| Metric | 11388008:btcusd:triple_med_gx:lsma115_90 | 11388008:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -15.14% | 61.52% |
| Max Drawdown | -25.59% | -29.51% |
| Sharpe | -0.45 | 0.59 |
| Sortino | -0.59 | 0.86 |
| Payoff Ratio | 0.87 | 0.89 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.31 | 0.51 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 59.48 | 2.73 |
| Outlier Loss Ratio | 2.99 | 2.83 |
| Volatility (ann.) | 8.12% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.58 | 2.02 |
| Skew | -1.58 | 0.21 |
| Kurtosis | 72.66 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.26% | 3.76% |
| Expected Yearly % | -7.88% | 27.09% |
| Kelly Criterion | -18.7% | -2.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11388008:BTCUSD | 11388008:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.61 | 0.09 | - |
| 2025 | 17.02 | -18.10 | -1.06 | - |
| Metric | 11388008:btcusd:triple_med_gx:lsma115_90 | 11388008:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.8% | 31.76% |
| 6M | -24.45% | 12.25% |
| YTD | -18.1% | 17.02% |
| 1Y | -15.11% | 57.19% |
| 3Y (ann.) | -14.77% | 59.47% |
| 5Y (ann.) | -14.77% | 59.47% |
| Metric | 11388008:btcusd:triple_med_gx:lsma115_90 | 11388008:BTCUSD |
|---|---|---|
| Max Drawdown | -25.59% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.52% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.59 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -25.59 | 175 |
| 2024-08-20 | 2024-09-19 | -4.19 | 30 |
| 2024-11-12 | 2024-12-17 | -1.91 | 35 |
| 2024-09-20 | 2024-11-11 | -1.91 | 52 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-02 | 2024-07-06 | -1.22 | 34 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11388008:btcusd:triple_med_gx:lsma115_90 | 11388008:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 9.06% | 37.42% |
| Worst Month | -8.71% | -17.69% |
| Best Year | 3.61% | 38.02% |
| Worst Year | -18.1% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.92% | -0.93% |
| Avg. Up Week | 3.91% | 8.79% |
| Avg. Down Week | -2.93% | -4.52% |
| Avg. Up Month | 4.65% | 15.5% |
| Avg. Down Month | -4.43% | -7.82% |
| Win Days % | 44.65% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |