| Metric | 11401382:btcusd:triple_med_gx:lsma105_135 | 11401382:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -7.27% | 61.16% |
| Max Drawdown | -12.22% | -29.51% |
| Sharpe | -0.34 | 0.59 |
| Sortino | -0.41 | 0.85 |
| Payoff Ratio | 0.86 | 0.73 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.41 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 116.98 | 2.53 |
| Outlier Loss Ratio | 3.43 | 2.49 |
| Volatility (ann.) | 5.03% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.58 | 2.0 |
| Skew | -9.45 | 0.21 |
| Kurtosis | 246.99 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.58% | 3.74% |
| Expected Yearly % | -3.7% | 26.95% |
| Kelly Criterion | -26.7% | -14.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11401382:BTCUSD | 11401382:btcusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.07 | 0.08 | - |
| 2025 | 16.76 | -10.03 | -0.60 | - |
| Metric | 11401382:btcusd:triple_med_gx:lsma105_135 | 11401382:BTCUSD |
|---|---|---|
| MTD | -1.76% | 4.16% |
| 3M | -2.75% | 31.46% |
| 6M | -8.99% | 12.77% |
| YTD | -10.03% | 16.76% |
| 1Y | -7.22% | 56.84% |
| 3Y (ann.) | -7.08% | 59.12% |
| 5Y (ann.) | -7.08% | 59.12% |
| Metric | 11401382:btcusd:triple_med_gx:lsma105_135 | 11401382:BTCUSD |
|---|---|---|
| Max Drawdown | -12.22% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -3.89% | -4.82% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | -0.59 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -12.22 | 184 |
| 2024-07-01 | 2024-10-14 | -4.89 | 105 |
| 2024-10-15 | 2024-11-07 | -1.46 | 23 |
| 2024-12-07 | 2024-12-08 | -0.51 | 1 |
| 2024-06-08 | 2024-06-30 | -0.39 | 22 |
| Metric | 11401382:btcusd:triple_med_gx:lsma105_135 | 11401382:BTCUSD |
|---|---|---|
| Best Day | 1.95% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 2.39% | 18.93% |
| Worst Week | -7.1% | -12.33% |
| Best Month | 1.87% | 37.42% |
| Worst Month | -7.59% | -17.69% |
| Best Year | 3.07% | 38.02% |
| Worst Year | -10.03% | 16.76% |
| Avg. Up Day | 0.71% | 0.74% |
| Avg. Down Day | -0.83% | -1.02% |
| Avg. Up Week | 1.35% | 7.6% |
| Avg. Down Week | -2.24% | -3.25% |
| Avg. Up Month | 1.27% | 14.69% |
| Avg. Down Month | -3.77% | -4.68% |
| Win Days % | 41.49% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 36.84% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |