| Metric | 11400706:btcusd:triple_med_gx:lsma65_130 | 11400706:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 32.95% | 61.16% |
| Max Drawdown | -16.3% | -29.51% |
| Sharpe | 0.54 | 0.59 |
| Sortino | 0.84 | 0.85 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 16.11 | 3.47 |
| Outlier Loss Ratio | 3.85 | 3.5 |
| Volatility (ann.) | 14.88% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.96 | 2.0 |
| Skew | 1.57 | 0.21 |
| Kurtosis | 31.51 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.21% | 3.74% |
| Expected Yearly % | 15.3% | 26.95% |
| Kelly Criterion | 4.85% | 8.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.13% |
| Expected Shortfall (cVaR) | -1.26% | -2.13% |
| Year | 11400706:BTCUSD | 11400706:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.38 | 0.75 | - |
| 2025 | 16.76 | 3.56 | 0.21 | - |
| Metric | 11400706:btcusd:triple_med_gx:lsma65_130 | 11400706:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.9% | 31.46% |
| 6M | 4.26% | 12.77% |
| YTD | 3.56% | 16.76% |
| 1Y | 27.88% | 56.84% |
| 3Y (ann.) | 31.94% | 59.12% |
| 5Y (ann.) | 31.94% | 59.12% |
| Metric | 11400706:btcusd:triple_med_gx:lsma65_130 | 11400706:BTCUSD |
|---|---|---|
| Max Drawdown | -16.3% | -29.51% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -4.97% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 2.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-03-06 | -16.30 | 75 |
| 2025-03-06 | 2025-06-11 | -15.63 | 97 |
| 2024-06-10 | 2024-08-08 | -14.11 | 58 |
| 2024-08-09 | 2024-09-13 | -10.18 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -7.86 | 30 |
| 2024-11-07 | 2024-12-04 | -2.37 | 27 |
| 2024-11-04 | 2024-11-05 | -1.58 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11400706:btcusd:triple_med_gx:lsma65_130 | 11400706:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -7.25% | -12.33% |
| Best Month | 13.36% | 37.42% |
| Worst Month | -7.55% | -17.69% |
| Best Year | 28.38% | 38.02% |
| Worst Year | 3.56% | 16.76% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.44% | 4.16% |
| Avg. Down Week | -3.57% | -4.51% |
| Avg. Up Month | 4.37% | 13.54% |
| Avg. Down Month | -6.96% | -12.52% |
| Win Days % | 49.9% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 51.43% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |