| Metric | 11403295:btcusd:triple_med_gx:lsma75_140 | 11403295:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 3.59% | 61.16% |
| Max Drawdown | -16.52% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.21 | 0.85 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 38.99 | 3.09 |
| Outlier Loss Ratio | 3.75 | 2.95 |
| Volatility (ann.) | 8.26% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.21 | 2.0 |
| Skew | 0.22 | 0.21 |
| Kurtosis | 24.98 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.27% | 3.74% |
| Expected Yearly % | 1.78% | 26.95% |
| Kelly Criterion | -0.92% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11403295:BTCUSD | 11403295:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.19 | 0.08 | - |
| 2025 | 16.76 | 0.39 | 0.02 | - |
| Metric | 11403295:btcusd:triple_med_gx:lsma75_140 | 11403295:BTCUSD |
|---|---|---|
| MTD | 3.18% | 4.16% |
| 3M | 0.99% | 31.46% |
| 6M | 5.02% | 12.77% |
| YTD | 0.39% | 16.76% |
| 1Y | 6.98% | 56.84% |
| 3Y (ann.) | 3.49% | 59.12% |
| 5Y (ann.) | 3.49% | 59.12% |
| Metric | 11403295:btcusd:triple_med_gx:lsma75_140 | 11403295:BTCUSD |
|---|---|---|
| Max Drawdown | -16.52% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -3.58% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-05 | -16.52 | 153 |
| 2025-01-05 | 2025-06-11 | -7.88 | 157 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 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 |
| 2024-11-05 | 2024-12-06 | -1.18 | 30 |
| 2024-12-31 | 2025-01-01 | -0.89 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| Metric | 11403295:btcusd:triple_med_gx:lsma75_140 | 11403295:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -5.38% | -12.33% |
| Best Month | 10.6% | 37.42% |
| Worst Month | -11.52% | -17.69% |
| Best Year | 3.19% | 38.02% |
| Worst Year | 0.39% | 16.76% |
| Avg. Up Day | 0.79% | 0.79% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 2.99% | 4.56% |
| Avg. Down Week | -2.07% | -3.27% |
| Avg. Up Month | 4.26% | 13.94% |
| Avg. Down Month | -5.36% | -8.96% |
| Win Days % | 47.84% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |