| Metric | 11402509:btcusd:triple_med_gx:lsma170_135 | 11402509:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 15.69% | 61.16% |
| Max Drawdown | -18.19% | -29.51% |
| Sharpe | 0.42 | 0.59 |
| Sortino | 0.7 | 0.85 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.74 | 0.7 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 44.0 | 3.03 |
| Outlier Loss Ratio | 2.97 | 2.89 |
| Volatility (ann.) | 9.57% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.84 | 2.0 |
| Skew | 3.61 | 0.21 |
| Kurtosis | 76.14 | 7.02 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.13% | 3.74% |
| Expected Yearly % | 7.56% | 26.95% |
| Kelly Criterion | 4.77% | 12.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11402509:BTCUSD | 11402509:btcusd:triple_med_gx:lsma170_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.45 | 0.88 | - |
| 2025 | 16.76 | -13.31 | -0.79 | - |
| Metric | 11402509:btcusd:triple_med_gx:lsma170_135 | 11402509:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.07% | 31.46% |
| 6M | -13.31% | 12.77% |
| YTD | -13.31% | 16.76% |
| 1Y | 12.42% | 56.84% |
| 3Y (ann.) | 15.24% | 59.12% |
| 5Y (ann.) | 15.24% | 59.12% |
| Metric | 11402509:btcusd:triple_med_gx:lsma170_135 | 11402509:BTCUSD |
|---|---|---|
| Max Drawdown | -18.19% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -1.95% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 0.86 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -18.19 | 188 |
| 2024-10-09 | 2024-11-06 | -4.74 | 27 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-06-05 | 2024-07-15 | -1.37 | 39 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-09-10 | 2024-10-09 | -0.55 | 29 |
| Metric | 11402509:btcusd:triple_med_gx:lsma170_135 | 11402509:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.72% | 18.93% |
| Worst Week | -4.91% | -12.33% |
| Best Month | 16.75% | 37.42% |
| Worst Month | -4.91% | -17.69% |
| Best Year | 33.45% | 38.02% |
| Worst Year | -13.31% | 16.76% |
| Avg. Up Day | 1.2% | 1.21% |
| Avg. Down Day | -0.94% | -0.98% |
| Avg. Up Week | 4.34% | 8.99% |
| Avg. Down Week | -1.8% | -3.96% |
| Avg. Up Month | 8.74% | 15.96% |
| Avg. Down Month | -3.93% | -9.89% |
| Win Days % | 46.45% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |