| Metric | 11402510:btcusd:triple_med_gx:lsma175_135 | 11402510:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 3.8% | 61.16% |
| Max Drawdown | -20.15% | -29.51% |
| Sharpe | 0.14 | 0.59 |
| Sortino | 0.22 | 0.85 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 0.09 | 1.07 |
| CPC Index | 0.56 | 0.65 |
| Tail Ratio | 0.08 | 0.98 |
| Outlier Win Ratio | 43.06 | 3.0 |
| Outlier Loss Ratio | 3.01 | 2.99 |
| Volatility (ann.) | 9.8% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.18 | 2.0 |
| Skew | 2.91 | 0.21 |
| Kurtosis | 69.98 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.29% | 3.74% |
| Expected Yearly % | 1.88% | 26.95% |
| Kelly Criterion | -1.92% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11402510:BTCUSD | 11402510:btcusd:triple_med_gx:lsma175_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.68 | 0.60 | - |
| 2025 | 16.76 | -15.39 | -0.92 | - |
| Metric | 11402510:btcusd:triple_med_gx:lsma175_135 | 11402510:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -8.41% | 31.46% |
| 6M | -15.39% | 12.77% |
| YTD | -15.39% | 16.76% |
| 1Y | 0.69% | 56.84% |
| 3Y (ann.) | 3.7% | 59.12% |
| 5Y (ann.) | 3.7% | 59.12% |
| Metric | 11402510:btcusd:triple_med_gx:lsma175_135 | 11402510:BTCUSD |
|---|---|---|
| Max Drawdown | -20.15% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.03% | -4.82% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | 0.19 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -20.15 | 188 |
| 2024-09-11 | 2024-11-06 | -6.84 | 56 |
| 2024-06-05 | 2024-09-09 | -5.31 | 95 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-11-11 | 2024-11-11 | -0.18 | 0 |
| Metric | 11402510:btcusd:triple_med_gx:lsma175_135 | 11402510: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 | 22.68% | 38.02% |
| Worst Year | -15.39% | 16.76% |
| Avg. Up Day | 1.13% | 1.13% |
| Avg. Down Day | -0.96% | -1.0% |
| Avg. Up Week | 4.08% | 7.96% |
| Avg. Down Week | -2.42% | -3.96% |
| Avg. Up Month | 10.31% | 22.39% |
| Avg. Down Month | -2.94% | -9.04% |
| Win Days % | 45.03% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 41.18% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |