| Metric | 11398862:btcusd:triple_med_gx:lsma105_125 | 11398862:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 28.99% | 75.42% |
| Max Drawdown | -27.15% | -29.51% |
| Sharpe | 0.42 | 0.63 |
| Sortino | 0.62 | 0.92 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.12 | 0.96 |
| Outlier Win Ratio | 13.48 | 3.92 |
| Outlier Loss Ratio | 3.99 | 3.77 |
| Volatility (ann.) | 16.61% | 24.55% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.93 | 2.19 |
| Skew | 0.14 | 0.2 |
| Kurtosis | 24.21 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.84% | 4.1% |
| Expected Yearly % | 13.58% | 32.45% |
| Kelly Criterion | 3.35% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.07% |
| Expected Shortfall (cVaR) | -1.41% | -2.07% |
| Year | 11398862:BTCUSD | 11398862:btcusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.71 | 0.89 | - |
| 2025 | 27.10 | -3.53 | -0.13 | - |
| Metric | 11398862:btcusd:triple_med_gx:lsma105_125 | 11398862:BTCUSD |
|---|---|---|
| MTD | 0.71% | 10.71% |
| 3M | 8.35% | 41.88% |
| 6M | -2.51% | 22.91% |
| YTD | -3.53% | 27.1% |
| 1Y | 42.82% | 82.29% |
| 3Y (ann.) | 25.37% | 64.73% |
| 5Y (ann.) | 25.37% | 64.73% |
| Metric | 11398862:btcusd:triple_med_gx:lsma105_125 | 11398862:BTCUSD |
|---|---|---|
| Max Drawdown | -27.15% | -29.51% |
| Longest DD Days | 191.0 | 144.0 |
| Avg. Drawdown | -4.35% | -4.71% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.07 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-17 | -27.15 | 191 |
| 2024-06-07 | 2024-10-14 | -23.80 | 128 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2024-10-16 | 2024-11-06 | -1.61 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| Metric | 11398862:btcusd:triple_med_gx:lsma105_125 | 11398862:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -8.13% | -12.33% |
| Best Month | 14.35% | 37.42% |
| Worst Month | -12.21% | -17.69% |
| Best Year | 33.71% | 38.02% |
| Worst Year | -3.53% | 27.1% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 2.93% | 4.95% |
| Avg. Down Week | -2.76% | -3.83% |
| Avg. Up Month | 7.06% | 13.53% |
| Avg. Down Month | -6.88% | -8.96% |
| Win Days % | 49.72% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 59.52% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |