| Metric | 11385234:btcusd:triple_med_gx:lsma135_80 | 11385234:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 1.99% | 61.52% |
| Max Drawdown | -22.87% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.14 | 0.86 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.12 | 0.97 |
| Outlier Win Ratio | 34.82 | 3.21 |
| Outlier Loss Ratio | 3.14 | 3.17 |
| Volatility (ann.) | 10.3% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.08 | 2.02 |
| Skew | 0.09 | 0.21 |
| Kurtosis | 33.15 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.15% | 3.76% |
| Expected Yearly % | 0.99% | 27.09% |
| Kelly Criterion | -1.28% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11385234:BTCUSD | 11385234:btcusd:triple_med_gx:lsma135_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.97 | 0.18 | - |
| 2025 | 17.02 | -4.66 | -0.27 | - |
| Metric | 11385234:btcusd:triple_med_gx:lsma135_80 | 11385234:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.02% | 31.76% |
| 6M | -11.68% | 12.25% |
| YTD | -4.66% | 17.02% |
| 1Y | 1.99% | 57.19% |
| 3Y (ann.) | 1.93% | 59.47% |
| 5Y (ann.) | 1.93% | 59.47% |
| Metric | 11385234:btcusd:triple_med_gx:lsma135_80 | 11385234:BTCUSD |
|---|---|---|
| Max Drawdown | -22.87% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -3.59% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.09 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -22.87 | 233 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-12 | 2024-08-19 | -1.00 | 38 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-09-16 | 2024-09-17 | -0.18 | 0 |
| Metric | 11385234:btcusd:triple_med_gx:lsma135_80 | 11385234:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -8.1% | -12.33% |
| Best Month | 9.35% | 37.42% |
| Worst Month | -8.99% | -17.69% |
| Best Year | 6.97% | 38.02% |
| Worst Year | -4.66% | 17.02% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.94% | -0.95% |
| Avg. Up Week | 4.57% | 8.63% |
| Avg. Down Week | -4.19% | -3.53% |
| Avg. Up Month | 6.35% | 19.63% |
| Avg. Down Month | -5.54% | -7.67% |
| Win Days % | 48.54% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |