| Metric | 11383645:btcusd:triple_med_gx:lsma40_75 | 11383645:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 10.66% | 61.52% |
| Max Drawdown | -15.11% | -29.51% |
| Sharpe | 0.33 | 0.59 |
| Sortino | 0.47 | 0.86 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 1.13 | 1.1 |
| Common Sense Ratio | 2.21 | 1.07 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.96 | 0.97 |
| Outlier Win Ratio | 36.23 | 3.08 |
| Outlier Loss Ratio | 3.83 | 3.1 |
| Volatility (ann.) | 8.56% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.69 | 2.02 |
| Skew | -0.37 | 0.21 |
| Kurtosis | 25.59 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.78% | 3.76% |
| Expected Yearly % | 5.2% | 27.09% |
| Kelly Criterion | -0.54% | 2.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11383645:BTCUSD | 11383645:btcusd:triple_med_gx:lsma40_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 20.16 | 0.53 | - |
| 2025 | 17.02 | -7.90 | -0.46 | - |
| Metric | 11383645:btcusd:triple_med_gx:lsma40_75 | 11383645:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.76% | 31.76% |
| 6M | -6.4% | 12.25% |
| YTD | -7.9% | 17.02% |
| 1Y | 10.66% | 57.19% |
| 3Y (ann.) | 10.36% | 59.47% |
| 5Y (ann.) | 10.36% | 59.47% |
| Metric | 11383645:btcusd:triple_med_gx:lsma40_75 | 11383645:BTCUSD |
|---|---|---|
| Max Drawdown | -15.11% | -29.51% |
| Longest DD Days | 136.0 | 144.0 |
| Avg. Drawdown | -2.71% | -4.82% |
| Avg. Drawdown Days | 18.0 | 14.0 |
| Recovery Factor | 0.71 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-06-11 | -15.11 | 136 |
| 2024-07-10 | 2024-08-23 | -6.99 | 44 |
| 2024-06-11 | 2024-07-06 | -4.61 | 25 |
| 2025-01-10 | 2025-01-14 | -4.59 | 3 |
| 2024-10-25 | 2024-11-05 | -2.34 | 11 |
| 2024-07-07 | 2024-07-10 | -2.10 | 3 |
| 2024-11-05 | 2024-11-07 | -1.79 | 1 |
| 2024-08-24 | 2024-09-02 | -1.72 | 9 |
| 2024-11-07 | 2024-11-20 | -1.34 | 12 |
| 2024-11-22 | 2024-12-15 | -1.08 | 22 |
| Metric | 11383645:btcusd:triple_med_gx:lsma40_75 | 11383645:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 6.14% | 18.93% |
| Worst Week | -9.39% | -12.33% |
| Best Month | 8.22% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | 20.16% | 38.02% |
| Worst Year | -7.9% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 2.54% | 4.73% |
| Avg. Down Week | -2.74% | -5.11% |
| Avg. Up Month | 3.32% | 13.26% |
| Avg. Down Month | -4.44% | -9.04% |
| Win Days % | 49.61% | 51.9% |
| Win Month % | 72.73% | 61.54% |
| Win Week % | 64.52% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |