| Metric | 11383793:btcusd:triple_med_gx:lsma115_75 | 11383793:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 9.04% | 61.52% |
| Max Drawdown | -21.32% | -29.51% |
| Sharpe | 0.27 | 0.59 |
| Sortino | 0.41 | 0.86 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.35 | 0.97 |
| Outlier Win Ratio | 35.97 | 3.08 |
| Outlier Loss Ratio | 3.35 | 3.0 |
| Volatility (ann.) | 9.19% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.41 | 2.02 |
| Skew | 0.68 | 0.21 |
| Kurtosis | 31.09 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.67% | 3.76% |
| Expected Yearly % | 4.42% | 27.09% |
| Kelly Criterion | 1.75% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11383793:BTCUSD | 11383793:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 15.85 | 0.42 | - |
| 2025 | 17.02 | -5.88 | -0.35 | - |
| Metric | 11383793:btcusd:triple_med_gx:lsma115_75 | 11383793:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.05% | 31.76% |
| 6M | -10.24% | 12.25% |
| YTD | -5.88% | 17.02% |
| 1Y | 9.04% | 57.19% |
| 3Y (ann.) | 8.79% | 59.47% |
| 5Y (ann.) | 8.79% | 59.47% |
| Metric | 11383793:btcusd:triple_med_gx:lsma115_75 | 11383793:BTCUSD |
|---|---|---|
| Max Drawdown | -21.32% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.36% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | 0.42 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -21.32 | 175 |
| 2024-07-02 | 2024-08-23 | -8.16 | 52 |
| 2024-08-24 | 2024-09-17 | -3.77 | 24 |
| 2024-09-20 | 2024-11-10 | -2.81 | 50 |
| 2024-11-12 | 2024-12-15 | -2.26 | 33 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11383793:btcusd:triple_med_gx:lsma115_75 | 11383793:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 13.52% | 18.93% |
| Worst Week | -7.55% | -12.33% |
| Best Month | 13.31% | 37.42% |
| Worst Month | -4.66% | -17.69% |
| Best Year | 15.85% | 38.02% |
| Worst Year | -5.88% | 17.02% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.97% | 10.38% |
| Avg. Down Week | -3.1% | -5.04% |
| Avg. Up Month | 4.55% | 16.18% |
| Avg. Down Month | -3.96% | -7.67% |
| Win Days % | 47.39% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |