| Metric | 11380957:btcusd:triple_med_gx:lsma125_65 | 11380957:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 3.19% | 79.62% |
| Max Drawdown | -23.1% | -29.51% |
| Sharpe | 0.12 | 0.65 |
| Sortino | 0.16 | 0.96 |
| Payoff Ratio | 0.93 | 0.9 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.76 | 1.08 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | 1.69 | 0.98 |
| Outlier Win Ratio | 31.55 | 3.26 |
| Outlier Loss Ratio | 3.56 | 3.31 |
| Volatility (ann.) | 9.99% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.12 | 2.33 |
| Skew | -1.42 | 0.2 |
| Kurtosis | 25.93 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.22% | 4.27% |
| Expected Yearly % | 1.58% | 34.02% |
| Kelly Criterion | -2.69% | -1.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11380957:BTCUSD | 11380957:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.45 | 0.14 | - |
| 2025 | 30.14 | -2.14 | -0.07 | - |
| Metric | 11380957:btcusd:triple_med_gx:lsma125_65 | 11380957:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 2.44% | 45.08% |
| 6M | -1.73% | 28.47% |
| YTD | -2.14% | 30.14% |
| 1Y | 2.59% | 105.13% |
| 3Y (ann.) | 2.85% | 68.87% |
| 5Y (ann.) | 2.85% | 68.87% |
| Metric | 11380957:btcusd:triple_med_gx:lsma125_65 | 11380957:BTCUSD |
|---|---|---|
| Max Drawdown | -23.1% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.58% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 0.14 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -23.10 | 233 |
| 2024-09-28 | 2024-11-20 | -6.34 | 53 |
| 2024-07-29 | 2024-08-23 | -5.47 | 25 |
| 2024-07-11 | 2024-07-14 | -3.31 | 2 |
| 2024-08-31 | 2024-09-26 | -2.25 | 26 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2024-08-24 | 2024-08-30 | -0.59 | 6 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11380957:btcusd:triple_med_gx:lsma125_65 | 11380957:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -12.16% | -12.33% |
| Best Month | 8.61% | 37.42% |
| Worst Month | -12.16% | -17.69% |
| Best Year | 5.45% | 38.02% |
| Worst Year | -2.14% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 5.5% | 8.41% |
| Avg. Down Week | -3.91% | -4.84% |
| Avg. Up Month | 4.66% | 14.17% |
| Avg. Down Month | -7.79% | -7.67% |
| Win Days % | 50.61% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 41.94% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |