| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 22.71% | 40.54% |
| Max Drawdown | -8.51% | -28.21% |
| Sharpe | 0.91 | 0.74 |
| Sortino | 1.47 | 1.07 |
| Payoff Ratio | 1.21 | 1.24 |
| Profit Factor | 1.42 | 1.12 |
| Common Sense Ratio | 2.48 | 1.2 |
| CPC Index | 0.83 | 0.72 |
| Tail Ratio | 1.75 | 1.07 |
| Outlier Win Ratio | 34.35 | 3.17 |
| Outlier Loss Ratio | 4.05 | 2.82 |
| Volatility (ann.) | 16.83% | 45.32% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.76 | 0.93 |
| Skew | 0.8 | -0.17 |
| Kurtosis | 28.58 | 3.58 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.14% | 1.91% |
| Expected Yearly % | 10.77% | 18.55% |
| Kelly Criterion | 5.59% | 12.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.81% |
| Expected Shortfall (cVaR) | -1.41% | -3.81% |
| Year | 11420815:BTCUSD | 11420815:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 13.81 | 0.38 | - |
| 2025 | 2.81 | 7.82 | 2.78 | + |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| MTD | 0.64% | -13.5% |
| 3M | 1.24% | -19.24% |
| 6M | 7.07% | -8.05% |
| YTD | 7.82% | 2.81% |
| 1Y | 13.7% | 4.01% |
| 3Y (ann.) | 15.01% | 26.19% |
| 5Y (ann.) | 15.01% | 26.19% |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Max Drawdown | -8.51% | -28.21% |
| Longest DD Days | 121.0 | 154.0 |
| Avg. Drawdown | -3.6% | -9.35% |
| Avg. Drawdown Days | 52.0 | 39.0 |
| Recovery Factor | 2.67 | 1.44 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-16 | 2025-07-11 | -8.51 | 117 |
| 2025-07-12 | 2025-11-10 | -7.58 | 121 |
| 2024-08-25 | 2024-12-05 | -5.88 | 102 |
| 2024-12-28 | 2025-03-05 | -3.67 | 67 |
| 2025-11-11 | 2025-11-17 | -2.79 | 6 |
| 2024-06-21 | 2024-07-01 | -2.11 | 10 |
| 2024-07-12 | 2024-08-24 | -1.15 | 43 |
| 2024-12-06 | 2024-12-07 | -0.63 | 1 |
| 2024-06-19 | 2024-06-20 | -0.10 | 1 |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Best Day | 6.22% | 9.49% |
| Worst Day | -7.82% | -13.23% |
| Best Week | 7.96% | 15.41% |
| Worst Week | -7.77% | -18.81% |
| Best Month | 8.89% | 34.43% |
| Worst Month | -7.77% | -23.44% |
| Best Year | 13.81% | 36.7% |
| Worst Year | 7.82% | 2.81% |
| Avg. Up Day | 1.9% | 2.17% |
| Avg. Down Day | -1.58% | -1.75% |
| Avg. Up Week | 2.57% | 4.72% |
| Avg. Down Week | -2.09% | -3.08% |
| Avg. Up Month | 2.84% | 7.94% |
| Avg. Down Month | -1.58% | -15.77% |
| Win Days % | 48.35% | 51.87% |
| Win Month % | 61.11% | 61.11% |
| Win Week % | 52.5% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |