| Metric | 11382061:btcusd:triple_med_gx:lsma115_70 | 11382061:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 3.41% | 61.52% |
| Max Drawdown | -17.99% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.2 | 0.86 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.2 | 0.97 |
| Outlier Win Ratio | 46.84 | 3.0 |
| Outlier Loss Ratio | 3.55 | 2.99 |
| Volatility (ann.) | 7.99% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.18 | 2.02 |
| Skew | -0.36 | 0.21 |
| Kurtosis | 36.66 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.26% | 3.76% |
| Expected Yearly % | 1.69% | 27.09% |
| Kelly Criterion | -2.61% | 4.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11382061:BTCUSD | 11382061:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.49 | 0.54 | - |
| 2025 | 17.02 | -14.18 | -0.83 | - |
| Metric | 11382061:btcusd:triple_med_gx:lsma115_70 | 11382061:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.03% | 31.76% |
| 6M | -14.0% | 12.25% |
| YTD | -14.18% | 17.02% |
| 1Y | 3.41% | 57.19% |
| 3Y (ann.) | 3.32% | 59.47% |
| 5Y (ann.) | 3.32% | 59.47% |
| Metric | 11382061:btcusd:triple_med_gx:lsma115_70 | 11382061:BTCUSD |
|---|---|---|
| Max Drawdown | -17.99% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.82% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-06-11 | -17.99 | 144 |
| 2024-11-23 | 2025-01-14 | -5.33 | 52 |
| 2024-09-29 | 2024-11-19 | -5.21 | 50 |
| 2024-07-29 | 2024-08-23 | -4.82 | 25 |
| 2024-07-24 | 2024-07-25 | -2.15 | 1 |
| 2024-08-30 | 2024-09-26 | -1.81 | 26 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-08-24 | 2024-08-30 | -0.44 | 6 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| Metric | 11382061:btcusd:triple_med_gx:lsma115_70 | 11382061:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.84% | -9.32% |
| Best Week | 9.2% | 18.93% |
| Worst Week | -6.97% | -12.33% |
| Best Month | 11.59% | 37.42% |
| Worst Month | -7.26% | -17.69% |
| Best Year | 20.49% | 38.02% |
| Worst Year | -14.18% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.08% | 8.78% |
| Avg. Down Week | -2.34% | -5.41% |
| Avg. Up Month | 6.59% | 18.21% |
| Avg. Down Month | -7.11% | -9.89% |
| Win Days % | 48.22% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |