| Metric | 11381221:btcusd:triple_med_gx:lsma115_65 | 11381221:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 11.23% | 61.52% |
| Max Drawdown | -19.59% | -29.51% |
| Sharpe | 0.31 | 0.59 |
| Sortino | 0.47 | 0.86 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.33 | 0.97 |
| Outlier Win Ratio | 31.65 | 3.17 |
| Outlier Loss Ratio | 3.46 | 3.06 |
| Volatility (ann.) | 9.8% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.56 | 2.02 |
| Skew | 0.49 | 0.21 |
| Kurtosis | 25.77 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.82% | 3.76% |
| Expected Yearly % | 5.47% | 27.09% |
| Kelly Criterion | 1.93% | 9.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11381221:BTCUSD | 11381221:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.12 | 0.35 | - |
| 2025 | 17.02 | -1.67 | -0.10 | - |
| Metric | 11381221:btcusd:triple_med_gx:lsma115_65 | 11381221:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.3% | 31.76% |
| 6M | -8.18% | 12.25% |
| YTD | -1.67% | 17.02% |
| 1Y | 11.23% | 57.19% |
| 3Y (ann.) | 10.91% | 59.47% |
| 5Y (ann.) | 10.91% | 59.47% |
| Metric | 11381221:btcusd:triple_med_gx:lsma115_65 | 11381221:BTCUSD |
|---|---|---|
| Max Drawdown | -19.59% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.34% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.57 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -19.59 | 175 |
| 2024-07-02 | 2024-08-23 | -10.65 | 52 |
| 2024-08-24 | 2024-09-17 | -3.35 | 24 |
| 2024-09-20 | 2024-10-18 | -2.64 | 28 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-11-09 | -0.83 | 22 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381221:btcusd:triple_med_gx:lsma115_65 | 11381221:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -7.55% | -12.33% |
| Best Month | 14.08% | 37.42% |
| Worst Month | -7.63% | -17.69% |
| Best Year | 13.12% | 38.02% |
| Worst Year | -1.67% | 17.02% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.86% | 10.36% |
| Avg. Down Week | -3.54% | -5.04% |
| Avg. Up Month | 5.45% | 16.18% |
| Avg. Down Month | -4.46% | -7.67% |
| Win Days % | 47.76% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |