| Metric | 11399490:btcusd:triple_med_gx:lsma80_130 | 11399490:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.0% | 61.16% |
| Max Drawdown | -12.9% | -29.51% |
| Sharpe | 0.17 | 0.59 |
| Sortino | 0.25 | 0.85 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.08 | 1.1 |
| Common Sense Ratio | 0.38 | 1.07 |
| CPC Index | 0.58 | 0.69 |
| Tail Ratio | 0.35 | 0.98 |
| Outlier Win Ratio | 53.44 | 2.98 |
| Outlier Loss Ratio | 3.85 | 2.78 |
| Volatility (ann.) | 7.36% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.3 | 2.0 |
| Skew | 0.61 | 0.21 |
| Kurtosis | 45.99 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.74% |
| Expected Yearly % | 1.98% | 26.95% |
| Kelly Criterion | -2.61% | 12.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11399490:BTCUSD | 11399490:btcusd:triple_med_gx:lsma80_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.69 | -0.18 | - |
| 2025 | 16.76 | 11.46 | 0.68 | - |
| Metric | 11399490:btcusd:triple_med_gx:lsma80_130 | 11399490:BTCUSD |
|---|---|---|
| MTD | 2.27% | 4.16% |
| 3M | 7.54% | 31.46% |
| 6M | 8.87% | 12.77% |
| YTD | 11.46% | 16.76% |
| 1Y | 1.89% | 56.84% |
| 3Y (ann.) | 3.89% | 59.12% |
| 5Y (ann.) | 3.89% | 59.12% |
| Metric | 11399490:btcusd:triple_med_gx:lsma80_130 | 11399490:BTCUSD |
|---|---|---|
| Max Drawdown | -12.9% | -29.51% |
| Longest DD Days | 247.0 | 144.0 |
| Avg. Drawdown | -3.05% | -4.82% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | 0.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -12.90 | 247 |
| 2024-06-05 | 2024-08-12 | -8.12 | 68 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-09-09 | 2024-09-10 | -0.37 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399490:btcusd:triple_med_gx:lsma80_130 | 11399490:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -7.45% | -12.33% |
| Best Month | 6.54% | 37.42% |
| Worst Month | -8.04% | -17.69% |
| Best Year | 11.46% | 38.02% |
| Worst Year | -6.69% | 16.76% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 2.12% | 5.3% |
| Avg. Down Week | -3.03% | -3.71% |
| Avg. Up Month | 2.18% | 8.26% |
| Avg. Down Month | -3.73% | -4.22% |
| Win Days % | 43.33% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 56.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |