| Metric | 11382505:btcusd:triple_med_gx:lsma115_70 | 11382505:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 7.71% | 61.52% |
| Max Drawdown | -14.12% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.34 | 0.86 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.3 | 0.97 |
| Outlier Win Ratio | 35.65 | 3.07 |
| Outlier Loss Ratio | 3.24 | 3.0 |
| Volatility (ann.) | 9.59% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.53 | 2.02 |
| Skew | 0.3 | 0.21 |
| Kurtosis | 35.35 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.57% | 3.76% |
| Expected Yearly % | 3.78% | 27.09% |
| Kelly Criterion | 2.41% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11382505:BTCUSD | 11382505:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.90 | 0.05 | - |
| 2025 | 17.02 | 5.69 | 0.33 | - |
| Metric | 11382505:btcusd:triple_med_gx:lsma115_70 | 11382505:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.2% | 31.76% |
| 6M | -1.94% | 12.25% |
| YTD | 5.69% | 17.02% |
| 1Y | 7.71% | 57.19% |
| 3Y (ann.) | 7.49% | 59.47% |
| 5Y (ann.) | 7.49% | 59.47% |
| Metric | 11382505:btcusd:triple_med_gx:lsma115_70 | 11382505:BTCUSD |
|---|---|---|
| Max Drawdown | -14.12% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -7.28% | -4.82% |
| Avg. Drawdown Days | 85.0 | 14.0 |
| Recovery Factor | 0.55 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -14.12 | 175 |
| 2024-07-03 | 2024-11-10 | -11.55 | 130 |
| 2024-11-12 | 2024-12-17 | -3.44 | 35 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382505:btcusd:triple_med_gx:lsma115_70 | 11382505:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -7.81% | -12.33% |
| Best Month | 14.13% | 37.42% |
| Worst Month | -7.81% | -17.69% |
| Best Year | 5.69% | 38.02% |
| Worst Year | 1.9% | 17.02% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.86% | 9.8% |
| Avg. Down Week | -3.51% | -4.81% |
| Avg. Up Month | 5.59% | 16.18% |
| Avg. Down Month | -3.46% | -4.68% |
| Win Days % | 49.15% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 45.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |