| Metric | 11383261:btcusd:triple_med_gx:lsma60_75 | 11383261:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 11.23% | 61.52% |
| Max Drawdown | -9.64% | -29.51% |
| Sharpe | 0.38 | 0.59 |
| Sortino | 0.63 | 0.86 |
| Payoff Ratio | 1.31 | 1.06 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 54.56 | 2.66 |
| Outlier Loss Ratio | 3.82 | 2.68 |
| Volatility (ann.) | 7.51% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.13 | 2.02 |
| Skew | 5.02 | 0.21 |
| Kurtosis | 143.01 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.82% | 3.76% |
| Expected Yearly % | 5.46% | 27.09% |
| Kelly Criterion | 4.74% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11383261:BTCUSD | 11383261:btcusd:triple_med_gx:lsma60_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.53 | 0.36 | - |
| 2025 | 17.02 | -2.03 | -0.12 | - |
| Metric | 11383261:btcusd:triple_med_gx:lsma60_75 | 11383261:BTCUSD |
|---|---|---|
| MTD | -0.32% | 4.4% |
| 3M | -4.81% | 31.76% |
| 6M | -3.92% | 12.25% |
| YTD | -2.03% | 17.02% |
| 1Y | 7.92% | 57.19% |
| 3Y (ann.) | 10.91% | 59.47% |
| 5Y (ann.) | 10.91% | 59.47% |
| Metric | 11383261:btcusd:triple_med_gx:lsma60_75 | 11383261:BTCUSD |
|---|---|---|
| Max Drawdown | -9.64% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -1.53% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 1.16 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -9.64 | 187 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2024-10-10 | 2024-12-05 | -2.91 | 55 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-09-28 | 2024-10-10 | -0.61 | 12 |
| 2024-08-24 | 2024-09-07 | -0.59 | 14 |
| 2024-06-19 | 2024-06-20 | -0.54 | 0 |
| 2024-09-07 | 2024-09-08 | -0.42 | 1 |
| 2024-09-09 | 2024-09-09 | -0.39 | 0 |
| Metric | 11383261:btcusd:triple_med_gx:lsma60_75 | 11383261:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.32% | 18.93% |
| Worst Week | -3.95% | -12.33% |
| Best Month | 8.21% | 37.42% |
| Worst Month | -3.11% | -17.69% |
| Best Year | 13.53% | 38.02% |
| Worst Year | -2.03% | 17.02% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.68% | -0.87% |
| Avg. Up Week | 3.07% | 7.97% |
| Avg. Down Week | -0.82% | -4.92% |
| Avg. Up Month | 2.66% | 14.34% |
| Avg. Down Month | -2.44% | -2.66% |
| Win Days % | 46.0% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |