| Metric | 11387967:btcusd:triple_med_gx:lsma115_90 | 11387967:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 10.8% | 61.52% |
| Max Drawdown | -17.97% | -29.51% |
| Sharpe | 0.35 | 0.59 |
| Sortino | 0.55 | 0.86 |
| Payoff Ratio | 1.31 | 1.28 |
| Profit Factor | 1.17 | 1.1 |
| Common Sense Ratio | 0.02 | 1.07 |
| CPC Index | 0.68 | 0.73 |
| Tail Ratio | 0.01 | 0.97 |
| Outlier Win Ratio | 48.63 | 3.07 |
| Outlier Loss Ratio | 3.53 | 2.83 |
| Volatility (ann.) | 8.02% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.58 | 2.02 |
| Skew | 1.49 | 0.21 |
| Kurtosis | 44.48 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.79% | 3.76% |
| Expected Yearly % | 5.26% | 27.09% |
| Kelly Criterion | 2.06% | 14.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11387967:BTCUSD | 11387967:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.65 | 0.31 | - |
| 2025 | 17.02 | -0.76 | -0.04 | - |
| Metric | 11387967:btcusd:triple_med_gx:lsma115_90 | 11387967:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.65% | 31.76% |
| 6M | -7.87% | 12.25% |
| YTD | -0.76% | 17.02% |
| 1Y | 10.94% | 57.19% |
| 3Y (ann.) | 10.49% | 59.47% |
| 5Y (ann.) | 10.49% | 59.47% |
| Metric | 11387967:btcusd:triple_med_gx:lsma115_90 | 11387967:BTCUSD |
|---|---|---|
| Max Drawdown | -17.97% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.88% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.6 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -17.97 | 175 |
| 2024-06-02 | 2024-08-23 | -7.61 | 82 |
| 2024-09-20 | 2024-11-11 | -2.54 | 51 |
| 2024-11-12 | 2024-12-16 | -2.26 | 34 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-08-24 | 2024-09-17 | -0.44 | 24 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11387967:btcusd:triple_med_gx:lsma115_90 | 11387967:BTCUSD |
|---|---|---|
| Best Day | 4.76% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 9.68% | 18.93% |
| Worst Week | -7.16% | -12.33% |
| Best Month | 9.68% | 37.42% |
| Worst Month | -7.16% | -17.69% |
| Best Year | 11.65% | 38.02% |
| Worst Year | -0.76% | 17.02% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.31% | 9.14% |
| Avg. Down Week | -3.18% | -5.3% |
| Avg. Up Month | 4.01% | 15.1% |
| Avg. Down Month | -4.01% | -7.59% |
| Win Days % | 44.51% | 51.9% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 43.48% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |