| Metric | 11430251:btcusd:triple_med_gx:lsma95_110 | 11430251:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 21.13% | 29.45% |
| Max Drawdown | -28.03% | -28.38% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.6 | 0.62 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.1 | 0.99 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.0 | 0.93 |
| Outlier Win Ratio | 12.29 | 3.82 |
| Outlier Loss Ratio | 3.76 | 3.56 |
| Volatility (ann.) | 18.42% | 26.19% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.94 | 1.31 |
| Skew | 0.43 | 0.13 |
| Kurtosis | 24.62 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.94% | 2.61% |
| Expected Yearly % | 10.06% | 13.77% |
| Kelly Criterion | 3.53% | 2.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -2.22% |
| Expected Shortfall (cVaR) | -1.56% | -2.22% |
| Year | 11430251:BTCUSD | 11430251:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 17.17 | 0.45 | - |
| 2025 | -6.21 | 3.38 | -0.54 | + |
| Metric | 11430251:btcusd:triple_med_gx:lsma95_110 | 11430251:BTCUSD |
|---|---|---|
| MTD | -0.14% | 3.86% |
| 3M | 1.84% | -7.61% |
| 6M | 32.61% | 38.23% |
| YTD | 3.38% | -6.21% |
| 1Y | 21.13% | 29.45% |
| 3Y (ann.) | 26.46% | 37.18% |
| 5Y (ann.) | 26.46% | 37.18% |
| Metric | 11430251:btcusd:triple_med_gx:lsma95_110 | 11430251:BTCUSD |
|---|---|---|
| Max Drawdown | -28.03% | -28.38% |
| Longest DD Days | 151.0 | 144.0 |
| Avg. Drawdown | -4.07% | -4.56% |
| Avg. Drawdown Days | 15.0 | 12.0 |
| Recovery Factor | 0.75 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-06 | -28.03 | 151 |
| 2025-03-03 | 2025-03-26 | -16.84 | 23 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-01-07 | 2025-03-02 | -5.51 | 54 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-12-23 | 2024-12-24 | -2.67 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| Metric | 11430251:btcusd:triple_med_gx:lsma95_110 | 11430251:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.19% | 18.93% |
| Worst Week | -5.89% | -12.33% |
| Best Month | 11.06% | 37.42% |
| Worst Month | -8.96% | -17.69% |
| Best Year | 17.17% | 38.02% |
| Worst Year | 3.38% | -6.21% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.08% | 4.94% |
| Avg. Down Week | -2.71% | -4.87% |
| Avg. Up Month | 7.34% | 13.69% |
| Avg. Down Month | -6.8% | -11.25% |
| Win Days % | 51.06% | 51.34% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 50.0% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |