| Metric | 11374459:btcusd:triple_med_gx:lsma65_35 | 11374459:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -12.99% | 79.62% |
| Max Drawdown | -15.76% | -29.51% |
| Sharpe | -0.38 | 0.65 |
| Sortino | -0.5 | 0.96 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.38 | 0.59 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 47.54 | 2.98 |
| Outlier Loss Ratio | 3.99 | 2.98 |
| Volatility (ann.) | 7.49% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.74 | 2.33 |
| Skew | -1.16 | 0.2 |
| Kurtosis | 35.37 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.99% | 4.27% |
| Expected Yearly % | -6.72% | 34.02% |
| Kelly Criterion | -12.37% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11374459:BTCUSD | 11374459:btcusd:triple_med_gx:lsma65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.34 | -0.27 | - |
| 2025 | 30.14 | -2.96 | -0.10 | - |
| Metric | 11374459:btcusd:triple_med_gx:lsma65_35 | 11374459:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | -3.74% | 45.08% |
| 6M | -5.98% | 28.47% |
| YTD | -2.96% | 30.14% |
| 1Y | -12.54% | 105.13% |
| 3Y (ann.) | -11.7% | 68.87% |
| 5Y (ann.) | -11.7% | 68.87% |
| Metric | 11374459:btcusd:triple_med_gx:lsma65_35 | 11374459:BTCUSD |
|---|---|---|
| Max Drawdown | -15.76% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -6.06% | -4.58% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.82 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -15.76 | 130 |
| 2024-08-11 | 2025-03-06 | -13.01 | 206 |
| 2024-07-01 | 2024-07-14 | -5.67 | 13 |
| 2024-06-05 | 2024-07-01 | -1.21 | 25 |
| 2024-08-10 | 2024-08-11 | -0.45 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11374459:btcusd:triple_med_gx:lsma65_35 | 11374459:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.84% | 18.93% |
| Worst Week | -7.47% | -12.33% |
| Best Month | 4.99% | 37.42% |
| Worst Month | -8.65% | -17.69% |
| Best Year | -2.96% | 38.02% |
| Worst Year | -10.34% | 30.14% |
| Avg. Up Day | 0.72% | 0.75% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 1.82% | 5.91% |
| Avg. Down Week | -1.76% | -3.29% |
| Avg. Up Month | 2.48% | 6.72% |
| Avg. Down Month | -4.57% | -5.98% |
| Win Days % | 42.86% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |