| Metric | 11379668:btcusd:triple_med_gx:lsma115_60 | 11379668:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 10.52% | 79.62% |
| Max Drawdown | -14.51% | -29.51% |
| Sharpe | 0.32 | 0.65 |
| Sortino | 0.46 | 0.96 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 2.76 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 2.45 | 0.98 |
| Outlier Win Ratio | 38.53 | 3.04 |
| Outlier Loss Ratio | 4.08 | 3.06 |
| Volatility (ann.) | 8.0% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.65 | 2.33 |
| Skew | -0.18 | 0.2 |
| Kurtosis | 30.78 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.72% | 4.27% |
| Expected Yearly % | 5.13% | 34.02% |
| Kelly Criterion | -0.29% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11379668:BTCUSD | 11379668:btcusd:triple_med_gx:lsma115_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.51 | 0.43 | - |
| 2025 | 30.14 | -5.14 | -0.17 | - |
| Metric | 11379668:btcusd:triple_med_gx:lsma115_60 | 11379668:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 7.18% | 45.08% |
| 6M | -5.76% | 28.47% |
| YTD | -5.14% | 30.14% |
| 1Y | 11.42% | 105.13% |
| 3Y (ann.) | 9.36% | 68.87% |
| 5Y (ann.) | 9.36% | 68.87% |
| Metric | 11379668:btcusd:triple_med_gx:lsma115_60 | 11379668:BTCUSD |
|---|---|---|
| Max Drawdown | -14.51% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -2.55% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.73 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-07-14 | -14.51 | 169 |
| 2024-07-29 | 2024-11-10 | -6.20 | 104 |
| 2024-12-17 | 2025-01-14 | -4.81 | 27 |
| 2024-07-07 | 2024-07-26 | -4.72 | 19 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-23 | 2024-12-15 | -1.61 | 22 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11379668:btcusd:triple_med_gx:lsma115_60 | 11379668:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.84% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -4.96% | -12.33% |
| Best Month | 14.22% | 37.42% |
| Worst Month | -6.68% | -17.69% |
| Best Year | 16.51% | 38.02% |
| Worst Year | -5.14% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 2.51% | 7.25% |
| Avg. Down Week | -2.33% | -5.37% |
| Avg. Up Month | 3.71% | 14.88% |
| Avg. Down Month | -3.93% | -9.5% |
| Win Days % | 48.19% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 58.62% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |