| Metric | 11401141:btcusd:triple_med_gx:lsma85_130 | 11401141:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 24.44% | 61.16% |
| Max Drawdown | -12.27% | -29.51% |
| Sharpe | 0.55 | 0.59 |
| Sortino | 0.85 | 0.85 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.8 | 0.67 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 39.91 | 3.06 |
| Outlier Loss Ratio | 2.54 | 2.83 |
| Volatility (ann.) | 10.67% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.93 | 2.0 |
| Skew | 0.57 | 0.21 |
| Kurtosis | 103.6 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.7% | 3.74% |
| Expected Yearly % | 11.55% | 26.95% |
| Kelly Criterion | 10.08% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11401141:BTCUSD | 11401141:btcusd:triple_med_gx:lsma85_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.36 | 0.51 | - |
| 2025 | 16.76 | 4.26 | 0.25 | - |
| Metric | 11401141:btcusd:triple_med_gx:lsma85_130 | 11401141:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.94% | 31.46% |
| 6M | 4.26% | 12.77% |
| YTD | 4.26% | 16.76% |
| 1Y | 24.24% | 56.84% |
| 3Y (ann.) | 23.72% | 59.12% |
| 5Y (ann.) | 23.72% | 59.12% |
| Metric | 11401141:btcusd:triple_med_gx:lsma85_130 | 11401141:BTCUSD |
|---|---|---|
| Max Drawdown | -12.27% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -2.56% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.99 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -12.27 | 58 |
| 2024-12-05 | 2025-04-11 | -8.04 | 127 |
| 2024-09-14 | 2024-12-04 | -6.14 | 81 |
| 2025-04-15 | 2025-06-11 | -2.96 | 57 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2024-08-09 | 2024-09-09 | -1.50 | 31 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11401141:btcusd:triple_med_gx:lsma85_130 | 11401141:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.6% | 18.93% |
| Worst Week | -5.17% | -12.33% |
| Best Month | 9.9% | 37.42% |
| Worst Month | -5.17% | -17.69% |
| Best Year | 19.36% | 38.02% |
| Worst Year | 4.26% | 16.76% |
| Avg. Up Day | 1.21% | 1.21% |
| Avg. Down Day | -1.04% | -1.04% |
| Avg. Up Week | 2.61% | 4.97% |
| Avg. Down Week | -5.17% | -5.74% |
| Avg. Up Month | 5.21% | 10.87% |
| Avg. Down Month | -5.17% | -17.69% |
| Win Days % | 51.61% | 51.86% |
| Win Month % | 87.5% | 61.54% |
| Win Week % | 81.82% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |