| Metric | 11387986:btcusd:triple_med_gx:lsma115_90 | 11387986:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -3.54% | 61.52% |
| Max Drawdown | -15.55% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.09 | 0.86 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 53.5 | 2.97 |
| Outlier Loss Ratio | 3.07 | 2.87 |
| Volatility (ann.) | 8.29% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.22 | 2.02 |
| Skew | 0.15 | 0.21 |
| Kurtosis | 52.81 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.28% | 3.76% |
| Expected Yearly % | -1.79% | 27.09% |
| Kelly Criterion | -6.71% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11387986:BTCUSD | 11387986:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.24 | -0.19 | - |
| 2025 | 17.02 | 3.99 | 0.23 | - |
| Metric | 11387986:btcusd:triple_med_gx:lsma115_90 | 11387986:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.6% | 31.76% |
| 6M | -5.44% | 12.25% |
| YTD | 3.99% | 17.02% |
| 1Y | -3.51% | 57.19% |
| 3Y (ann.) | -3.45% | 59.47% |
| 5Y (ann.) | -3.45% | 59.47% |
| Metric | 11387986:btcusd:triple_med_gx:lsma115_90 | 11387986:BTCUSD |
|---|---|---|
| Max Drawdown | -15.55% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -6.48% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -15.55 | 211 |
| 2024-06-02 | 2024-11-11 | -10.26 | 162 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11387986:btcusd:triple_med_gx:lsma115_90 | 11387986:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -9.07% | -12.33% |
| Best Month | 7.87% | 37.42% |
| Worst Month | -9.07% | -17.69% |
| Best Year | 3.99% | 38.02% |
| Worst Year | -7.24% | 17.02% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.91% | -0.96% |
| Avg. Up Week | 3.89% | 7.93% |
| Avg. Down Week | -3.44% | -4.62% |
| Avg. Up Month | 4.46% | 17.5% |
| Avg. Down Month | -3.21% | -5.35% |
| Win Days % | 45.0% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 35.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |