| Metric | 11400715:btcusd:triple_med_gx:lsma105_130 | 11400715:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 55.57% | 68.34% |
| Max Drawdown | -17.69% | -29.51% |
| Sharpe | 0.69 | 0.58 |
| Sortino | 1.08 | 0.84 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.33 | 1.04 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.12 | 0.95 |
| Outlier Win Ratio | 14.45 | 3.89 |
| Outlier Loss Ratio | 3.91 | 3.64 |
| Volatility (ann.) | 15.27% | 24.2% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.59 | 1.89 |
| Skew | 1.42 | 0.21 |
| Kurtosis | 24.58 | 7.42 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.99% | 3.53% |
| Expected Yearly % | 24.73% | 29.74% |
| Kelly Criterion | 6.45% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.05% |
| Expected Shortfall (cVaR) | -1.29% | -2.05% |
| Year | 11400715:BTCUSD | 11400715:btcusd:triple_med_gx:lsma105_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 39.42 | 1.04 | + |
| 2025 | 21.96 | 11.58 | 0.53 | - |
| Metric | 11400715:btcusd:triple_med_gx:lsma105_130 | 11400715:BTCUSD |
|---|---|---|
| MTD | -1.64% | -1.64% |
| 3M | 5.07% | 18.77% |
| 6M | 10.31% | 11.18% |
| YTD | 11.58% | 21.96% |
| 1Y | 86.12% | 85.38% |
| 3Y (ann.) | 45.77% | 55.91% |
| 5Y (ann.) | 45.77% | 55.91% |
| Metric | 11400715:btcusd:triple_med_gx:lsma105_130 | 11400715:BTCUSD |
|---|---|---|
| Max Drawdown | -17.69% | -29.51% |
| Longest DD Days | 94.0 | 144.0 |
| Avg. Drawdown | -3.22% | -4.85% |
| Avg. Drawdown Days | 12.0 | 15.0 |
| Recovery Factor | 3.14 | 2.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-13 | -17.69 | 94 |
| 2025-03-06 | 2025-05-22 | -15.46 | 76 |
| 2024-12-17 | 2025-03-06 | -11.86 | 78 |
| 2025-06-10 | 2025-08-03 | -8.76 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-10-07 | 2024-10-14 | -6.88 | 6 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| Metric | 11400715:btcusd:triple_med_gx:lsma105_130 | 11400715: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 | 19.95% | 37.42% |
| Worst Month | -9.84% | -17.69% |
| Best Year | 39.42% | 38.02% |
| Worst Year | 11.58% | 21.96% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.82% | 4.91% |
| Avg. Down Week | -2.95% | -3.81% |
| Avg. Up Month | 8.54% | 15.1% |
| Avg. Down Month | -5.74% | -4.5% |
| Win Days % | 50.51% | 51.72% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 55.0% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |