| Metric | 11381949:btcusd:triple_med_gx:lsma115_70 | 11381949:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 7.93% | 61.52% |
| Max Drawdown | -14.01% | -29.51% |
| Sharpe | 0.3 | 0.59 |
| Sortino | 0.43 | 0.86 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.71 | 1.07 |
| CPC Index | 0.55 | 0.52 |
| Tail Ratio | 1.51 | 0.97 |
| Outlier Win Ratio | 46.82 | 2.81 |
| Outlier Loss Ratio | 3.78 | 2.99 |
| Volatility (ann.) | 7.07% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.55 | 2.02 |
| Skew | 0.24 | 0.21 |
| Kurtosis | 36.52 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.76% |
| Expected Yearly % | 3.89% | 27.09% |
| Kelly Criterion | 0.6% | -0.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11381949:BTCUSD | 11381949:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.75 | 0.39 | - |
| 2025 | 17.02 | -5.94 | -0.35 | - |
| Metric | 11381949:btcusd:triple_med_gx:lsma115_70 | 11381949:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.44% | 31.76% |
| 6M | -4.84% | 12.25% |
| YTD | -5.94% | 17.02% |
| 1Y | 7.93% | 57.19% |
| 3Y (ann.) | 7.71% | 59.47% |
| 5Y (ann.) | 7.71% | 59.47% |
| Metric | 11381949:btcusd:triple_med_gx:lsma115_70 | 11381949:BTCUSD |
|---|---|---|
| Max Drawdown | -14.01% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.98% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.57 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-06-11 | -14.01 | 149 |
| 2024-09-28 | 2024-11-21 | -4.92 | 53 |
| 2024-07-05 | 2024-07-26 | -4.35 | 20 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-11-23 | 2025-01-12 | -3.11 | 50 |
| 2024-08-29 | 2024-09-27 | -3.08 | 28 |
| 2024-07-27 | 2024-08-20 | -2.73 | 23 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11381949:btcusd:triple_med_gx:lsma115_70 | 11381949:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -7.74% | -12.33% |
| Best Month | 6.93% | 37.42% |
| Worst Month | -6.53% | -17.69% |
| Best Year | 14.75% | 38.02% |
| Worst Year | -5.94% | 17.02% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.73% | 7.26% |
| Avg. Down Week | -2.3% | -4.73% |
| Avg. Up Month | 4.15% | 16.44% |
| Avg. Down Month | -4.5% | -9.89% |
| Win Days % | 52.24% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 45.83% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |