| Metric | 11382064:btcusd:triple_med_gx:lsma130_70 | 11382064:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 3.03% | 61.52% |
| Max Drawdown | -15.79% | -29.51% |
| Sharpe | 0.13 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 0.99 | 0.98 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 2.21 | 1.07 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 2.11 | 0.97 |
| Outlier Win Ratio | 38.43 | 3.17 |
| Outlier Loss Ratio | 3.6 | 3.17 |
| Volatility (ann.) | 9.07% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.19 | 2.02 |
| Skew | -0.75 | 0.21 |
| Kurtosis | 29.43 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.23% | 3.76% |
| Expected Yearly % | 1.5% | 27.09% |
| Kelly Criterion | -1.53% | 2.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11382064:BTCUSD | 11382064:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.93 | 0.26 | - |
| 2025 | 17.02 | -6.28 | -0.37 | - |
| Metric | 11382064:btcusd:triple_med_gx:lsma130_70 | 11382064:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.09% | 31.76% |
| 6M | -5.6% | 12.25% |
| YTD | -6.28% | 17.02% |
| 1Y | 3.03% | 57.19% |
| 3Y (ann.) | 2.95% | 59.47% |
| 5Y (ann.) | 2.95% | 59.47% |
| Metric | 11382064:btcusd:triple_med_gx:lsma130_70 | 11382064:BTCUSD |
|---|---|---|
| Max Drawdown | -15.79% | -29.51% |
| Longest DD Days | 144.0 | 144.0 |
| Avg. Drawdown | -4.03% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-06-11 | -15.79 | 144 |
| 2024-08-30 | 2024-11-21 | -9.38 | 82 |
| 2024-11-23 | 2025-01-15 | -7.34 | 53 |
| 2024-07-29 | 2024-08-23 | -6.03 | 25 |
| 2024-07-24 | 2024-07-25 | -2.15 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-08-24 | 2024-08-30 | -0.44 | 6 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| Metric | 11382064:btcusd:triple_med_gx:lsma130_70 | 11382064:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.94% | 18.93% |
| Worst Week | -7.81% | -12.33% |
| Best Month | 8.66% | 37.42% |
| Worst Month | -6.79% | -17.69% |
| Best Year | 9.93% | 38.02% |
| Worst Year | -6.28% | 17.02% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 3.88% | 8.78% |
| Avg. Down Week | -3.48% | -5.43% |
| Avg. Up Month | 5.01% | 16.08% |
| Avg. Down Month | -5.63% | -9.89% |
| Win Days % | 49.6% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 53.57% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |