| Metric | 11382529:btcusd:triple_med_gx:lsma115_70 | 11382529:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 2.88% | 61.52% |
| Max Drawdown | -19.43% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.24 | 0.97 |
| Outlier Win Ratio | 36.62 | 3.07 |
| Outlier Loss Ratio | 3.21 | 3.0 |
| Volatility (ann.) | 9.61% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.14 | 2.02 |
| Skew | 0.07 | 0.21 |
| Kurtosis | 36.43 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.22% | 3.76% |
| Expected Yearly % | 1.43% | 27.09% |
| Kelly Criterion | 0.0% | 4.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11382529:BTCUSD | 11382529:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.96 | 0.26 | - |
| 2025 | 17.02 | -6.44 | -0.38 | - |
| Metric | 11382529:btcusd:triple_med_gx:lsma115_70 | 11382529:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.7% | 31.76% |
| 6M | -11.72% | 12.25% |
| YTD | -6.44% | 17.02% |
| 1Y | 2.88% | 57.19% |
| 3Y (ann.) | 2.8% | 59.47% |
| 5Y (ann.) | 2.8% | 59.47% |
| Metric | 11382529:btcusd:triple_med_gx:lsma115_70 | 11382529:BTCUSD |
|---|---|---|
| Max Drawdown | -19.43% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.9% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.15 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -19.43 | 175 |
| 2024-07-04 | 2024-09-19 | -7.65 | 77 |
| 2024-09-20 | 2024-10-18 | -2.60 | 28 |
| 2024-11-12 | 2024-12-16 | -1.91 | 34 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-10-18 | 2024-11-08 | -0.94 | 21 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11382529:btcusd:triple_med_gx:lsma115_70 | 11382529:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.77% | 18.93% |
| Worst Week | -5.92% | -12.33% |
| Best Month | 15.34% | 37.42% |
| Worst Month | -8.38% | -17.69% |
| Best Year | 9.96% | 38.02% |
| Worst Year | -6.44% | 17.02% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 3.6% | 9.66% |
| Avg. Down Week | -2.82% | -3.65% |
| Avg. Up Month | 4.75% | 16.18% |
| Avg. Down Month | -3.28% | -2.66% |
| Win Days % | 48.94% | 51.9% |
| Win Month % | 63.64% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |