| Metric | 11397146:btcusd:triple_med_gx:lsma75_120 | 11397146:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 25.64% | 61.16% |
| Max Drawdown | -28.41% | -29.51% |
| Sharpe | 0.41 | 0.59 |
| Sortino | 0.62 | 0.85 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 15.04 | 3.82 |
| Outlier Loss Ratio | 3.74 | 3.65 |
| Volatility (ann.) | 16.96% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.88 | 2.0 |
| Skew | 0.86 | 0.21 |
| Kurtosis | 31.63 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.77% | 3.74% |
| Expected Yearly % | 12.09% | 26.95% |
| Kelly Criterion | 3.96% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.13% |
| Expected Shortfall (cVaR) | -1.44% | -2.13% |
| Year | 11397146:BTCUSD | 11397146:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.51 | 0.12 | - |
| 2025 | 16.76 | 20.22 | 1.21 | + |
| Metric | 11397146:btcusd:triple_med_gx:lsma75_120 | 11397146:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.18% | 31.46% |
| 6M | 21.25% | 12.77% |
| YTD | 20.22% | 16.76% |
| 1Y | 28.8% | 56.84% |
| 3Y (ann.) | 24.87% | 59.12% |
| 5Y (ann.) | 24.87% | 59.12% |
| Metric | 11397146:btcusd:triple_med_gx:lsma75_120 | 11397146:BTCUSD |
|---|---|---|
| Max Drawdown | -28.41% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -6.74% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.9 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -28.41 | 151 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-09 | 2025-06-09 | -5.43 | 31 |
| 2024-11-07 | 2024-12-04 | -3.86 | 27 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| Metric | 11397146:btcusd:triple_med_gx:lsma75_120 | 11397146:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.34% | -12.33% |
| Best Month | 10.49% | 37.42% |
| Worst Month | -14.02% | -17.69% |
| Best Year | 20.22% | 38.02% |
| Worst Year | 4.51% | 16.76% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.26% | 4.3% |
| Avg. Down Week | -2.53% | -3.94% |
| Avg. Up Month | 5.87% | 12.23% |
| Avg. Down Month | -5.56% | -8.96% |
| Win Days % | 49.91% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |