| Metric | 11397038:btcusd:triple_med_gx:lsma85_120 | 11397038:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 14.91% | 61.16% |
| Max Drawdown | -29.74% | -29.51% |
| Sharpe | 0.28 | 0.59 |
| Sortino | 0.41 | 0.85 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 14.26 | 3.79 |
| Outlier Loss Ratio | 3.74 | 3.68 |
| Volatility (ann.) | 17.28% | 25.19% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.49 | 2.0 |
| Skew | 0.7 | 0.21 |
| Kurtosis | 29.48 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.07% | 3.74% |
| Expected Yearly % | 7.2% | 26.95% |
| Kelly Criterion | 1.96% | 5.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.13% |
| Expected Shortfall (cVaR) | -1.47% | -2.13% |
| Year | 11397038:BTCUSD | 11397038:btcusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.95 | 0.21 | - |
| 2025 | 16.76 | 6.45 | 0.38 | - |
| Metric | 11397038:btcusd:triple_med_gx:lsma85_120 | 11397038:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.64% | 31.46% |
| 6M | 9.65% | 12.77% |
| YTD | 6.45% | 16.76% |
| 1Y | 14.18% | 56.84% |
| 3Y (ann.) | 14.48% | 59.12% |
| 5Y (ann.) | 14.48% | 59.12% |
| Metric | 11397038:btcusd:triple_med_gx:lsma85_120 | 11397038:BTCUSD |
|---|---|---|
| Max Drawdown | -29.74% | -29.51% |
| Longest DD Days | 152.0 | 144.0 |
| Avg. Drawdown | -6.1% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.5 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -29.74 | 152 |
| 2025-03-03 | 2025-06-11 | -21.71 | 100 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-02-03 | 2025-03-02 | -5.84 | 26 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-11-07 | 2024-11-29 | -1.51 | 22 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| Metric | 11397038:btcusd:triple_med_gx:lsma85_120 | 11397038:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.82% | -12.33% |
| Best Month | 10.66% | 37.42% |
| Worst Month | -8.88% | -17.69% |
| Best Year | 7.95% | 38.02% |
| Worst Year | 6.45% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 3.57% | 4.48% |
| Avg. Down Week | -3.43% | -4.1% |
| Avg. Up Month | 4.77% | 12.23% |
| Avg. Down Month | -6.27% | -8.96% |
| Win Days % | 49.84% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 57.14% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |