| Metric | 11379724:btcusd:triple_med_gx:lsma115_60 | 11379724:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 10.21% | 79.62% |
| Max Drawdown | -18.73% | -29.51% |
| Sharpe | 0.29 | 0.65 |
| Sortino | 0.4 | 0.96 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 2.09 | 1.08 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.89 | 0.98 |
| Outlier Win Ratio | 33.52 | 3.13 |
| Outlier Loss Ratio | 4.01 | 3.12 |
| Volatility (ann.) | 8.86% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.49 | 2.33 |
| Skew | -0.95 | 0.2 |
| Kurtosis | 27.68 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.7% | 4.27% |
| Expected Yearly % | 4.98% | 34.02% |
| Kelly Criterion | 0.14% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11379724:BTCUSD | 11379724:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.69 | 0.28 | - |
| 2025 | 30.14 | -0.43 | -0.01 | - |
| Metric | 11379724:btcusd:triple_med_gx:lsma115_60 | 11379724:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 6.92% | 45.08% |
| 6M | 1.59% | 28.47% |
| YTD | -0.43% | 30.14% |
| 1Y | 11.22% | 105.13% |
| 3Y (ann.) | 9.09% | 68.87% |
| 5Y (ann.) | 9.09% | 68.87% |
| Metric | 11379724:btcusd:triple_med_gx:lsma115_60 | 11379724:BTCUSD |
|---|---|---|
| Max Drawdown | -18.73% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.62% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.55 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -18.73 | 233 |
| 2024-08-22 | 2024-11-10 | -5.53 | 79 |
| 2024-07-29 | 2024-08-20 | -4.11 | 21 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-08 | 2024-07-14 | -2.05 | 5 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-07-14 | 2024-07-25 | -0.84 | 11 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11379724:btcusd:triple_med_gx:lsma115_60 | 11379724:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.49% | 18.93% |
| Worst Week | -6.61% | -12.33% |
| Best Month | 11.32% | 37.42% |
| Worst Month | -6.61% | -17.69% |
| Best Year | 10.69% | 38.02% |
| Worst Year | -0.43% | 30.14% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.16% | 7.71% |
| Avg. Down Week | -2.22% | -5.15% |
| Avg. Up Month | 5.87% | 15.78% |
| Avg. Down Month | -4.81% | -7.67% |
| Win Days % | 48.42% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 48.39% | 58.33% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |