| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 24.48% | 40.54% |
| Max Drawdown | -8.37% | -28.21% |
| Sharpe | 1.03 | 0.74 |
| Sortino | 1.8 | 1.07 |
| Payoff Ratio | 1.55 | 1.65 |
| Profit Factor | 1.5 | 1.12 |
| Common Sense Ratio | 3.2 | 1.2 |
| CPC Index | 1.08 | 0.95 |
| Tail Ratio | 2.13 | 1.07 |
| Outlier Win Ratio | 36.84 | 3.15 |
| Outlier Loss Ratio | 4.26 | 2.72 |
| Volatility (ann.) | 15.66% | 45.32% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.93 | 0.93 |
| Skew | 2.26 | -0.17 |
| Kurtosis | 28.58 | 3.58 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.22% | 1.91% |
| Expected Yearly % | 11.57% | 18.55% |
| Kelly Criterion | 11.87% | 22.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.81% |
| Expected Shortfall (cVaR) | -1.3% | -3.81% |
| Year | 11420871:BTCUSD | 11420871:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 17.20 | 0.47 | - |
| 2025 | 2.81 | 6.22 | 2.21 | + |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| MTD | -0.6% | -13.5% |
| 3M | 0.1% | -19.24% |
| 6M | 3.87% | -8.05% |
| YTD | 6.22% | 2.81% |
| 1Y | 7.43% | 4.01% |
| 3Y (ann.) | 16.15% | 26.19% |
| 5Y (ann.) | 16.15% | 26.19% |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Max Drawdown | -8.37% | -28.21% |
| Longest DD Days | 116.0 | 154.0 |
| Avg. Drawdown | -2.75% | -9.35% |
| Avg. Drawdown Days | 43.0 | 39.0 |
| Recovery Factor | 2.92 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-07-11 | -8.37 | 116 |
| 2025-07-12 | 2025-10-20 | -5.67 | 100 |
| 2024-12-06 | 2025-01-18 | -4.53 | 43 |
| 2025-10-21 | 2025-11-17 | -3.88 | 27 |
| 2024-06-21 | 2024-08-24 | -2.59 | 64 |
| 2024-09-29 | 2024-12-05 | -0.89 | 67 |
| 2024-06-04 | 2024-06-05 | -0.65 | 1 |
| 2024-09-26 | 2024-09-27 | -0.58 | 1 |
| 2024-06-06 | 2024-06-20 | -0.32 | 14 |
| 2024-09-08 | 2024-09-09 | -0.05 | 1 |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Best Day | 7.14% | 9.49% |
| Worst Day | -4.98% | -13.23% |
| Best Week | 5.9% | 15.41% |
| Worst Week | -3.39% | -18.81% |
| Best Month | 8.34% | 34.43% |
| Worst Month | -4.31% | -23.44% |
| Best Year | 17.2% | 36.7% |
| Worst Year | 6.22% | 2.81% |
| Avg. Up Day | 2.03% | 2.63% |
| Avg. Down Day | -1.31% | -1.59% |
| Avg. Up Week | 2.32% | 5.54% |
| Avg. Down Week | -1.26% | -3.79% |
| Avg. Up Month | 3.2% | 8.5% |
| Avg. Down Month | -0.97% | -10.8% |
| Win Days % | 46.43% | 51.87% |
| Win Month % | 68.75% | 61.11% |
| Win Week % | 55.0% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |