| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 2.01% | 40.54% |
| Max Drawdown | -14.83% | -28.21% |
| Sharpe | 0.17 | 0.74 |
| Sortino | 0.24 | 1.07 |
| Payoff Ratio | 1.29 | 1.29 |
| Profit Factor | 1.07 | 1.12 |
| Common Sense Ratio | 1.13 | 1.2 |
| CPC Index | 0.59 | 0.75 |
| Tail Ratio | 1.05 | 1.07 |
| Outlier Win Ratio | 44.42 | 2.9 |
| Outlier Loss Ratio | 4.06 | 2.92 |
| Volatility (ann.) | 15.19% | 45.32% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.09 | 0.93 |
| Skew | 0.21 | -0.17 |
| Kurtosis | 39.16 | 3.58 |
| Expected Daily % | 0.0% | 0.06% |
| Expected Monthly % | 0.11% | 1.91% |
| Expected Yearly % | 1.0% | 18.55% |
| Kelly Criterion | -1.82% | 14.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.81% |
| Expected Shortfall (cVaR) | -1.3% | -3.81% |
| Year | 11384509:BTCUSD | 11384509:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 9.12 | 0.25 | - |
| 2025 | 2.81 | -6.51 | -2.32 | - |
| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| MTD | -3.24% | -13.5% |
| 3M | -2.97% | -19.24% |
| 6M | 0.76% | -8.05% |
| YTD | -6.51% | 2.81% |
| 1Y | -5.6% | 4.01% |
| 3Y (ann.) | 1.37% | 26.19% |
| 5Y (ann.) | 1.37% | 26.19% |
| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| Max Drawdown | -14.83% | -28.21% |
| Longest DD Days | 233.0 | 154.0 |
| Avg. Drawdown | -4.25% | -9.35% |
| Avg. Drawdown Days | 66.0 | 39.0 |
| Recovery Factor | 0.14 | 1.44 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-29 | 2025-11-17 | -14.83 | 233 |
| 2024-10-09 | 2024-12-05 | -4.56 | 57 |
| 2024-09-06 | 2024-09-10 | -3.97 | 4 |
| 2024-12-06 | 2025-03-17 | -3.62 | 101 |
| 2024-06-21 | 2024-08-24 | -2.44 | 64 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| 2024-09-26 | 2024-09-27 | -0.18 | 1 |
| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| Best Day | 6.36% | 9.49% |
| Worst Day | -7.82% | -13.23% |
| Best Week | 7.6% | 15.41% |
| Worst Week | -8.97% | -18.81% |
| Best Month | 6.21% | 34.43% |
| Worst Month | -8.97% | -23.44% |
| Best Year | 9.12% | 36.7% |
| Worst Year | -6.51% | 2.81% |
| Avg. Up Day | 1.98% | 2.36% |
| Avg. Down Day | -1.54% | -1.83% |
| Avg. Up Week | 2.2% | 4.65% |
| Avg. Down Week | -1.99% | -3.02% |
| Avg. Up Month | 2.4% | 7.92% |
| Avg. Down Month | -1.45% | -15.01% |
| Win Days % | 42.67% | 51.87% |
| Win Month % | 58.82% | 61.11% |
| Win Week % | 42.86% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |