| Metric | 11384411:btcusd:triple_med_gx:lsma125_80 | 11384411:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -13.53% | 61.52% |
| Max Drawdown | -17.87% | -29.51% |
| Sharpe | -0.48 | 0.59 |
| Sortino | -0.6 | 0.86 |
| Payoff Ratio | 0.75 | 0.76 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.33 | 1.07 |
| CPC Index | 0.3 | 0.43 |
| Tail Ratio | 0.41 | 0.97 |
| Outlier Win Ratio | 62.71 | 2.8 |
| Outlier Loss Ratio | 3.24 | 3.01 |
| Volatility (ann.) | 6.86% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.74 | 2.02 |
| Skew | -2.84 | 0.21 |
| Kurtosis | 45.94 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.11% | 3.76% |
| Expected Yearly % | -7.01% | 27.09% |
| Kelly Criterion | -18.34% | -11.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11384411:BTCUSD | 11384411:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.63 | -0.20 | - |
| 2025 | 17.02 | -6.39 | -0.38 | - |
| Metric | 11384411:btcusd:triple_med_gx:lsma125_80 | 11384411:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.95% | 31.76% |
| 6M | -10.67% | 12.25% |
| YTD | -6.39% | 17.02% |
| 1Y | -13.53% | 57.19% |
| 3Y (ann.) | -13.2% | 59.47% |
| 5Y (ann.) | -13.2% | 59.47% |
| Metric | 11384411:btcusd:triple_med_gx:lsma125_80 | 11384411:BTCUSD |
|---|---|---|
| Max Drawdown | -17.87% | -29.51% |
| Longest DD Days | 317.0 | 144.0 |
| Avg. Drawdown | -6.08% | -4.82% |
| Avg. Drawdown Days | 84.0 | 14.0 |
| Recovery Factor | -0.76 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-06-11 | -17.87 | 317 |
| 2024-07-10 | 2024-07-26 | -4.75 | 16 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-07-27 | 2024-07-27 | -0.01 | 0 |
| Metric | 11384411:btcusd:triple_med_gx:lsma125_80 | 11384411:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -6.26% | -12.33% |
| Best Month | 1.62% | 37.42% |
| Worst Month | -4.57% | -17.69% |
| Best Year | -6.39% | 38.02% |
| Worst Year | -7.63% | 17.02% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 3.24% | 5.21% |
| Avg. Down Week | -3.1% | -4.67% |
| Avg. Up Month | 1.08% | 19.81% |
| Avg. Down Month | -3.03% | -7.93% |
| Win Days % | 49.11% | 51.9% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |