| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 15.14% | 41.17% |
| Max Drawdown | -13.84% | -29.51% |
| Sharpe | 0.41 | 0.37 |
| Sortino | 0.65 | 0.53 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 0.0 | 0.9 |
| Outlier Win Ratio | 55.68 | 2.82 |
| Outlier Loss Ratio | 3.81 | 2.63 |
| Volatility (ann.) | 6.36% | 23.17% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.73 | 0.9 |
| Skew | 1.63 | 0.15 |
| Kurtosis | 57.85 | 7.42 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 1.93% |
| Expected Yearly % | 7.3% | 18.81% |
| Kelly Criterion | 3.35% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -1.97% |
| Expected Shortfall (cVaR) | -0.54% | -1.97% |
| Year | 11420816:BTCUSD | 11420816:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.00 | 0.39 | - |
| 2025 | 2.28 | 0.13 | 0.05 | - |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| MTD | -2.96% | -12.85% |
| 3M | 1.18% | -18.73% |
| 6M | 5.66% | -7.45% |
| YTD | 0.13% | 2.28% |
| 1Y | 5.39% | 5.34% |
| 3Y (ann.) | 10.12% | 26.57% |
| 5Y (ann.) | 10.12% | 26.57% |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Max Drawdown | -13.84% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.54% | -5.67% |
| Avg. Drawdown Days | 35.0 | 17.0 |
| Recovery Factor | 1.09 | 1.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-29 | 2025-11-17 | -13.84 | 233 |
| 2024-10-09 | 2024-12-05 | -4.95 | 57 |
| 2024-08-24 | 2024-09-09 | -4.62 | 16 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2024-12-06 | 2025-03-05 | -3.28 | 88 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2024-12-05 | 2024-12-06 | -1.59 | 1 |
| 2025-03-05 | 2025-03-16 | -0.50 | 11 |
| 2024-09-10 | 2024-09-26 | -0.45 | 15 |
| 2024-06-19 | 2024-06-20 | -0.35 | 0 |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 7.55% | 18.93% |
| Worst Week | -8.4% | -12.33% |
| Best Month | 5.67% | 37.42% |
| Worst Month | -8.4% | -17.69% |
| Best Year | 15.0% | 38.02% |
| Worst Year | 0.13% | 2.28% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.64% | -0.74% |
| Avg. Up Week | 3.27% | 5.26% |
| Avg. Down Week | -2.02% | -3.76% |
| Avg. Up Month | 2.83% | 6.57% |
| Avg. Down Month | -1.73% | -9.67% |
| Win Days % | 46.58% | 52.13% |
| Win Month % | 62.5% | 55.56% |
| Win Week % | 47.37% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |