| Metric | 11393951:btcusd:triple_med_gx:lsma95_110 | 11393951:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 22.13% | 75.42% |
| Max Drawdown | -27.49% | -29.51% |
| Sharpe | 0.34 | 0.63 |
| Sortino | 0.51 | 0.92 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 13.15 | 3.92 |
| Outlier Loss Ratio | 3.95 | 3.77 |
| Volatility (ann.) | 17.16% | 24.55% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.71 | 2.19 |
| Skew | 0.73 | 0.2 |
| Kurtosis | 27.86 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.44% | 4.1% |
| Expected Yearly % | 10.51% | 32.45% |
| Kelly Criterion | 2.89% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.07% |
| Expected Shortfall (cVaR) | -1.46% | -2.07% |
| Year | 11393951:BTCUSD | 11393951:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.27 | 0.59 | - |
| 2025 | 27.10 | -0.12 | -0.00 | - |
| Metric | 11393951:btcusd:triple_med_gx:lsma95_110 | 11393951:BTCUSD |
|---|---|---|
| MTD | 2.08% | 10.71% |
| 3M | 2.66% | 41.88% |
| 6M | -3.17% | 22.91% |
| YTD | -0.12% | 27.1% |
| 1Y | 29.39% | 82.29% |
| 3Y (ann.) | 19.43% | 64.73% |
| 5Y (ann.) | 19.43% | 64.73% |
| Metric | 11393951:btcusd:triple_med_gx:lsma95_110 | 11393951:BTCUSD |
|---|---|---|
| Max Drawdown | -27.49% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -4.17% | -4.71% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 0.81 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-16 | -27.49 | 130 |
| 2025-03-03 | 2025-07-17 | -19.88 | 136 |
| 2025-01-07 | 2025-03-02 | -9.68 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-10-16 | 2024-11-05 | -2.68 | 19 |
| 2024-12-23 | 2024-12-24 | -2.67 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11393951:btcusd:triple_med_gx:lsma95_110 | 11393951:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.67% | 37.42% |
| Worst Month | -8.62% | -17.69% |
| Best Year | 22.27% | 38.02% |
| Worst Year | -0.12% | 27.1% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 2.96% | 3.7% |
| Avg. Down Week | -2.21% | -4.3% |
| Avg. Up Month | 4.84% | 11.96% |
| Avg. Down Month | -5.28% | -8.96% |
| Win Days % | 49.93% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 51.11% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |