| Metric | 11386596:btcusd:triple_med_gx:lsma115_85 | 11386596:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 3.6% | 61.52% |
| Max Drawdown | -21.5% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.21 | 0.86 |
| Payoff Ratio | 1.14 | 1.16 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 0.16 | 1.07 |
| CPC Index | 0.56 | 0.66 |
| Tail Ratio | 0.15 | 0.97 |
| Outlier Win Ratio | 46.41 | 2.92 |
| Outlier Loss Ratio | 3.2 | 2.87 |
| Volatility (ann.) | 8.39% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.16 | 2.02 |
| Skew | 0.88 | 0.21 |
| Kurtosis | 50.07 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.27% | 3.76% |
| Expected Yearly % | 1.78% | 27.09% |
| Kelly Criterion | -1.52% | 10.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11386596:BTCUSD | 11386596:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.96 | 0.29 | - |
| 2025 | 17.02 | -6.63 | -0.39 | - |
| Metric | 11386596:btcusd:triple_med_gx:lsma115_85 | 11386596:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.21% | 31.76% |
| 6M | -16.55% | 12.25% |
| YTD | -6.63% | 17.02% |
| 1Y | 3.24% | 57.19% |
| 3Y (ann.) | 3.5% | 59.47% |
| 5Y (ann.) | 3.5% | 59.47% |
| Metric | 11386596:btcusd:triple_med_gx:lsma115_85 | 11386596:BTCUSD |
|---|---|---|
| Max Drawdown | -21.5% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.48% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.17 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -21.50 | 211 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-11-10 | -1.74 | 50 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-22 | 2024-09-17 | -1.04 | 26 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386596:btcusd:triple_med_gx:lsma115_85 | 11386596:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 12.58% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 12.58% | 37.42% |
| Worst Month | -10.63% | -17.69% |
| Best Year | 10.96% | 38.02% |
| Worst Year | -6.63% | 17.02% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.86% | -0.86% |
| Avg. Up Week | 5.13% | 9.38% |
| Avg. Down Week | -2.88% | -3.37% |
| Avg. Up Month | 6.09% | 17.44% |
| Avg. Down Month | -4.6% | -7.67% |
| Win Days % | 45.98% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |