| Metric | 11380958:btcusd:triple_med_gx:lsma130_65 | 11380958:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 3.48% | 79.62% |
| Max Drawdown | -24.96% | -29.51% |
| Sharpe | 0.13 | 0.65 |
| Sortino | 0.17 | 0.96 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 1.6 | 1.08 |
| CPC Index | 0.5 | 0.53 |
| Tail Ratio | 1.54 | 0.98 |
| Outlier Win Ratio | 29.28 | 3.26 |
| Outlier Loss Ratio | 3.68 | 3.42 |
| Volatility (ann.) | 10.26% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.12 | 2.33 |
| Skew | -1.32 | 0.2 |
| Kurtosis | 23.36 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.24% | 4.27% |
| Expected Yearly % | 1.73% | 34.02% |
| Kelly Criterion | -2.33% | -0.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11380958:BTCUSD | 11380958:btcusd:triple_med_gx:lsma130_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.84 | 0.15 | - |
| 2025 | 30.14 | -2.23 | -0.07 | - |
| Metric | 11380958:btcusd:triple_med_gx:lsma130_65 | 11380958:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 3.63% | 45.08% |
| 6M | -1.82% | 28.47% |
| YTD | -2.23% | 30.14% |
| 1Y | 0.48% | 105.13% |
| 3Y (ann.) | 3.11% | 68.87% |
| 5Y (ann.) | 3.11% | 68.87% |
| Metric | 11380958:btcusd:triple_med_gx:lsma130_65 | 11380958:BTCUSD |
|---|---|---|
| Max Drawdown | -24.96% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.3% | -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 | -24.96 | 233 |
| 2024-08-31 | 2024-10-29 | -7.01 | 59 |
| 2024-07-29 | 2024-08-23 | -5.47 | 25 |
| 2024-07-11 | 2024-07-13 | -2.96 | 2 |
| 2024-10-29 | 2024-11-19 | -1.70 | 20 |
| 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 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11380958:btcusd:triple_med_gx:lsma130_65 | 11380958:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -12.4% | -12.33% |
| Best Month | 9.28% | 37.42% |
| Worst Month | -12.16% | -17.69% |
| Best Year | 5.84% | 38.02% |
| Worst Year | -2.23% | 30.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.89% | 7.51% |
| Avg. Down Week | -4.4% | -4.84% |
| Avg. Up Month | 4.8% | 14.76% |
| Avg. Down Month | -8.43% | -7.67% |
| Win Days % | 50.29% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 48.39% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |