| Metric | 11396485:btcusd:triple_med_gx:lsma70_120 | 11396485:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 8.7% | 61.16% |
| Max Drawdown | -14.55% | -29.51% |
| Sharpe | 0.29 | 0.59 |
| Sortino | 0.42 | 0.85 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.12 | 1.1 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 41.98 | 3.06 |
| Outlier Loss Ratio | 3.74 | 2.9 |
| Volatility (ann.) | 8.07% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.58 | 2.0 |
| Skew | -0.3 | 0.21 |
| Kurtosis | 30.92 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.64% | 3.74% |
| Expected Yearly % | 4.26% | 26.95% |
| Kelly Criterion | 1.82% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11396485:BTCUSD | 11396485:btcusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.53 | 0.15 | - |
| 2025 | 16.76 | 3.00 | 0.18 | - |
| Metric | 11396485:btcusd:triple_med_gx:lsma70_120 | 11396485:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 2.35% | 31.46% |
| 6M | 5.55% | 12.77% |
| YTD | 3.0% | 16.76% |
| 1Y | 11.19% | 56.84% |
| 3Y (ann.) | 8.46% | 59.12% |
| 5Y (ann.) | 8.46% | 59.12% |
| Metric | 11396485:btcusd:triple_med_gx:lsma70_120 | 11396485:BTCUSD |
|---|---|---|
| Max Drawdown | -14.55% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -3.63% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 0.6 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-11 | -14.55 | 126 |
| 2025-03-06 | 2025-06-11 | -9.30 | 97 |
| 2024-12-05 | 2025-01-02 | -6.95 | 27 |
| 2025-01-04 | 2025-02-14 | -2.92 | 41 |
| 2024-10-30 | 2024-11-05 | -1.49 | 5 |
| 2025-02-14 | 2025-03-06 | -1.33 | 19 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| 2024-10-11 | 2024-10-12 | -0.65 | 0 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| Metric | 11396485:btcusd:triple_med_gx:lsma70_120 | 11396485:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.65% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 8.65% | 37.42% |
| Worst Month | -9.95% | -17.69% |
| Best Year | 5.53% | 38.02% |
| Worst Year | 3.0% | 16.76% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.56% | 5.49% |
| Avg. Down Week | -1.41% | -3.26% |
| Avg. Up Month | 4.0% | 12.39% |
| Avg. Down Month | -3.37% | -7.82% |
| Win Days % | 47.56% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |