| Metric | 11372811:btcusd:triple_med_gx:lsma115_25 | 11372811:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 5.23% | 79.62% |
| Max Drawdown | -23.72% | -29.51% |
| Sharpe | 0.16 | 0.65 |
| Sortino | 0.24 | 0.96 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 26.45 | 3.39 |
| Outlier Loss Ratio | 3.75 | 3.25 |
| Volatility (ann.) | 10.69% | 24.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.2 | 2.33 |
| Skew | 0.58 | 0.2 |
| Kurtosis | 19.68 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.36% | 4.27% |
| Expected Yearly % | 2.58% | 34.02% |
| Kelly Criterion | -0.41% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.07% |
| Expected Shortfall (cVaR) | -0.92% | -2.07% |
| Year | 11372811:BTCUSD | 11372811:btcusd:triple_med_gx:lsma115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.52 | 0.57 | - |
| 2025 | 30.14 | -13.41 | -0.44 | - |
| Metric | 11372811:btcusd:triple_med_gx:lsma115_25 | 11372811:BTCUSD |
|---|---|---|
| MTD | 0.45% | 13.36% |
| 3M | -0.41% | 45.08% |
| 6M | -11.58% | 28.47% |
| YTD | -13.41% | 30.14% |
| 1Y | 13.92% | 105.13% |
| 3Y (ann.) | 4.67% | 68.87% |
| 5Y (ann.) | 4.67% | 68.87% |
| Metric | 11372811:btcusd:triple_med_gx:lsma115_25 | 11372811:BTCUSD |
|---|---|---|
| Max Drawdown | -23.72% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -3.42% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -23.72 | 208 |
| 2024-06-07 | 2024-09-13 | -11.74 | 98 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-11-12 | 2024-12-15 | -2.84 | 33 |
| 2024-09-20 | 2024-10-15 | -2.51 | 25 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-10-18 | -1.61 | 1 |
| 2024-10-18 | 2024-11-07 | -1.46 | 19 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11372811:btcusd:triple_med_gx:lsma115_25 | 11372811:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -5.86% | -12.33% |
| Best Month | 15.25% | 37.42% |
| Worst Month | -8.98% | -17.69% |
| Best Year | 21.52% | 38.02% |
| Worst Year | -13.41% | 30.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.1% | 7.65% |
| Avg. Down Week | -3.01% | -3.7% |
| Avg. Up Month | 5.53% | 15.71% |
| Avg. Down Month | -4.43% | -7.59% |
| Win Days % | 46.49% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |