| Metric | 11400713:btcusd:triple_med_gx:lsma95_130 | 11400713:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 56.46% | 61.16% |
| Max Drawdown | -17.16% | -29.51% |
| Sharpe | 0.78 | 0.59 |
| Sortino | 1.24 | 0.85 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 14.54 | 3.79 |
| Outlier Loss Ratio | 3.92 | 3.5 |
| Volatility (ann.) | 15.51% | 25.19% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.18 | 2.0 |
| Skew | 1.63 | 0.21 |
| Kurtosis | 25.34 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.5% | 3.74% |
| Expected Yearly % | 25.09% | 26.95% |
| Kelly Criterion | 7.26% | 9.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.13% |
| Expected Shortfall (cVaR) | -1.3% | -2.13% |
| Year | 11400713:BTCUSD | 11400713:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 35.96 | 0.95 | - |
| 2025 | 16.76 | 15.08 | 0.90 | - |
| Metric | 11400713:btcusd:triple_med_gx:lsma95_130 | 11400713:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.21% | 31.46% |
| 6M | 22.13% | 12.77% |
| YTD | 15.08% | 16.76% |
| 1Y | 56.29% | 56.84% |
| 3Y (ann.) | 54.61% | 59.12% |
| 5Y (ann.) | 54.61% | 59.12% |
| Metric | 11400713:btcusd:triple_med_gx:lsma95_130 | 11400713:BTCUSD |
|---|---|---|
| Max Drawdown | -17.16% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -3.17% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.29 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-10 | -17.16 | 92 |
| 2025-03-06 | 2025-06-01 | -15.46 | 87 |
| 2025-01-07 | 2025-03-06 | -12.02 | 58 |
| 2024-09-17 | 2024-10-14 | -8.76 | 26 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-03 | -5.16 | 17 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-18 | 2024-11-05 | -2.18 | 17 |
| Metric | 11400713:btcusd:triple_med_gx:lsma95_130 | 11400713:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -6.01% | -12.33% |
| Best Month | 18.69% | 37.42% |
| Worst Month | -9.84% | -17.69% |
| Best Year | 35.96% | 38.02% |
| Worst Year | 15.08% | 16.76% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 4.65% | 5.53% |
| Avg. Down Week | -3.34% | -4.73% |
| Avg. Up Month | 6.73% | 14.17% |
| Avg. Down Month | -5.78% | -12.52% |
| Win Days % | 50.42% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 51.43% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |