| Metric | 11397959:btcusd:triple_med_gx:lsma35_125 | 11397959:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 5.7% | 61.16% |
| Max Drawdown | -18.7% | -29.51% |
| Sharpe | 0.18 | 0.59 |
| Sortino | 0.26 | 0.85 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.54 | 0.64 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 26.1 | 3.18 |
| Outlier Loss Ratio | 4.04 | 3.12 |
| Volatility (ann.) | 10.34% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.3 | 2.0 |
| Skew | -0.49 | 0.21 |
| Kurtosis | 21.9 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.43% | 3.74% |
| Expected Yearly % | 2.81% | 26.95% |
| Kelly Criterion | -2.91% | 8.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11397959:BTCUSD | 11397959:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.47 | 0.20 | - |
| 2025 | 16.76 | -1.65 | -0.10 | - |
| Metric | 11397959:btcusd:triple_med_gx:lsma35_125 | 11397959:BTCUSD |
|---|---|---|
| MTD | -0.04% | 4.16% |
| 3M | 1.94% | 31.46% |
| 6M | -5.33% | 12.77% |
| YTD | -1.65% | 16.76% |
| 1Y | 0.54% | 56.84% |
| 3Y (ann.) | 5.55% | 59.12% |
| 5Y (ann.) | 5.55% | 59.12% |
| Metric | 11397959:btcusd:triple_med_gx:lsma35_125 | 11397959:BTCUSD |
|---|---|---|
| Max Drawdown | -18.7% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -3.37% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -18.70 | 184 |
| 2024-06-05 | 2024-08-08 | -8.31 | 64 |
| 2024-08-09 | 2024-10-28 | -6.48 | 80 |
| 2024-12-01 | 2024-12-06 | -2.82 | 4 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-30 | 2024-12-01 | -1.05 | 1 |
| 2024-12-06 | 2024-12-08 | -0.77 | 2 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| Metric | 11397959:btcusd:triple_med_gx:lsma35_125 | 11397959:BTCUSD |
|---|---|---|
| Best Day | 4.23% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.58% | 18.93% |
| Worst Week | -4.93% | -12.33% |
| Best Month | 6.21% | 37.42% |
| Worst Month | -3.9% | -17.69% |
| Best Year | 7.47% | 38.02% |
| Worst Year | -1.65% | 16.76% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 2.27% | 4.27% |
| Avg. Down Week | -2.28% | -3.82% |
| Avg. Up Month | 2.08% | 17.28% |
| Avg. Down Month | -3.12% | -10.46% |
| Win Days % | 45.9% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 47.37% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |