| Metric | 11379664:btcusd:triple_med_gx:lsma95_60 | 11379664:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 17.93% | 79.62% |
| Max Drawdown | -12.39% | -29.51% |
| Sharpe | 0.51 | 0.65 |
| Sortino | 0.74 | 0.96 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | 2.81 | 1.08 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 2.31 | 0.98 |
| Outlier Win Ratio | 39.76 | 3.04 |
| Outlier Loss Ratio | 3.75 | 2.99 |
| Volatility (ann.) | 7.9% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.28 | 2.33 |
| Skew | 0.08 | 0.2 |
| Kurtosis | 31.15 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.18% | 4.27% |
| Expected Yearly % | 8.6% | 34.02% |
| Kelly Criterion | 2.63% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11379664:BTCUSD | 11379664:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.03 | 0.63 | - |
| 2025 | 30.14 | -4.92 | -0.16 | - |
| Metric | 11379664:btcusd:triple_med_gx:lsma95_60 | 11379664:BTCUSD |
|---|---|---|
| MTD | -0.27% | 13.36% |
| 3M | 6.75% | 45.08% |
| 6M | -5.55% | 28.47% |
| YTD | -4.92% | 30.14% |
| 1Y | 19.12% | 105.13% |
| 3Y (ann.) | 15.9% | 68.87% |
| 5Y (ann.) | 15.9% | 68.87% |
| Metric | 11379664:btcusd:triple_med_gx:lsma95_60 | 11379664:BTCUSD |
|---|---|---|
| Max Drawdown | -12.39% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.03% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.45 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -12.39 | 208 |
| 2024-06-12 | 2024-10-24 | -8.14 | 133 |
| 2024-12-10 | 2024-12-16 | -4.46 | 6 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-25 | 2024-11-06 | -1.03 | 12 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| Metric | 11379664:btcusd:triple_med_gx:lsma95_60 | 11379664:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 9.71% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 18.01% | 37.42% |
| Worst Month | -4.21% | -17.69% |
| Best Year | 24.03% | 38.02% |
| Worst Year | -4.92% | 30.14% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.77% | -0.84% |
| Avg. Up Week | 3.05% | 7.74% |
| Avg. Down Week | -2.13% | -5.59% |
| Avg. Up Month | 4.2% | 12.34% |
| Avg. Down Month | -3.09% | -9.04% |
| Win Days % | 49.59% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 57.69% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |