| Metric | 11399489:btcusd:triple_med_gx:lsma75_130 | 11399489:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -5.97% | 61.16% |
| Max Drawdown | -17.39% | -29.51% |
| Sharpe | -0.16 | 0.59 |
| Sortino | -0.23 | 0.85 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.54 | 1.07 |
| CPC Index | 0.44 | 0.63 |
| Tail Ratio | 0.58 | 0.98 |
| Outlier Win Ratio | 52.95 | 2.9 |
| Outlier Loss Ratio | 3.95 | 2.88 |
| Volatility (ann.) | 7.46% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.33 | 2.0 |
| Skew | 0.05 | 0.21 |
| Kurtosis | 44.16 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.47% | 3.74% |
| Expected Yearly % | -3.03% | 26.95% |
| Kelly Criterion | -10.09% | 8.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11399489:BTCUSD | 11399489:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.05 | -0.29 | - |
| 2025 | 16.76 | 5.71 | 0.34 | - |
| Metric | 11399489:btcusd:triple_med_gx:lsma75_130 | 11399489:BTCUSD |
|---|---|---|
| MTD | 2.42% | 4.16% |
| 3M | 3.46% | 31.46% |
| 6M | -1.66% | 12.77% |
| YTD | 5.71% | 16.76% |
| 1Y | -7.86% | 56.84% |
| 3Y (ann.) | -5.81% | 59.12% |
| 5Y (ann.) | -5.81% | 59.12% |
| Metric | 11399489:btcusd:triple_med_gx:lsma75_130 | 11399489:BTCUSD |
|---|---|---|
| Max Drawdown | -17.39% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -3.28% | -4.82% |
| Avg. Drawdown Days | 35.0 | 14.0 |
| Recovery Factor | -0.34 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -17.39 | 246 |
| 2024-06-05 | 2024-08-13 | -9.82 | 69 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-10-07 | 2024-10-07 | -0.59 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-09-09 | 2024-09-09 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399489:btcusd:triple_med_gx:lsma75_130 | 11399489:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -9.16% | -12.33% |
| Best Month | 6.54% | 37.42% |
| Worst Month | -12.42% | -17.69% |
| Best Year | 5.71% | 38.02% |
| Worst Year | -11.05% | 16.76% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 2.49% | 6.14% |
| Avg. Down Week | -3.14% | -3.28% |
| Avg. Up Month | 1.69% | 8.26% |
| Avg. Down Month | -4.52% | -7.59% |
| Win Days % | 41.84% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |