| Metric | 11385260:btcusd:triple_med_gx:lsma135_80 | 11385260:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -4.09% | 61.52% |
| Max Drawdown | -24.27% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.09 | 0.86 |
| Payoff Ratio | 1.07 | 1.0 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 1.04 | 0.97 |
| Outlier Win Ratio | 39.72 | 3.11 |
| Outlier Loss Ratio | 3.3 | 2.99 |
| Volatility (ann.) | 9.25% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.16 | 2.02 |
| Skew | -0.03 | 0.21 |
| Kurtosis | 33.8 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.32% | 3.76% |
| Expected Yearly % | -2.07% | 27.09% |
| Kelly Criterion | -4.83% | 3.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11385260:BTCUSD | 11385260:btcusd:triple_med_gx:lsma135_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.00 | 0.03 | - |
| 2025 | 17.02 | -5.04 | -0.30 | - |
| Metric | 11385260:btcusd:triple_med_gx:lsma135_80 | 11385260:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.69% | 31.76% |
| 6M | -14.5% | 12.25% |
| YTD | -5.04% | 17.02% |
| 1Y | -4.09% | 57.19% |
| 3Y (ann.) | -3.98% | 59.47% |
| 5Y (ann.) | -3.98% | 59.47% |
| Metric | 11385260:btcusd:triple_med_gx:lsma135_80 | 11385260:BTCUSD |
|---|---|---|
| Max Drawdown | -24.27% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -4.17% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.17 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -24.27 | 233 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-07-10 | 2024-08-20 | -1.99 | 40 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-09-17 | -0.38 | 24 |
| Metric | 11385260:btcusd:triple_med_gx:lsma135_80 | 11385260:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 10.47% | 18.93% |
| Worst Week | -10.47% | -12.33% |
| Best Month | 11.32% | 37.42% |
| Worst Month | -12.3% | -17.69% |
| Best Year | 1.0% | 38.02% |
| Worst Year | -5.04% | 17.02% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.85% | -0.92% |
| Avg. Up Week | 6.51% | 7.87% |
| Avg. Down Week | -3.51% | -4.37% |
| Avg. Up Month | 7.65% | 10.39% |
| Avg. Down Month | -7.72% | -7.67% |
| Win Days % | 45.85% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 31.58% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |