| Metric | 11379670:btcusd:triple_med_gx:lsma130_60 | 11379670:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 2.0% | 79.62% |
| Max Drawdown | -12.78% | -29.51% |
| Sharpe | 0.09 | 0.65 |
| Sortino | 0.13 | 0.96 |
| Payoff Ratio | 0.99 | 0.96 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.69 | 1.08 |
| CPC Index | 0.5 | 0.55 |
| Tail Ratio | 1.64 | 0.98 |
| Outlier Win Ratio | 34.45 | 3.16 |
| Outlier Loss Ratio | 3.89 | 3.22 |
| Volatility (ann.) | 8.99% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.14 | 2.33 |
| Skew | -0.76 | 0.2 |
| Kurtosis | 26.68 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.14% | 4.27% |
| Expected Yearly % | 1.0% | 34.02% |
| Kelly Criterion | -3.39% | 1.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11379670:BTCUSD | 11379670:btcusd:triple_med_gx:lsma130_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.44 | 0.01 | - |
| 2025 | 30.14 | 1.56 | 0.05 | - |
| Metric | 11379670:btcusd:triple_med_gx:lsma130_60 | 11379670:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 5.4% | 45.08% |
| 6M | 0.89% | 28.47% |
| YTD | 1.56% | 30.14% |
| 1Y | 5.35% | 105.13% |
| 3Y (ann.) | 1.79% | 68.87% |
| 5Y (ann.) | 1.79% | 68.87% |
| Metric | 11379670:btcusd:triple_med_gx:lsma130_60 | 11379670:BTCUSD |
|---|---|---|
| Max Drawdown | -12.78% | -29.51% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -6.65% | -4.58% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | 0.16 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-21 | -12.78 | 114 |
| 2025-01-25 | 2025-07-14 | -12.14 | 169 |
| 2024-07-07 | 2024-07-29 | -7.01 | 21 |
| 2024-11-23 | 2025-01-15 | -6.60 | 53 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| Metric | 11379670:btcusd:triple_med_gx:lsma130_60 | 11379670:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.97% | 18.93% |
| Worst Week | -7.81% | -12.33% |
| Best Month | 11.22% | 37.42% |
| Worst Month | -4.78% | -17.69% |
| Best Year | 1.56% | 38.02% |
| Worst Year | 0.44% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.18% | 7.55% |
| Avg. Down Week | -3.41% | -6.06% |
| Avg. Up Month | 4.57% | 15.4% |
| Avg. Down Month | -2.87% | -9.5% |
| Win Days % | 48.57% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 58.62% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |