| Metric | 11386530:btcusd:triple_med_gx:lsma115_85 | 11386530:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 10.5% | 61.52% |
| Max Drawdown | -19.73% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.52 | 0.86 |
| Payoff Ratio | 1.25 | 1.15 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 0.58 | 1.07 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 0.5 | 0.97 |
| Outlier Win Ratio | 45.5 | 3.08 |
| Outlier Loss Ratio | 3.41 | 2.87 |
| Volatility (ann.) | 8.28% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.52 | 2.02 |
| Skew | 1.44 | 0.21 |
| Kurtosis | 40.77 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.77% | 3.76% |
| Expected Yearly % | 5.12% | 27.09% |
| Kelly Criterion | 3.26% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11386530:BTCUSD | 11386530:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.22 | 0.37 | - |
| 2025 | 17.02 | -3.26 | -0.19 | - |
| Metric | 11386530:btcusd:triple_med_gx:lsma115_85 | 11386530:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.49% | 31.76% |
| 6M | -10.81% | 12.25% |
| YTD | -3.26% | 17.02% |
| 1Y | 10.64% | 57.19% |
| 3Y (ann.) | 10.2% | 59.47% |
| 5Y (ann.) | 10.2% | 59.47% |
| Metric | 11386530:btcusd:triple_med_gx:lsma115_85 | 11386530:BTCUSD |
|---|---|---|
| Max Drawdown | -19.73% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.53 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -19.73 | 175 |
| 2024-06-02 | 2024-08-23 | -8.82 | 82 |
| 2024-11-12 | 2024-12-16 | -2.93 | 34 |
| 2024-09-20 | 2024-11-10 | -2.10 | 50 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-08-24 | 2024-09-17 | -0.44 | 24 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386530:btcusd:triple_med_gx:lsma115_85 | 11386530:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.75% | 18.93% |
| Worst Week | -7.8% | -12.33% |
| Best Month | 13.75% | 37.42% |
| Worst Month | -7.8% | -17.69% |
| Best Year | 14.22% | 38.02% |
| Worst Year | -3.26% | 17.02% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 4.88% | 9.24% |
| Avg. Down Week | -2.84% | -4.82% |
| Avg. Up Month | 5.88% | 16.18% |
| Avg. Down Month | -4.04% | -7.59% |
| Win Days % | 46.2% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |