| Metric | 11402506:btcusd:triple_med_gx:lsma155_135 | 11402506:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 0.74% | 61.16% |
| Max Drawdown | -21.39% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.1 | 0.85 |
| Payoff Ratio | 1.35 | 1.29 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.56 | 0.74 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 53.53 | 2.93 |
| Outlier Loss Ratio | 3.22 | 2.89 |
| Volatility (ann.) | 8.85% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.03 | 2.0 |
| Skew | 3.93 | 0.21 |
| Kurtosis | 94.41 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.06% | 3.74% |
| Expected Yearly % | 0.37% | 26.95% |
| Kelly Criterion | -3.63% | 14.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11402506:BTCUSD | 11402506:btcusd:triple_med_gx:lsma155_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.52 | 0.72 | - |
| 2025 | 16.76 | -21.00 | -1.25 | - |
| Metric | 11402506:btcusd:triple_med_gx:lsma155_135 | 11402506:BTCUSD |
|---|---|---|
| MTD | -0.65% | 4.16% |
| 3M | -7.34% | 31.46% |
| 6M | -21.0% | 12.77% |
| YTD | -21.0% | 16.76% |
| 1Y | -2.28% | 56.84% |
| 3Y (ann.) | 0.72% | 59.12% |
| 5Y (ann.) | 0.72% | 59.12% |
| Metric | 11402506:btcusd:triple_med_gx:lsma155_135 | 11402506:BTCUSD |
|---|---|---|
| Max Drawdown | -21.39% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.04% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | 0.03 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -21.39 | 188 |
| 2024-08-07 | 2024-11-06 | -5.27 | 90 |
| 2024-06-05 | 2024-07-15 | -4.93 | 39 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-06 | 2024-08-07 | -0.83 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-08-06 | 2024-08-06 | -0.18 | 0 |
| Metric | 11402506:btcusd:triple_med_gx:lsma155_135 | 11402506:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.72% | 18.93% |
| Worst Week | -8.33% | -12.33% |
| Best Month | 16.75% | 37.42% |
| Worst Month | -8.33% | -17.69% |
| Best Year | 27.52% | 38.02% |
| Worst Year | -21.0% | 16.76% |
| Avg. Up Day | 1.18% | 1.2% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 4.08% | 7.91% |
| Avg. Down Week | -3.04% | -3.52% |
| Avg. Up Month | 7.27% | 15.96% |
| Avg. Down Month | -5.28% | -9.5% |
| Win Days % | 40.56% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |