| Metric | 11396761:btcusd:triple_med_gx:lsma75_120 | 11396761:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -2.12% | 75.42% |
| Max Drawdown | -13.64% | -29.51% |
| Sharpe | -0.01 | 0.63 |
| Sortino | -0.01 | 0.92 |
| Payoff Ratio | 1.06 | 0.99 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 37.07 | 3.09 |
| Outlier Loss Ratio | 3.6 | 3.07 |
| Volatility (ann.) | 9.22% | 24.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.14 | 2.19 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 68.92 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.15% | 4.1% |
| Expected Yearly % | -1.07% | 32.45% |
| Kelly Criterion | -3.94% | 3.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | 11396761:BTCUSD | 11396761:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.26 | 0.27 | - |
| 2025 | 27.10 | -11.23 | -0.41 | - |
| Metric | 11396761:btcusd:triple_med_gx:lsma75_120 | 11396761:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -8.39% | 41.88% |
| 6M | -12.21% | 22.91% |
| YTD | -11.23% | 27.1% |
| 1Y | 6.36% | 82.29% |
| 3Y (ann.) | -1.89% | 64.73% |
| 5Y (ann.) | -1.89% | 64.73% |
| Metric | 11396761:btcusd:triple_med_gx:lsma75_120 | 11396761:BTCUSD |
|---|---|---|
| Max Drawdown | -13.64% | -29.51% |
| Longest DD Days | 193.0 | 144.0 |
| Avg. Drawdown | -3.38% | -4.71% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | -0.16 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -13.64 | 146 |
| 2025-01-05 | 2025-07-17 | -13.18 | 193 |
| 2024-11-07 | 2024-12-11 | -4.41 | 33 |
| 2024-06-10 | 2024-06-12 | -3.44 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2025-01-03 | -0.64 | 20 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-07 | 2024-06-09 | -0.37 | 1 |
| Metric | 11396761:btcusd:triple_med_gx:lsma75_120 | 11396761:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.73% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 10.73% | 37.42% |
| Worst Month | -9.05% | -17.69% |
| Best Year | 10.26% | 38.02% |
| Worst Year | -11.23% | 27.1% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 3.16% | 5.18% |
| Avg. Down Week | -2.52% | -3.92% |
| Avg. Up Month | 3.47% | 13.76% |
| Avg. Down Month | -4.07% | -8.96% |
| Win Days % | 46.62% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |