| Metric | 11389014:btcusd:triple_med_gx:lsma75_95 | 11389014:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -9.35% | 61.52% |
| Max Drawdown | -15.04% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.35 | 0.86 |
| Payoff Ratio | 0.93 | 0.83 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 0.22 | 1.07 |
| CPC Index | 0.38 | 0.47 |
| Tail Ratio | 0.25 | 0.97 |
| Outlier Win Ratio | 57.64 | 2.82 |
| Outlier Loss Ratio | 3.29 | 2.85 |
| Volatility (ann.) | 8.03% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.61 | 2.02 |
| Skew | 0.73 | 0.21 |
| Kurtosis | 130.48 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.75% | 3.76% |
| Expected Yearly % | -4.79% | 27.09% |
| Kelly Criterion | -10.39% | -6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11389014:BTCUSD | 11389014:btcusd:triple_med_gx:lsma75_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.31 | -0.01 | - |
| 2025 | 17.02 | -9.07 | -0.53 | - |
| Metric | 11389014:btcusd:triple_med_gx:lsma75_95 | 11389014:BTCUSD |
|---|---|---|
| MTD | 1.22% | 4.4% |
| 3M | -3.1% | 31.76% |
| 6M | -5.62% | 12.25% |
| YTD | -9.07% | 17.02% |
| 1Y | -9.37% | 57.19% |
| 3Y (ann.) | -9.11% | 59.47% |
| 5Y (ann.) | -9.11% | 59.47% |
| Metric | 11389014:btcusd:triple_med_gx:lsma75_95 | 11389014:BTCUSD |
|---|---|---|
| Max Drawdown | -15.04% | -29.51% |
| Longest DD Days | 202.0 | 144.0 |
| Avg. Drawdown | -8.9% | -4.82% |
| Avg. Drawdown Days | 120.0 | 14.0 |
| Recovery Factor | -0.62 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-14 | 2025-01-03 | -15.04 | 202 |
| 2025-01-04 | 2025-06-11 | -11.30 | 158 |
| 2024-06-07 | 2024-06-09 | -0.37 | 1 |
| Metric | 11389014:btcusd:triple_med_gx:lsma75_95 | 11389014:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 8.52% | 18.93% |
| Worst Week | -5.14% | -12.33% |
| Best Month | 8.52% | 37.42% |
| Worst Month | -8.09% | -17.69% |
| Best Year | -0.31% | 38.02% |
| Worst Year | -9.07% | 17.02% |
| Avg. Up Day | 0.75% | 0.78% |
| Avg. Down Day | -0.81% | -0.95% |
| Avg. Up Week | 2.29% | 4.71% |
| Avg. Down Week | -3.05% | -4.11% |
| Avg. Up Month | 2.36% | 12.68% |
| Avg. Down Month | -5.03% | -8.96% |
| Win Days % | 46.82% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 43.48% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |