| Metric | 11396311:btcusd:triple_med_gx:lsma35_120 | 11396311:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -1.37% | 61.16% |
| Max Drawdown | -20.77% | -29.51% |
| Sharpe | 0.02 | 0.59 |
| Sortino | 0.03 | 0.85 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.5 | 0.62 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 26.73 | 3.17 |
| Outlier Loss Ratio | 3.99 | 3.12 |
| Volatility (ann.) | 10.26% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.06 | 2.0 |
| Skew | -0.62 | 0.21 |
| Kurtosis | 22.16 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.74% |
| Expected Yearly % | -0.69% | 26.95% |
| Kelly Criterion | -4.85% | 7.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11396311:BTCUSD | 11396311:btcusd:triple_med_gx:lsma35_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.91 | 0.16 | - |
| 2025 | 16.76 | -6.87 | -0.41 | - |
| Metric | 11396311:btcusd:triple_med_gx:lsma35_120 | 11396311:BTCUSD |
|---|---|---|
| MTD | -0.04% | 4.16% |
| 3M | 1.59% | 31.46% |
| 6M | -10.82% | 12.77% |
| YTD | -6.87% | 16.76% |
| 1Y | -6.19% | 56.84% |
| 3Y (ann.) | -1.33% | 59.12% |
| 5Y (ann.) | -1.33% | 59.12% |
| Metric | 11396311:btcusd:triple_med_gx:lsma35_120 | 11396311:BTCUSD |
|---|---|---|
| Max Drawdown | -20.77% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -3.27% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | -0.07 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -20.77 | 184 |
| 2024-06-05 | 2024-10-29 | -8.31 | 145 |
| 2024-12-01 | 2024-12-06 | -2.82 | 4 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-30 | 2024-12-01 | -1.05 | 1 |
| 2024-12-06 | 2024-12-08 | -0.77 | 2 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11396311:btcusd:triple_med_gx:lsma35_120 | 11396311:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.04% | 18.93% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 8.13% | 37.42% |
| Worst Month | -4.39% | -17.69% |
| Best Year | 5.91% | 38.02% |
| Worst Year | -6.87% | 16.76% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 2.3% | 4.56% |
| Avg. Down Week | -2.43% | -4.01% |
| Avg. Up Month | 4.68% | 24.15% |
| Avg. Down Month | -3.0% | -7.67% |
| Win Days % | 45.36% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 47.22% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |