| Metric | 11396488:btcusd:triple_med_gx:lsma85_120 | 11396488:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 3.59% | 61.16% |
| Max Drawdown | -12.8% | -29.51% |
| Sharpe | 0.16 | 0.59 |
| Sortino | 0.23 | 0.85 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 0.64 | 1.07 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 0.59 | 0.98 |
| Outlier Win Ratio | 52.43 | 3.0 |
| Outlier Loss Ratio | 3.76 | 2.88 |
| Volatility (ann.) | 7.03% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.27 | 2.0 |
| Skew | 0.11 | 0.21 |
| Kurtosis | 32.67 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.27% | 3.74% |
| Expected Yearly % | 1.78% | 26.95% |
| Kelly Criterion | -2.01% | 6.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11396488:BTCUSD | 11396488:btcusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.45 | 0.17 | - |
| 2025 | 16.76 | -2.69 | -0.16 | - |
| Metric | 11396488:btcusd:triple_med_gx:lsma85_120 | 11396488:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | -3.05% | 31.46% |
| 6M | 2.62% | 12.77% |
| YTD | -2.69% | 16.76% |
| 1Y | 6.23% | 56.84% |
| 3Y (ann.) | 3.49% | 59.12% |
| 5Y (ann.) | 3.49% | 59.12% |
| Metric | 11396488:btcusd:triple_med_gx:lsma85_120 | 11396488:BTCUSD |
|---|---|---|
| Max Drawdown | -12.8% | -29.51% |
| Longest DD Days | 129.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.82% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 0.28 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -12.80 | 129 |
| 2025-02-14 | 2025-06-11 | -11.93 | 116 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2024-11-08 | 2024-12-08 | -1.83 | 30 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-04 | 2024-11-05 | -1.40 | 1 |
| 2024-11-05 | 2024-11-06 | -1.18 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| Metric | 11396488:btcusd:triple_med_gx:lsma85_120 | 11396488:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 5.6% | 18.93% |
| Worst Week | -5.21% | -12.33% |
| Best Month | 5.6% | 37.42% |
| Worst Month | -8.48% | -17.69% |
| Best Year | 6.45% | 38.02% |
| Worst Year | -2.69% | 16.76% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.65% | 6.28% |
| Avg. Down Week | -1.5% | -4.01% |
| Avg. Up Month | 4.39% | 13.9% |
| Avg. Down Month | -6.89% | -4.72% |
| Win Days % | 46.24% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 39.13% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |