| Metric | 11384249:btcusd:triple_med_gx:lsma125_80 | 11384249:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -20.79% | 61.52% |
| Max Drawdown | -23.37% | -29.51% |
| Sharpe | -0.8 | 0.59 |
| Sortino | -0.96 | 0.86 |
| Payoff Ratio | 0.76 | 0.71 |
| Profit Factor | 0.7 | 1.1 |
| Common Sense Ratio | 0.19 | 1.07 |
| CPC Index | 0.24 | 0.4 |
| Tail Ratio | 0.28 | 0.97 |
| Outlier Win Ratio | 65.67 | 2.71 |
| Outlier Loss Ratio | 3.26 | 2.82 |
| Volatility (ann.) | 6.8% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.87 | 2.02 |
| Skew | -3.85 | 0.21 |
| Kurtosis | 57.81 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.78% | 3.76% |
| Expected Yearly % | -11.0% | 27.09% |
| Kelly Criterion | -26.33% | -15.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11384249:BTCUSD | 11384249:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.35 | -0.01 | - |
| 2025 | 17.02 | -20.51 | -1.21 | - |
| Metric | 11384249:btcusd:triple_med_gx:lsma125_80 | 11384249:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.17% | 31.76% |
| 6M | -19.9% | 12.25% |
| YTD | -20.51% | 17.02% |
| 1Y | -20.79% | 57.19% |
| 3Y (ann.) | -20.3% | 59.47% |
| 5Y (ann.) | -20.3% | 59.47% |
| Metric | 11384249:btcusd:triple_med_gx:lsma125_80 | 11384249:BTCUSD |
|---|---|---|
| Max Drawdown | -23.37% | -29.51% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -9.52% | -4.82% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.89 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-06-11 | -23.37 | 201 |
| 2024-07-29 | 2024-11-21 | -10.57 | 115 |
| 2024-07-24 | 2024-07-29 | -3.78 | 4 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| Metric | 11384249:btcusd:triple_med_gx:lsma125_80 | 11384249:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.71% | 18.93% |
| Worst Week | -6.67% | -12.33% |
| Best Month | 6.41% | 37.42% |
| Worst Month | -11.63% | -17.69% |
| Best Year | -0.35% | 38.02% |
| Worst Year | -20.51% | 17.02% |
| Avg. Up Day | 0.63% | 0.64% |
| Avg. Down Day | -0.83% | -0.91% |
| Avg. Up Week | 4.62% | 4.88% |
| Avg. Down Week | -3.39% | -4.91% |
| Avg. Up Month | 3.22% | 24.26% |
| Avg. Down Month | -3.2% | -9.5% |
| Win Days % | 45.56% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 26.32% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |