| Metric | 11379718:btcusd:triple_med_gx:lsma85_60 | 11379718:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 6.1% | 79.62% |
| Max Drawdown | -21.35% | -29.51% |
| Sharpe | 0.19 | 0.65 |
| Sortino | 0.29 | 0.96 |
| Payoff Ratio | 1.19 | 1.22 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 1.62 | 1.08 |
| CPC Index | 0.57 | 0.7 |
| Tail Ratio | 1.5 | 0.98 |
| Outlier Win Ratio | 37.31 | 3.06 |
| Outlier Loss Ratio | 3.67 | 3.06 |
| Volatility (ann.) | 9.05% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.25 | 2.33 |
| Skew | 2.07 | 0.2 |
| Kurtosis | 65.21 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.42% | 4.27% |
| Expected Yearly % | 3.0% | 34.02% |
| Kelly Criterion | -1.88% | 12.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11379718:BTCUSD | 11379718:btcusd:triple_med_gx:lsma85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 21.88 | 0.58 | - |
| 2025 | 30.14 | -12.95 | -0.43 | - |
| Metric | 11379718:btcusd:triple_med_gx:lsma85_60 | 11379718:BTCUSD |
|---|---|---|
| MTD | -0.52% | 13.36% |
| 3M | 2.34% | 45.08% |
| 6M | -12.15% | 28.47% |
| YTD | -12.95% | 30.14% |
| 1Y | 9.03% | 105.13% |
| 3Y (ann.) | 5.44% | 68.87% |
| 5Y (ann.) | 5.44% | 68.87% |
| Metric | 11379718:btcusd:triple_med_gx:lsma85_60 | 11379718:BTCUSD |
|---|---|---|
| Max Drawdown | -21.35% | -29.51% |
| Longest DD Days | 208.0 | 144.0 |
| Avg. Drawdown | -2.93% | -4.58% |
| Avg. Drawdown Days | 21.0 | 14.0 |
| Recovery Factor | 0.29 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-14 | -21.35 | 208 |
| 2024-08-22 | 2024-11-06 | -6.43 | 75 |
| 2024-06-12 | 2024-08-20 | -6.28 | 68 |
| 2024-12-10 | 2024-12-11 | -3.51 | 1 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-12-12 | 2024-12-17 | -1.73 | 4 |
| 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 |
| Metric | 11379718:btcusd:triple_med_gx:lsma85_60 | 11379718: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 | 24.0% | 37.42% |
| Worst Month | -7.21% | -17.69% |
| Best Year | 21.88% | 38.02% |
| Worst Year | -12.95% | 30.14% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.33% | 6.69% |
| Avg. Down Week | -3.28% | -5.4% |
| Avg. Up Month | 7.37% | 13.59% |
| Avg. Down Month | -2.58% | -7.82% |
| Win Days % | 44.66% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 53.12% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |