| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 15.14% | 40.54% |
| Max Drawdown | -13.09% | -28.21% |
| Sharpe | 0.72 | 0.74 |
| Sortino | 1.15 | 1.07 |
| Payoff Ratio | 1.51 | 1.3 |
| Profit Factor | 1.37 | 1.12 |
| Common Sense Ratio | 1.68 | 1.2 |
| CPC Index | 0.9 | 0.75 |
| Tail Ratio | 1.23 | 1.07 |
| Outlier Win Ratio | 43.17 | 3.06 |
| Outlier Loss Ratio | 4.48 | 2.68 |
| Volatility (ann.) | 14.94% | 45.32% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.77 | 0.93 |
| Skew | 0.8 | -0.17 |
| Kurtosis | 42.28 | 3.58 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.79% | 1.91% |
| Expected Yearly % | 7.3% | 18.55% |
| Kelly Criterion | 6.12% | 14.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -3.81% |
| Expected Shortfall (cVaR) | -1.26% | -3.81% |
| Year | 11420816:BTCUSD | 11420816:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 15.00 | 0.41 | - |
| 2025 | 2.81 | 0.13 | 0.04 | - |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| MTD | -2.96% | -13.5% |
| 3M | 1.18% | -19.24% |
| 6M | 5.66% | -8.05% |
| YTD | 0.13% | 2.81% |
| 1Y | 5.39% | 4.01% |
| 3Y (ann.) | 10.12% | 26.19% |
| 5Y (ann.) | 10.12% | 26.19% |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Max Drawdown | -13.09% | -28.21% |
| Longest DD Days | 233.0 | 154.0 |
| Avg. Drawdown | -2.83% | -9.35% |
| Avg. Drawdown Days | 40.0 | 39.0 |
| Recovery Factor | 1.16 | 1.44 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-29 | 2025-11-17 | -13.09 | 233 |
| 2024-10-09 | 2024-12-05 | -3.99 | 57 |
| 2024-09-07 | 2024-09-10 | -3.80 | 3 |
| 2024-07-12 | 2024-08-24 | -2.11 | 43 |
| 2024-06-21 | 2024-07-01 | -2.11 | 10 |
| 2024-12-14 | 2025-01-17 | -1.73 | 34 |
| 2024-12-06 | 2024-12-07 | -0.63 | 1 |
| 2025-03-05 | 2025-03-06 | -0.34 | 1 |
| 2024-08-25 | 2024-09-06 | -0.33 | 12 |
| 2024-09-26 | 2024-09-27 | -0.18 | 1 |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Best Day | 6.22% | 9.49% |
| Worst Day | -7.82% | -13.23% |
| Best Week | 7.79% | 15.41% |
| Worst Week | -8.4% | -18.81% |
| Best Month | 5.67% | 34.43% |
| Worst Month | -8.4% | -23.44% |
| Best Year | 15.0% | 36.7% |
| Worst Year | 0.13% | 2.81% |
| Avg. Up Day | 2.03% | 2.34% |
| Avg. Down Day | -1.35% | -1.8% |
| Avg. Up Week | 2.32% | 4.34% |
| Avg. Down Week | -2.17% | -3.32% |
| Avg. Up Month | 2.79% | 7.92% |
| Avg. Down Month | -1.73% | -10.8% |
| Win Days % | 43.59% | 51.87% |
| Win Month % | 66.67% | 61.11% |
| Win Week % | 51.35% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |