| Metric | 11402382:btcusd:triple_med_gx:lsma95_135 | 11402382:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 49.78% | 61.16% |
| Max Drawdown | -21.24% | -29.51% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.14 | 0.85 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 15.32 | 3.75 |
| Outlier Loss Ratio | 3.94 | 3.51 |
| Volatility (ann.) | 14.68% | 25.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.27 | 2.0 |
| Skew | 0.88 | 0.21 |
| Kurtosis | 19.68 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.16% | 3.74% |
| Expected Yearly % | 22.38% | 26.95% |
| Kelly Criterion | 8.07% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.13% |
| Expected Shortfall (cVaR) | -1.23% | -2.13% |
| Year | 11402382:BTCUSD | 11402382:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 49.75 | 1.31 | + |
| 2025 | 16.76 | 0.02 | 0.00 | - |
| Metric | 11402382:btcusd:triple_med_gx:lsma95_135 | 11402382:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.59% | 31.46% |
| 6M | 7.46% | 12.77% |
| YTD | 0.02% | 16.76% |
| 1Y | 46.88% | 56.84% |
| 3Y (ann.) | 48.17% | 59.12% |
| 5Y (ann.) | 48.17% | 59.12% |
| Metric | 11402382:btcusd:triple_med_gx:lsma95_135 | 11402382:BTCUSD |
|---|---|---|
| Max Drawdown | -21.24% | -29.51% |
| Longest DD Days | 155.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.82% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.34 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -21.24 | 155 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-17 | 2024-10-14 | -7.15 | 26 |
| 2024-08-09 | 2024-09-12 | -6.96 | 34 |
| 2024-12-27 | 2025-01-02 | -4.52 | 6 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11402382:btcusd:triple_med_gx:lsma95_135 | 11402382:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 18.69% | 37.42% |
| Worst Month | -8.53% | -17.69% |
| Best Year | 49.75% | 38.02% |
| Worst Year | 0.02% | 16.76% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.5% | 5.87% |
| Avg. Down Week | -3.29% | -3.76% |
| Avg. Up Month | 6.37% | 14.17% |
| Avg. Down Month | -5.82% | -9.04% |
| Win Days % | 51.04% | 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% |