| Metric | 11401375:btcusd:triple_med_gx:lsma75_135 | 11401375:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -5.75% | 61.16% |
| Max Drawdown | -11.91% | -29.51% |
| Sharpe | -0.13 | 0.59 |
| Sortino | -0.17 | 0.85 |
| Payoff Ratio | 0.98 | 0.84 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.44 | 0.48 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 46.37 | 3.02 |
| Outlier Loss Ratio | 3.47 | 2.9 |
| Volatility (ann.) | 8.29% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.47 | 2.0 |
| Skew | -3.49 | 0.21 |
| Kurtosis | 55.4 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.45% | 3.74% |
| Expected Yearly % | -2.92% | 26.95% |
| Kelly Criterion | -6.78% | -5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11401375:BTCUSD | 11401375:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.95 | -0.10 | - |
| 2025 | 16.76 | -1.88 | -0.11 | - |
| Metric | 11401375:btcusd:triple_med_gx:lsma75_135 | 11401375:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | -0.2% | 31.46% |
| 6M | -2.9% | 12.77% |
| YTD | -1.88% | 16.76% |
| 1Y | -6.64% | 56.84% |
| 3Y (ann.) | -5.6% | 59.12% |
| 5Y (ann.) | -5.6% | 59.12% |
| Metric | 11401375:btcusd:triple_med_gx:lsma75_135 | 11401375:BTCUSD |
|---|---|---|
| Max Drawdown | -11.91% | -29.51% |
| Longest DD Days | 137.0 | 144.0 |
| Avg. Drawdown | -4.22% | -4.82% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | -0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -11.91 | 116 |
| 2024-06-23 | 2024-11-07 | -10.35 | 137 |
| 2024-12-05 | 2025-02-11 | -6.95 | 67 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2024-06-05 | 2024-06-22 | -1.29 | 16 |
| 2024-06-22 | 2024-06-23 | -0.24 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401375:btcusd:triple_med_gx:lsma75_135 | 11401375:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -6.62% | -17.69% |
| Best Year | -1.88% | 38.02% |
| Worst Year | -3.95% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.79% | -0.93% |
| Avg. Up Week | 2.0% | 5.21% |
| Avg. Down Week | -2.26% | -2.39% |
| Avg. Up Month | 2.62% | 12.1% |
| Avg. Down Month | -4.46% | -5.35% |
| Win Days % | 47.27% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |