| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.01% | 40.54% |
| Max Drawdown | -15.63% | -29.51% |
| Sharpe | 0.08 | 0.37 |
| Sortino | 0.13 | 0.53 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.04 | 1.06 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 0.0 | 0.9 |
| Outlier Win Ratio | 59.63 | 2.85 |
| Outlier Loss Ratio | 3.66 | 2.71 |
| Volatility (ann.) | 6.49% | 23.17% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.09 | 0.89 |
| Skew | 0.78 | 0.15 |
| Kurtosis | 55.09 | 7.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 1.91% |
| Expected Yearly % | 1.0% | 18.55% |
| Kelly Criterion | -4.55% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -1.97% |
| Expected Shortfall (cVaR) | -0.56% | -1.97% |
| Year | 11384509:BTCUSD | 11384509:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.12 | 0.24 | - |
| 2025 | 1.83 | -6.51 | -3.57 | - |
| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| MTD | -3.24% | -13.23% |
| 3M | -2.97% | -19.07% |
| 6M | 0.76% | -7.85% |
| YTD | -6.51% | 1.83% |
| 1Y | -5.6% | 4.88% |
| 3Y (ann.) | 1.37% | 26.19% |
| 5Y (ann.) | 1.37% | 26.19% |
| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| Max Drawdown | -15.63% | -29.51% |
| Longest DD Days | 244.0 | 144.0 |
| Avg. Drawdown | -3.08% | -5.67% |
| Avg. Drawdown Days | 42.0 | 17.0 |
| Recovery Factor | 0.13 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-11-17 | -15.63 | 244 |
| 2024-09-26 | 2024-12-05 | -5.55 | 69 |
| 2024-08-24 | 2024-09-09 | -5.02 | 16 |
| 2024-12-05 | 2025-03-16 | -3.86 | 101 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2024-06-19 | 2024-06-20 | -0.54 | 0 |
| 2024-09-10 | 2024-09-26 | -0.45 | 15 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -8.97% | -12.33% |
| Best Month | 6.21% | 37.42% |
| Worst Month | -8.97% | -17.69% |
| Best Year | 9.12% | 38.02% |
| Worst Year | -6.51% | 1.83% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 3.03% | 5.34% |
| Avg. Down Week | -2.24% | -3.89% |
| Avg. Up Month | 2.62% | 6.57% |
| Avg. Down Month | -1.16% | -10.34% |
| Win Days % | 44.75% | 52.11% |
| Win Month % | 50.0% | 55.56% |
| Win Week % | 41.67% | 53.85% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |