| Metric | 11399498:btcusd:triple_med_gx:lsma120_130 | 11399498:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -3.51% | 61.16% |
| Max Drawdown | -11.88% | -29.51% |
| Sharpe | -0.24 | 0.59 |
| Sortino | -0.32 | 0.85 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.3 | 0.58 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 209.27 | 2.18 |
| Outlier Loss Ratio | 3.82 | 2.17 |
| Volatility (ann.) | 3.39% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.29 | 2.0 |
| Skew | -4.24 | 0.21 |
| Kurtosis | 218.49 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.27% | 3.74% |
| Expected Yearly % | -1.77% | 26.95% |
| Kelly Criterion | -26.8% | 5.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.13% |
| Expected Shortfall (cVaR) | -0.29% | -2.13% |
| Year | 11399498:BTCUSD | 11399498:btcusd:triple_med_gx:lsma120_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.09 | 0.06 | - |
| 2025 | 16.76 | -5.48 | -0.33 | - |
| Metric | 11399498:btcusd:triple_med_gx:lsma120_130 | 11399498:BTCUSD |
|---|---|---|
| MTD | 0.26% | 4.16% |
| 3M | 0.19% | 31.46% |
| 6M | -9.21% | 12.77% |
| YTD | -5.48% | 16.76% |
| 1Y | -3.51% | 56.84% |
| 3Y (ann.) | -3.41% | 59.12% |
| 5Y (ann.) | -3.41% | 59.12% |
| Metric | 11399498:btcusd:triple_med_gx:lsma120_130 | 11399498:BTCUSD |
|---|---|---|
| Max Drawdown | -11.88% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -2.37% | -4.82% |
| Avg. Drawdown Days | 34.0 | 14.0 |
| Recovery Factor | -0.3 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-11 | -11.88 | 174 |
| 2024-08-13 | 2024-09-10 | -1.15 | 28 |
| 2024-08-10 | 2024-08-12 | -0.49 | 2 |
| 2024-12-12 | 2024-12-13 | -0.30 | 0 |
| 2024-10-13 | 2024-10-13 | -0.24 | 0 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11399498:btcusd:triple_med_gx:lsma120_130 | 11399498:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 2.47% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 1.81% | 37.42% |
| Worst Month | -3.94% | -17.69% |
| Best Year | 2.09% | 38.02% |
| Worst Year | -5.48% | 16.76% |
| Avg. Up Day | 0.79% | 0.91% |
| Avg. Down Day | -0.72% | -0.89% |
| Avg. Up Week | 0.82% | 6.26% |
| Avg. Down Week | -2.03% | -2.43% |
| Avg. Up Month | 1.0% | 7.32% |
| Avg. Down Month | -2.4% | -7.67% |
| Win Days % | 33.33% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |