| Metric | 11386551:btcusd:triple_med_gx:lsma115_85 | 11386551:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.27% | 61.52% |
| Max Drawdown | -16.12% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.23 | 0.86 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 0.45 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 0.42 | 0.97 |
| Outlier Win Ratio | 46.99 | 3.01 |
| Outlier Loss Ratio | 3.09 | 2.89 |
| Volatility (ann.) | 8.67% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.26 | 2.02 |
| Skew | 0.55 | 0.21 |
| Kurtosis | 47.19 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.32% | 3.76% |
| Expected Yearly % | 2.11% | 27.09% |
| Kelly Criterion | -0.48% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11386551:BTCUSD | 11386551:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.03 | 0.11 | - |
| 2025 | 17.02 | 0.24 | 0.01 | - |
| Metric | 11386551:btcusd:triple_med_gx:lsma115_85 | 11386551:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.34% | 31.76% |
| 6M | -7.0% | 12.25% |
| YTD | 0.24% | 17.02% |
| 1Y | 3.59% | 57.19% |
| 3Y (ann.) | 4.16% | 59.47% |
| 5Y (ann.) | 4.16% | 59.47% |
| Metric | 11386551:btcusd:triple_med_gx:lsma115_85 | 11386551:BTCUSD |
|---|---|---|
| Max Drawdown | -16.12% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.02% | -4.82% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | 0.26 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -16.12 | 175 |
| 2024-07-03 | 2024-09-19 | -9.48 | 77 |
| 2024-11-12 | 2024-12-17 | -3.44 | 35 |
| 2024-09-20 | 2024-11-10 | -1.76 | 51 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386551:btcusd:triple_med_gx:lsma115_85 | 11386551:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 9.68% | 18.93% |
| Worst Week | -7.22% | -12.33% |
| Best Month | 9.68% | 37.42% |
| Worst Month | -7.22% | -17.69% |
| Best Year | 4.03% | 38.02% |
| Worst Year | 0.24% | 17.02% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.89% | -0.96% |
| Avg. Up Week | 4.02% | 8.58% |
| Avg. Down Week | -3.08% | -4.46% |
| Avg. Up Month | 5.16% | 16.18% |
| Avg. Down Month | -5.27% | -2.66% |
| Win Days % | 47.7% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |