| Metric | 11381286:btcusd:triple_med_gx:lsma115_65 | 11381286:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 12.24% | 61.52% |
| Max Drawdown | -16.38% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.51 | 0.86 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.79 | 1.07 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | 1.56 | 0.97 |
| Outlier Win Ratio | 36.02 | 3.11 |
| Outlier Loss Ratio | 3.28 | 2.89 |
| Volatility (ann.) | 9.42% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.73 | 2.02 |
| Skew | 0.45 | 0.21 |
| Kurtosis | 35.74 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.89% | 3.76% |
| Expected Yearly % | 5.94% | 27.09% |
| Kelly Criterion | 3.76% | 10.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11381286:BTCUSD | 11381286:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.25 | 0.30 | - |
| 2025 | 17.02 | 0.89 | 0.05 | - |
| Metric | 11381286:btcusd:triple_med_gx:lsma115_65 | 11381286:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.86% | 31.76% |
| 6M | -5.83% | 12.25% |
| YTD | 0.89% | 17.02% |
| 1Y | 12.24% | 57.19% |
| 3Y (ann.) | 11.9% | 59.47% |
| 5Y (ann.) | 11.9% | 59.47% |
| Metric | 11381286:btcusd:triple_med_gx:lsma115_65 | 11381286:BTCUSD |
|---|---|---|
| Max Drawdown | -16.38% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.3% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -16.38 | 175 |
| 2024-07-07 | 2024-09-18 | -4.83 | 73 |
| 2024-09-20 | 2024-10-20 | -2.76 | 30 |
| 2024-11-12 | 2024-12-16 | -2.69 | 34 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-21 | 2024-11-08 | -0.44 | 18 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11381286:btcusd:triple_med_gx:lsma115_65 | 11381286:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.02% | 18.93% |
| Worst Week | -6.66% | -12.33% |
| Best Month | 13.78% | 37.42% |
| Worst Month | -6.66% | -17.69% |
| Best Year | 11.25% | 38.02% |
| Worst Year | 0.89% | 17.02% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.14% | 10.66% |
| Avg. Down Week | -4.96% | -3.56% |
| Avg. Up Month | 5.8% | 17.44% |
| Avg. Down Month | -6.66% | -3.23% |
| Win Days % | 48.05% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 55.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |