| Metric | 11381290:btcusd:triple_med_gx:lsma130_65 | 11381290:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 6.83% | 61.52% |
| Max Drawdown | -16.38% | -29.51% |
| Sharpe | 0.2 | 0.59 |
| Sortino | 0.3 | 0.86 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.23 | 0.97 |
| Outlier Win Ratio | 31.49 | 3.28 |
| Outlier Loss Ratio | 3.2 | 3.11 |
| Volatility (ann.) | 10.73% | 25.2% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.41 | 2.02 |
| Skew | 0.33 | 0.21 |
| Kurtosis | 30.29 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.51% | 3.76% |
| Expected Yearly % | 3.36% | 27.09% |
| Kelly Criterion | 0.98% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11381290:BTCUSD | 11381290:btcusd:triple_med_gx:lsma130_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.12 | 0.08 | - |
| 2025 | 17.02 | 3.59 | 0.21 | - |
| Metric | 11381290:btcusd:triple_med_gx:lsma130_65 | 11381290:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.64% | 31.76% |
| 6M | -3.31% | 12.25% |
| YTD | 3.59% | 17.02% |
| 1Y | 6.83% | 57.19% |
| 3Y (ann.) | 6.64% | 59.47% |
| 5Y (ann.) | 6.64% | 59.47% |
| Metric | 11381290:btcusd:triple_med_gx:lsma130_65 | 11381290:BTCUSD |
|---|---|---|
| Max Drawdown | -16.38% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.59% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.42 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -16.38 | 175 |
| 2024-07-07 | 2024-08-20 | -6.27 | 43 |
| 2024-08-22 | 2024-09-17 | -4.45 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-10-21 | 2024-11-11 | -2.91 | 21 |
| 2024-09-20 | 2024-10-18 | -2.73 | 28 |
| 2024-11-13 | 2024-12-16 | -2.41 | 32 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11381290:btcusd:triple_med_gx:lsma130_65 | 11381290:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.41% | 18.93% |
| Worst Week | -6.66% | -12.33% |
| Best Month | 6.41% | 37.42% |
| Worst Month | -6.66% | -17.69% |
| Best Year | 3.59% | 38.02% |
| Worst Year | 3.12% | 17.02% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.89% | -0.9% |
| Avg. Up Week | 3.91% | 9.87% |
| Avg. Down Week | -3.54% | -4.56% |
| Avg. Up Month | 3.88% | 17.15% |
| Avg. Down Month | -5.94% | -10.46% |
| Win Days % | 47.92% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 52.63% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |