| Metric | 11383644:btcusd:triple_med_gx:lsma30_75 | 11383644:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 12.01% | 61.52% |
| Max Drawdown | -10.17% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.5 | 0.86 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 1.77 | 1.07 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.56 | 0.97 |
| Outlier Win Ratio | 31.95 | 3.03 |
| Outlier Loss Ratio | 3.87 | 3.06 |
| Volatility (ann.) | 9.02% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.15 | 2.02 |
| Skew | -0.1 | 0.21 |
| Kurtosis | 28.4 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.88% | 3.76% |
| Expected Yearly % | 5.83% | 27.09% |
| Kelly Criterion | 1.23% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.13% |
| Expected Shortfall (cVaR) | -0.77% | -2.13% |
| Year | 11383644:BTCUSD | 11383644:btcusd:triple_med_gx:lsma30_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.57 | 0.30 | - |
| 2025 | 17.02 | 0.39 | 0.02 | - |
| Metric | 11383644:btcusd:triple_med_gx:lsma30_75 | 11383644:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.45% | 31.76% |
| 6M | 5.63% | 12.25% |
| YTD | 0.39% | 17.02% |
| 1Y | 12.21% | 57.19% |
| 3Y (ann.) | 11.67% | 59.47% |
| 5Y (ann.) | 11.67% | 59.47% |
| Metric | 11383644:btcusd:triple_med_gx:lsma30_75 | 11383644:BTCUSD |
|---|---|---|
| Max Drawdown | -10.17% | -29.51% |
| Longest DD Days | 162.0 | 144.0 |
| Avg. Drawdown | -2.58% | -4.82% |
| Avg. Drawdown Days | 25.0 | 14.0 |
| Recovery Factor | 1.18 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-06-11 | -10.17 | 136 |
| 2024-06-10 | 2024-11-20 | -8.88 | 162 |
| 2025-01-10 | 2025-01-14 | -5.46 | 3 |
| 2024-12-20 | 2024-12-20 | -4.39 | 0 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2025-01-09 | 2025-01-10 | -0.33 | 0 |
| 2024-11-22 | 2024-12-11 | -0.30 | 19 |
| Metric | 11383644:btcusd:triple_med_gx:lsma30_75 | 11383644:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 7.67% | 18.93% |
| Worst Week | -6.25% | -12.33% |
| Best Month | 7.92% | 37.42% |
| Worst Month | -7.19% | -17.69% |
| Best Year | 11.57% | 38.02% |
| Worst Year | 0.39% | 17.02% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.17% | 4.52% |
| Avg. Down Week | -2.8% | -5.03% |
| Avg. Up Month | 3.65% | 13.26% |
| Avg. Down Month | -4.66% | -11.25% |
| Win Days % | 48.59% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 58.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |