| Metric | 11398970:btcusd:triple_med_gx:lsma105_125 | 11398970:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 49.01% | 75.42% |
| Max Drawdown | -27.4% | -29.51% |
| Sharpe | 0.62 | 0.63 |
| Sortino | 0.92 | 0.92 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.16 | 1.11 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.16 | 0.96 |
| Outlier Win Ratio | 13.36 | 3.9 |
| Outlier Loss Ratio | 3.92 | 3.67 |
| Volatility (ann.) | 16.3% | 24.55% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.55 | 2.19 |
| Skew | 0.14 | 0.2 |
| Kurtosis | 24.84 | 7.24 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.89% | 4.1% |
| Expected Yearly % | 22.07% | 32.45% |
| Kelly Criterion | 5.81% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.07% |
| Expected Shortfall (cVaR) | -1.38% | -2.07% |
| Year | 11398970:BTCUSD | 11398970:btcusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.05 | 0.71 | - |
| 2025 | 27.10 | 17.29 | 0.64 | - |
| Metric | 11398970:btcusd:triple_med_gx:lsma105_125 | 11398970:BTCUSD |
|---|---|---|
| MTD | 1.55% | 10.71% |
| 3M | 9.33% | 41.88% |
| 6M | 15.83% | 22.91% |
| YTD | 17.29% | 27.1% |
| 1Y | 71.22% | 82.29% |
| 3Y (ann.) | 42.51% | 64.73% |
| 5Y (ann.) | 42.51% | 64.73% |
| Metric | 11398970:btcusd:triple_med_gx:lsma105_125 | 11398970:BTCUSD |
|---|---|---|
| Max Drawdown | -27.4% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -4.1% | -4.71% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.79 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-15 | -27.40 | 126 |
| 2025-01-07 | 2025-04-15 | -16.10 | 98 |
| 2024-12-17 | 2025-01-06 | -8.78 | 19 |
| 2025-06-10 | 2025-07-17 | -7.99 | 37 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-05-21 | 2025-06-09 | -5.31 | 19 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| 2025-04-15 | 2025-05-07 | -2.59 | 22 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11398970:btcusd:triple_med_gx:lsma105_125 | 11398970:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 20.28% | 37.42% |
| Worst Month | -8.66% | -17.69% |
| Best Year | 27.05% | 38.02% |
| Worst Year | 17.29% | 27.1% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.83% | 5.44% |
| Avg. Down Week | -2.57% | -3.78% |
| Avg. Up Month | 9.03% | 14.47% |
| Avg. Down Month | -3.55% | -8.96% |
| Win Days % | 50.14% | 51.89% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 52.5% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |