| Metric | 11380959:btcusd:triple_med_gx:lsma135_65 | 11380959:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 10.57% | 79.62% |
| Max Drawdown | -23.07% | -29.51% |
| Sharpe | 0.27 | 0.65 |
| Sortino | 0.36 | 0.96 |
| Payoff Ratio | 0.99 | 0.96 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 1.6 | 1.08 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.47 | 0.98 |
| Outlier Win Ratio | 27.42 | 3.28 |
| Outlier Loss Ratio | 3.74 | 3.42 |
| Volatility (ann.) | 10.43% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.41 | 2.33 |
| Skew | -1.2 | 0.2 |
| Kurtosis | 21.96 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.72% | 4.27% |
| Expected Yearly % | 5.15% | 34.02% |
| Kelly Criterion | 0.41% | 1.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.07% |
| Expected Shortfall (cVaR) | -0.89% | -2.07% |
| Year | 11380959:BTCUSD | 11380959:btcusd:triple_med_gx:lsma135_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.31 | 0.32 | - |
| 2025 | 30.14 | -1.55 | -0.05 | - |
| Metric | 11380959:btcusd:triple_med_gx:lsma135_65 | 11380959:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 2.86% | 45.08% |
| 6M | -1.14% | 28.47% |
| YTD | -1.55% | 30.14% |
| 1Y | 7.6% | 105.13% |
| 3Y (ann.) | 9.41% | 68.87% |
| 5Y (ann.) | 9.41% | 68.87% |
| Metric | 11380959:btcusd:triple_med_gx:lsma135_65 | 11380959:BTCUSD |
|---|---|---|
| Max Drawdown | -23.07% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.03% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -23.07 | 233 |
| 2024-09-28 | 2024-10-29 | -6.06 | 30 |
| 2024-07-29 | 2024-08-23 | -5.47 | 25 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-08-31 | 2024-09-24 | -3.23 | 24 |
| 2024-09-25 | 2024-09-26 | -2.13 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-10-30 | 2024-11-19 | -1.17 | 20 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-24 | 2024-08-30 | -0.59 | 6 |
| Metric | 11380959:btcusd:triple_med_gx:lsma135_65 | 11380959:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -12.4% | -12.33% |
| Best Month | 9.87% | 37.42% |
| Worst Month | -12.16% | -17.69% |
| Best Year | 12.31% | 38.02% |
| Worst Year | -1.55% | 30.14% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 5.37% | 7.85% |
| Avg. Down Week | -3.82% | -4.84% |
| Avg. Up Month | 5.12% | 13.7% |
| Avg. Down Month | -8.43% | -7.67% |
| Win Days % | 50.42% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |