| Metric | 11397152:btcusd:triple_med_gx:lsma95_120 | 11397152:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 23.75% | 75.42% |
| Max Drawdown | -26.09% | -29.51% |
| Sharpe | 0.37 | 0.63 |
| Sortino | 0.54 | 0.92 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.11 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.11 | 0.96 |
| Outlier Win Ratio | 14.06 | 3.87 |
| Outlier Loss Ratio | 3.96 | 3.77 |
| Volatility (ann.) | 16.72% | 24.55% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.8 | 2.19 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 30.88 | 7.24 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.53% | 4.1% |
| Expected Yearly % | 11.25% | 32.45% |
| Kelly Criterion | 3.56% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.07% |
| Expected Shortfall (cVaR) | -1.42% | -2.07% |
| Year | 11397152:BTCUSD | 11397152:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.98 | 0.37 | - |
| 2025 | 27.10 | 8.58 | 0.32 | - |
| Metric | 11397152:btcusd:triple_med_gx:lsma95_120 | 11397152:BTCUSD |
|---|---|---|
| MTD | 2.08% | 10.71% |
| 3M | 3.38% | 41.88% |
| 6M | 5.25% | 22.91% |
| YTD | 8.58% | 27.1% |
| 1Y | 38.86% | 82.29% |
| 3Y (ann.) | 20.84% | 64.73% |
| 5Y (ann.) | 20.84% | 64.73% |
| Metric | 11397152:btcusd:triple_med_gx:lsma95_120 | 11397152:BTCUSD |
|---|---|---|
| Max Drawdown | -26.09% | -29.51% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -5.93% | -4.71% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.91 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -26.09 | 151 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2025-01-07 | 2025-03-02 | -9.00 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-06-10 | 2025-07-17 | -5.65 | 37 |
| 2024-11-09 | 2024-12-04 | -3.37 | 25 |
| 2024-12-23 | 2024-12-24 | -2.84 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11397152:btcusd:triple_med_gx:lsma95_120 | 11397152:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.71% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.08% | 37.42% |
| Worst Month | -12.65% | -17.69% |
| Best Year | 13.98% | 38.02% |
| Worst Year | 8.58% | 27.1% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 3.07% | 3.94% |
| Avg. Down Week | -2.38% | -3.86% |
| Avg. Up Month | 5.0% | 11.96% |
| Avg. Down Month | -5.16% | -8.96% |
| Win Days % | 49.86% | 51.89% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 51.16% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |