| Metric | 11398409:btcusd:triple_med_gx:lsma75_125 | 11398409:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 8.82% | 61.16% |
| Max Drawdown | -12.02% | -29.51% |
| Sharpe | 0.26 | 0.59 |
| Sortino | 0.39 | 0.85 |
| Payoff Ratio | 1.1 | 1.02 |
| Profit Factor | 1.11 | 1.1 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.42 | 0.98 |
| Outlier Win Ratio | 35.34 | 3.11 |
| Outlier Loss Ratio | 3.54 | 2.94 |
| Volatility (ann.) | 9.47% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.71 | 2.0 |
| Skew | 1.22 | 0.21 |
| Kurtosis | 67.51 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.65% | 3.74% |
| Expected Yearly % | 4.32% | 26.95% |
| Kelly Criterion | 2.91% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11398409:BTCUSD | 11398409:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.26 | 0.38 | - |
| 2025 | 16.76 | -4.76 | -0.28 | - |
| Metric | 11398409:btcusd:triple_med_gx:lsma75_125 | 11398409:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | -1.84% | 31.46% |
| 6M | 0.05% | 12.77% |
| YTD | -4.76% | 16.76% |
| 1Y | 8.85% | 56.84% |
| 3Y (ann.) | 8.58% | 59.12% |
| 5Y (ann.) | 8.58% | 59.12% |
| Metric | 11398409:btcusd:triple_med_gx:lsma75_125 | 11398409:BTCUSD |
|---|---|---|
| Max Drawdown | -12.02% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -2.77% | -4.82% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | 0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-05 | -12.02 | 145 |
| 2025-01-05 | 2025-06-11 | -9.44 | 157 |
| 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 |
| 2024-11-05 | 2024-11-06 | -0.83 | 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 |
| Metric | 11398409:btcusd:triple_med_gx:lsma75_125 | 11398409: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 | 14.26% | 38.02% |
| Worst Year | -4.76% | 16.76% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 3.24% | 5.9% |
| Avg. Down Week | -3.19% | -3.22% |
| Avg. Up Month | 3.56% | 12.39% |
| Avg. Down Month | -5.2% | -11.25% |
| Win Days % | 49.24% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 56.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |