| Metric | 11385210:btcusd:triple_med_gx:lsma130_80 | 11385210:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 4.05% | 61.52% |
| Max Drawdown | -22.49% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.21 | 0.86 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.18 | 0.97 |
| Outlier Win Ratio | 33.9 | 3.11 |
| Outlier Loss Ratio | 3.03 | 3.02 |
| Volatility (ann.) | 10.24% | 25.2% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.18 | 2.02 |
| Skew | 0.5 | 0.21 |
| Kurtosis | 35.49 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.31% | 3.76% |
| Expected Yearly % | 2.0% | 27.09% |
| Kelly Criterion | 0.11% | 6.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11385210:BTCUSD | 11385210:btcusd:triple_med_gx:lsma130_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.96 | 0.26 | - |
| 2025 | 17.02 | -5.37 | -0.32 | - |
| Metric | 11385210:btcusd:triple_med_gx:lsma130_80 | 11385210:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.05% | 31.76% |
| 6M | -12.66% | 12.25% |
| YTD | -5.37% | 17.02% |
| 1Y | 4.05% | 57.19% |
| 3Y (ann.) | 3.94% | 59.47% |
| 5Y (ann.) | 3.94% | 59.47% |
| Metric | 11385210:btcusd:triple_med_gx:lsma130_80 | 11385210:BTCUSD |
|---|---|---|
| Max Drawdown | -22.49% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.31% | -4.82% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.18 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -22.49 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-11 | 2024-07-15 | -2.96 | 3 |
| 2024-10-21 | 2024-11-11 | -2.91 | 21 |
| 2024-11-13 | 2024-12-16 | -2.41 | 32 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-17 | -2.03 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11385210:btcusd:triple_med_gx:lsma130_80 | 11385210:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.52% | 18.93% |
| Worst Week | -7.09% | -12.33% |
| Best Month | 7.5% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | 9.96% | 38.02% |
| Worst Year | -5.37% | 17.02% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 4.02% | 8.92% |
| Avg. Down Week | -3.2% | -4.2% |
| Avg. Up Month | 4.95% | 15.5% |
| Avg. Down Month | -8.09% | -10.46% |
| Win Days % | 48.52% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 47.62% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |