| Metric | 11417126:btcusd:triple_med_gx:lsma55_65 | 11417126:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -8.7% | 30.09% |
| Max Drawdown | -15.22% | -28.38% |
| Sharpe | -0.34 | 0.44 |
| Sortino | -0.45 | 0.63 |
| Payoff Ratio | 1.1 | 1.02 |
| Profit Factor | 0.83 | 1.07 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.35 | 0.56 |
| Tail Ratio | 0.0 | 0.93 |
| Outlier Win Ratio | 69.83 | 2.81 |
| Outlier Loss Ratio | 3.79 | 2.72 |
| Volatility (ann.) | 7.4% | 26.18% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.69 | 1.34 |
| Skew | -1.46 | 0.13 |
| Kurtosis | 59.02 | 6.5 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.91% | 2.67% |
| Expected Yearly % | -4.45% | 14.06% |
| Kelly Criterion | -18.05% | 3.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.22% |
| Expected Shortfall (cVaR) | -0.64% | -2.22% |
| Year | 11417126:BTCUSD | 11417126:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.99 | -0.18 | - |
| 2025 | -5.74 | -1.84 | 0.32 | + |
| Metric | 11417126:btcusd:triple_med_gx:lsma55_65 | 11417126:BTCUSD |
|---|---|---|
| MTD | 0.1% | 4.38% |
| 3M | -3.81% | -10.75% |
| 6M | -10.74% | 38.92% |
| YTD | -1.84% | -5.74% |
| 1Y | -8.7% | 30.09% |
| 3Y (ann.) | -10.56% | 38.02% |
| 5Y (ann.) | -10.56% | 38.02% |
| Metric | 11417126:btcusd:triple_med_gx:lsma55_65 | 11417126:BTCUSD |
|---|---|---|
| Max Drawdown | -15.22% | -28.38% |
| Longest DD Days | 201.0 | 144.0 |
| Avg. Drawdown | -3.18% | -4.56% |
| Avg. Drawdown Days | 34.0 | 12.0 |
| Recovery Factor | -0.57 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-06 | 2025-03-26 | -15.22 | 201 |
| 2024-08-10 | 2024-08-23 | -2.45 | 13 |
| 2024-06-20 | 2024-06-30 | -2.40 | 10 |
| 2024-06-04 | 2024-06-20 | -1.12 | 15 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| Metric | 11417126:btcusd:triple_med_gx:lsma55_65 | 11417126:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.44% | -9.32% |
| Best Week | 3.81% | 18.93% |
| Worst Week | -5.23% | -12.33% |
| Best Month | 3.53% | 37.42% |
| Worst Month | -5.23% | -17.69% |
| Best Year | -1.84% | 38.02% |
| Worst Year | -6.99% | -5.74% |
| Avg. Up Day | 0.88% | 0.93% |
| Avg. Down Day | -0.8% | -0.91% |
| Avg. Up Week | 1.8% | 7.74% |
| Avg. Down Week | -2.23% | -4.6% |
| Avg. Up Month | 1.06% | 5.73% |
| Avg. Down Month | -2.75% | -10.46% |
| Win Days % | 38.21% | 51.38% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 36.0% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |