| Metric | 11399822:btcusd:triple_med_gx:lsma75_130 | 11399822:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 11.32% | 61.16% |
| Max Drawdown | -15.9% | -29.51% |
| Sharpe | 0.37 | 0.59 |
| Sortino | 0.55 | 0.85 |
| Payoff Ratio | 1.11 | 1.13 |
| Profit Factor | 1.15 | 1.1 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 40.67 | 3.07 |
| Outlier Loss Ratio | 3.8 | 2.93 |
| Volatility (ann.) | 7.9% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.69 | 2.0 |
| Skew | 0.58 | 0.21 |
| Kurtosis | 26.14 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.83% | 3.74% |
| Expected Yearly % | 5.51% | 26.95% |
| Kelly Criterion | 3.48% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11399822:BTCUSD | 11399822:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.07 | 0.16 | - |
| 2025 | 16.76 | 4.94 | 0.29 | - |
| Metric | 11399822:btcusd:triple_med_gx:lsma75_130 | 11399822:BTCUSD |
|---|---|---|
| MTD | 4.17% | 4.16% |
| 3M | 1.27% | 31.46% |
| 6M | 9.78% | 12.77% |
| YTD | 4.94% | 16.76% |
| 1Y | 14.96% | 56.84% |
| 3Y (ann.) | 11.0% | 59.12% |
| 5Y (ann.) | 11.0% | 59.12% |
| Metric | 11399822:btcusd:triple_med_gx:lsma75_130 | 11399822:BTCUSD |
|---|---|---|
| Max Drawdown | -15.9% | -29.51% |
| Longest DD Days | 131.0 | 144.0 |
| Avg. Drawdown | -2.86% | -4.82% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.71 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -15.90 | 131 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2025-03-06 | 2025-06-11 | -5.43 | 97 |
| 2025-01-04 | 2025-02-14 | -2.80 | 41 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-06 | 2024-12-08 | -1.63 | 2 |
| 2024-12-13 | 2024-12-31 | -1.60 | 17 |
| 2024-11-04 | 2024-11-05 | -1.40 | 1 |
| 2025-02-14 | 2025-03-06 | -1.35 | 19 |
| 2024-11-05 | 2024-12-06 | -1.18 | 30 |
| Metric | 11399822:btcusd:triple_med_gx:lsma75_130 | 11399822:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 9.93% | 37.42% |
| Worst Month | -11.52% | -17.69% |
| Best Year | 6.07% | 38.02% |
| Worst Year | 4.94% | 16.76% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 3.21% | 4.79% |
| Avg. Down Week | -1.55% | -3.28% |
| Avg. Up Month | 4.46% | 13.94% |
| Avg. Down Month | -3.61% | -8.96% |
| Win Days % | 49.15% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |