| Metric | 11400548:btcusd:triple_med_gx:lsma105_130 | 11400548:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 43.22% | 61.16% |
| Max Drawdown | -23.33% | -29.51% |
| Sharpe | 0.61 | 0.59 |
| Sortino | 0.9 | 0.85 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 13.62 | 3.84 |
| Outlier Loss Ratio | 4.04 | 3.65 |
| Volatility (ann.) | 16.58% | 25.19% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.79 | 2.0 |
| Skew | 0.18 | 0.21 |
| Kurtosis | 25.56 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.8% | 3.74% |
| Expected Yearly % | 19.67% | 26.95% |
| Kelly Criterion | 5.48% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.13% |
| Expected Shortfall (cVaR) | -1.4% | -2.13% |
| Year | 11400548:BTCUSD | 11400548:btcusd:triple_med_gx:lsma105_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.81 | 0.84 | - |
| 2025 | 16.76 | 8.65 | 0.52 | - |
| Metric | 11400548:btcusd:triple_med_gx:lsma105_130 | 11400548:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 17.65% | 31.46% |
| 6M | 14.04% | 12.77% |
| YTD | 8.65% | 16.76% |
| 1Y | 43.86% | 56.84% |
| 3Y (ann.) | 41.85% | 59.12% |
| 5Y (ann.) | 41.85% | 59.12% |
| Metric | 11400548:btcusd:triple_med_gx:lsma105_130 | 11400548:BTCUSD |
|---|---|---|
| Max Drawdown | -23.33% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.82% |
| Avg. Drawdown Days | 15.0 | 14.0 |
| Recovery Factor | 1.85 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-18 | -23.33 | 100 |
| 2025-01-07 | 2025-06-09 | -20.30 | 153 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-12-01 | 2024-12-04 | -2.82 | 3 |
| 2024-10-16 | 2024-11-06 | -1.61 | 20 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11400548:btcusd:triple_med_gx:lsma105_130 | 11400548:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.18% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 14.56% | 37.42% |
| Worst Month | -8.88% | -17.69% |
| Best Year | 31.81% | 38.02% |
| Worst Year | 8.65% | 16.76% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.43% | 5.88% |
| Avg. Down Week | -2.74% | -3.69% |
| Avg. Up Month | 7.41% | 12.59% |
| Avg. Down Month | -4.01% | -8.96% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 56.76% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |