| Metric | 11402511:btcusd:triple_med_gx:lsma185_135 | 11402511:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 28.95% | 61.16% |
| Max Drawdown | -16.69% | -29.51% |
| Sharpe | 0.65 | 0.59 |
| Sortino | 1.09 | 0.85 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.34 | 1.1 |
| Common Sense Ratio | 1.88 | 1.07 |
| CPC Index | 0.83 | 0.7 |
| Tail Ratio | 1.4 | 0.98 |
| Outlier Win Ratio | 37.64 | 3.33 |
| Outlier Loss Ratio | 3.23 | 2.99 |
| Volatility (ann.) | 10.37% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.68 | 2.0 |
| Skew | 3.04 | 0.21 |
| Kurtosis | 57.99 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 1.98% | 3.74% |
| Expected Yearly % | 13.56% | 26.95% |
| Kelly Criterion | 8.11% | 12.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11402511:BTCUSD | 11402511:btcusd:triple_med_gx:lsma185_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 43.45 | 1.14 | + |
| 2025 | 16.76 | -10.11 | -0.60 | - |
| Metric | 11402511:btcusd:triple_med_gx:lsma185_135 | 11402511:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.51% | 31.46% |
| 6M | -10.11% | 12.77% |
| YTD | -10.11% | 16.76% |
| 1Y | 25.09% | 56.84% |
| 3Y (ann.) | 28.08% | 59.12% |
| 5Y (ann.) | 28.08% | 59.12% |
| Metric | 11402511:btcusd:triple_med_gx:lsma185_135 | 11402511:BTCUSD |
|---|---|---|
| Max Drawdown | -16.69% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -1.89% | -4.82% |
| Avg. Drawdown Days | 16.0 | 14.0 |
| Recovery Factor | 1.74 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -16.69 | 188 |
| 2024-09-12 | 2024-10-11 | -5.36 | 28 |
| 2024-06-05 | 2024-08-08 | -4.93 | 63 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-10-11 | 2024-11-05 | -0.65 | 24 |
| 2024-09-11 | 2024-09-12 | -0.62 | 0 |
| Metric | 11402511:btcusd:triple_med_gx:lsma185_135 | 11402511:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.32% | 18.93% |
| Worst Week | -4.91% | -12.33% |
| Best Month | 16.75% | 37.42% |
| Worst Month | -4.91% | -17.69% |
| Best Year | 43.45% | 38.02% |
| Worst Year | -10.11% | 16.76% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.89% | -0.94% |
| Avg. Up Week | 3.51% | 6.84% |
| Avg. Down Week | -2.42% | -4.11% |
| Avg. Up Month | 8.19% | 18.55% |
| Avg. Down Month | -2.96% | -9.89% |
| Win Days % | 48.48% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 55.56% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |