | 64.29% |
| Win Week % | 52.63% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |