| Metric | 11396486:btcusd:triple_med_gx:lsma75_120 | 11396486:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 2.13% | 61.16% |
| Max Drawdown | -15.77% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.15 | 0.85 |
| Payoff Ratio | 1.12 | 1.15 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.54 | 0.65 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 45.24 | 3.03 |
| Outlier Loss Ratio | 3.81 | 2.93 |
| Volatility (ann.) | 7.66% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.13 | 2.0 |
| Skew | 0.31 | 0.21 |
| Kurtosis | 27.68 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.16% | 3.74% |
| Expected Yearly % | 1.06% | 26.95% |
| Kelly Criterion | -1.95% | 9.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.13% |
| Expected Shortfall (cVaR) | -0.66% | -2.13% |
| Year | 11396486:BTCUSD | 11396486:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.55 | 0.09 | - |
| 2025 | 16.76 | -1.38 | -0.08 | - |
| Metric | 11396486:btcusd:triple_med_gx:lsma75_120 | 11396486:BTCUSD |
|---|---|---|
| MTD | 2.71% | 4.16% |
| 3M | -2.0% | 31.46% |
| 6M | 3.17% | 12.77% |
| YTD | -1.38% | 16.76% |
| 1Y | 5.47% | 56.84% |
| 3Y (ann.) | 2.07% | 59.12% |
| 5Y (ann.) | 2.07% | 59.12% |
| Metric | 11396486:btcusd:triple_med_gx:lsma75_120 | 11396486:BTCUSD |
|---|---|---|
| Max Drawdown | -15.77% | -29.51% |
| Longest DD Days | 153.0 | 144.0 |
| Avg. Drawdown | -3.71% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.13 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-05 | -15.77 | 153 |
| 2025-03-06 | 2025-06-11 | -9.78 | 97 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2025-01-04 | 2025-02-14 | -2.92 | 41 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-06 | 2024-12-08 | -1.63 | 2 |
| 2024-12-13 | 2024-12-31 | -1.60 | 17 |
| 2025-02-14 | 2025-03-06 | -1.33 | 19 |
| 2024-11-05 | 2024-12-06 | -1.18 | 30 |
| 2024-12-31 | 2025-01-01 | -0.89 | 1 |
| Metric | 11396486:btcusd:triple_med_gx:lsma75_120 | 11396486:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 8.22% | 37.42% |
| Worst Month | -11.52% | -17.69% |
| Best Year | 3.55% | 38.02% |
| Worst Year | -1.38% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.73% | -0.72% |
| Avg. Up Week | 2.61% | 4.79% |
| Avg. Down Week | -1.73% | -3.27% |
| Avg. Up Month | 4.29% | 13.9% |
| Avg. Down Month | -5.68% | -9.04% |
| Win Days % | 46.12% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |