| Metric | 11394706:btcusd:triple_med_gx:lsma105_115 | 11394706:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -3.98% | 61.16% |
| Max Drawdown | -11.11% | -29.51% |
| Sharpe | -0.22 | 0.59 |
| Sortino | -0.25 | 0.85 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 0.81 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.3 | 0.55 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 185.37 | 2.27 |
| Outlier Loss Ratio | 3.37 | 2.17 |
| Volatility (ann.) | 4.13% | 25.19% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.35 | 2.0 |
| Skew | -15.96 | 0.21 |
| Kurtosis | 515.7 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.31% | 3.74% |
| Expected Yearly % | -2.01% | 26.95% |
| Kelly Criterion | -25.14% | 2.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.13% |
| Expected Shortfall (cVaR) | -0.36% | -2.13% |
| Year | 11394706:BTCUSD | 11394706:btcusd:triple_med_gx:lsma105_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.63 | 0.10 | - |
| 2025 | 16.76 | -7.35 | -0.44 | - |
| Metric | 11394706:btcusd:triple_med_gx:lsma105_115 | 11394706:BTCUSD |
|---|---|---|
| MTD | -1.21% | 4.16% |
| 3M | -1.56% | 31.46% |
| 6M | -7.84% | 12.77% |
| YTD | -7.35% | 16.76% |
| 1Y | -4.95% | 56.84% |
| 3Y (ann.) | -3.88% | 59.12% |
| 5Y (ann.) | -3.88% | 59.12% |
| Metric | 11394706:btcusd:triple_med_gx:lsma105_115 | 11394706:BTCUSD |
|---|---|---|
| Max Drawdown | -11.11% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -1.7% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | -0.36 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -11.11 | 184 |
| 2024-08-11 | 2024-10-14 | -1.05 | 64 |
| 2024-12-07 | 2024-12-08 | -0.51 | 1 |
| 2024-06-08 | 2024-06-09 | -0.24 | 1 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| 2024-11-07 | 2024-11-07 | -0.18 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| 2024-08-10 | 2024-08-11 | -0.18 | 0 |
| Metric | 11394706:btcusd:triple_med_gx:lsma105_115 | 11394706:BTCUSD |
|---|---|---|
| Best Day | 1.95% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 2.3% | 18.93% |
| Worst Week | -5.03% | -12.33% |
| Best Month | 2.66% | 37.42% |
| Worst Month | -5.53% | -17.69% |
| Best Year | 3.63% | 38.02% |
| Worst Year | -7.35% | 16.76% |
| Avg. Up Day | 0.76% | 0.84% |
| Avg. Down Day | -0.76% | -0.87% |
| Avg. Up Week | 1.19% | 7.1% |
| Avg. Down Week | -2.11% | -3.36% |
| Avg. Up Month | 1.61% | 18.55% |
| Avg. Down Month | -3.11% | -4.68% |
| Win Days % | 37.5% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |