| Metric | 11379716:btcusd:triple_med_gx:lsma75_60 | 11379716:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 2.96% | 79.62% |
| Max Drawdown | -16.6% | -29.51% |
| Sharpe | 0.12 | 0.65 |
| Sortino | 0.18 | 0.96 |
| Payoff Ratio | 1.21 | 1.23 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 0.35 | 1.08 |
| CPC Index | 0.55 | 0.71 |
| Tail Ratio | 0.33 | 0.98 |
| Outlier Win Ratio | 47.18 | 2.97 |
| Outlier Loss Ratio | 3.62 | 2.87 |
| Volatility (ann.) | 8.14% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.16 | 2.33 |
| Skew | 2.87 | 0.2 |
| Kurtosis | 94.07 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.21% | 4.27% |
| Expected Yearly % | 1.47% | 34.02% |
| Kelly Criterion | -4.23% | 12.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11379716:BTCUSD | 11379716:btcusd:triple_med_gx:lsma75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.25 | 0.24 | - |
| 2025 | 30.14 | -5.76 | -0.19 | - |
| Metric | 11379716:btcusd:triple_med_gx:lsma75_60 | 11379716:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 2.96% | 45.08% |
| 6M | -4.89% | 28.47% |
| YTD | -5.76% | 30.14% |
| 1Y | 3.43% | 105.13% |
| 3Y (ann.) | 2.64% | 68.87% |
| 5Y (ann.) | 2.64% | 68.87% |
| Metric | 11379716:btcusd:triple_med_gx:lsma75_60 | 11379716:BTCUSD |
|---|---|---|
| Max Drawdown | -16.6% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.58% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-07-14 | -16.60 | 213 |
| 2024-08-20 | 2024-11-06 | -8.38 | 77 |
| 2024-06-12 | 2024-08-20 | -4.50 | 68 |
| 2024-11-19 | 2024-12-11 | -4.23 | 21 |
| 2024-11-07 | 2024-11-10 | -1.37 | 2 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| Metric | 11379716:btcusd:triple_med_gx:lsma75_60 | 11379716:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 9.04% | 18.93% |
| Worst Week | -6.85% | -12.33% |
| Best Month | 16.94% | 37.42% |
| Worst Month | -6.04% | -17.69% |
| Best Year | 9.25% | 38.02% |
| Worst Year | -5.76% | 30.14% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 2.58% | 7.67% |
| Avg. Down Week | -2.7% | -4.95% |
| Avg. Up Month | 5.7% | 15.64% |
| Avg. Down Month | -3.07% | -7.93% |
| Win Days % | 42.93% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 54.84% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |