| Metric | 11400657:btcusd:triple_med_gx:lsma95_130 | 11400657:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 32.73% | 61.16% |
| Max Drawdown | -23.4% | -29.51% |
| Sharpe | 0.52 | 0.59 |
| Sortino | 0.75 | 0.85 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 1.14 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 15.15 | 3.79 |
| Outlier Loss Ratio | 3.85 | 3.56 |
| Volatility (ann.) | 15.53% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.36 | 2.0 |
| Skew | -0.28 | 0.21 |
| Kurtosis | 26.47 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.2% | 3.74% |
| Expected Yearly % | 15.21% | 26.95% |
| Kelly Criterion | 5.2% | 7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.13% |
| Expected Shortfall (cVaR) | -1.31% | -2.13% |
| Year | 11400657:BTCUSD | 11400657:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.93 | 0.76 | - |
| 2025 | 16.76 | 2.94 | 0.18 | - |
| Metric | 11400657:btcusd:triple_med_gx:lsma95_130 | 11400657:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.2% | 31.46% |
| 6M | 10.7% | 12.77% |
| YTD | 2.94% | 16.76% |
| 1Y | 32.86% | 56.84% |
| 3Y (ann.) | 31.73% | 59.12% |
| 5Y (ann.) | 31.73% | 59.12% |
| Metric | 11400657:btcusd:triple_med_gx:lsma95_130 | 11400657:BTCUSD |
|---|---|---|
| Max Drawdown | -23.4% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.39% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-10-15 | -23.40 | 126 |
| 2025-01-07 | 2025-06-11 | -20.11 | 155 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-27 | 2025-01-02 | -4.52 | 6 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-11-04 | 2024-11-05 | -1.58 | 1 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-04 | 2024-12-04 | -0.99 | 0 |
| 2024-12-16 | 2024-12-27 | -0.96 | 10 |
| Metric | 11400657:btcusd:triple_med_gx:lsma95_130 | 11400657:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 13.43% | 37.42% |
| Worst Month | -10.02% | -17.69% |
| Best Year | 28.93% | 38.02% |
| Worst Year | 2.94% | 16.76% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.48% | 6.13% |
| Avg. Down Week | -3.4% | -3.76% |
| Avg. Up Month | 6.3% | 14.17% |
| Avg. Down Month | -6.05% | -9.04% |
| Win Days % | 50.68% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 52.94% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |