| Metric | 11380949:btcusd:triple_med_gx:lsma85_65 | 11380949:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -6.55% | 79.62% |
| Max Drawdown | -17.58% | -29.51% |
| Sharpe | -0.19 | 0.65 |
| Sortino | -0.24 | 0.96 |
| Payoff Ratio | 0.98 | 0.91 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 0.28 | 1.08 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 0.31 | 0.98 |
| Outlier Win Ratio | 57.57 | 2.89 |
| Outlier Loss Ratio | 3.75 | 2.97 |
| Volatility (ann.) | 6.81% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.33 | 2.33 |
| Skew | -2.31 | 0.2 |
| Kurtosis | 49.76 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.48% | 4.27% |
| Expected Yearly % | -3.33% | 34.02% |
| Kelly Criterion | -11.71% | -0.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.07% |
| Expected Shortfall (cVaR) | -0.59% | -2.07% |
| Year | 11380949:BTCUSD | 11380949:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.16 | 0.08 | - |
| 2025 | 30.14 | -9.41 | -0.31 | - |
| Metric | 11380949:btcusd:triple_med_gx:lsma85_65 | 11380949:BTCUSD |
|---|---|---|
| MTD | -0.76% | 13.36% |
| 3M | -2.59% | 45.08% |
| 6M | -9.04% | 28.47% |
| YTD | -9.41% | 30.14% |
| 1Y | -4.85% | 105.13% |
| 3Y (ann.) | -5.88% | 68.87% |
| 5Y (ann.) | -5.88% | 68.87% |
| Metric | 11380949:btcusd:triple_med_gx:lsma85_65 | 11380949:BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -29.51% |
| Longest DD Days | 212.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.58% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.37 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-07-14 | -17.58 | 212 |
| 2024-06-08 | 2024-07-26 | -3.21 | 47 |
| 2024-09-25 | 2024-11-20 | -2.88 | 56 |
| 2024-08-22 | 2024-09-23 | -1.92 | 31 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-09-23 | 2024-09-24 | -0.85 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| 2024-11-21 | 2024-12-11 | -0.21 | 20 |
| Metric | 11380949:btcusd:triple_med_gx:lsma85_65 | 11380949:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 6.66% | 18.93% |
| Worst Week | -8.17% | -12.33% |
| Best Month | 7.18% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | 3.16% | 38.02% |
| Worst Year | -9.41% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.77% | -0.86% |
| Avg. Up Week | 1.86% | 5.25% |
| Avg. Down Week | -2.42% | -4.58% |
| Avg. Up Month | 3.75% | 15.5% |
| Avg. Down Month | -5.53% | -9.42% |
| Win Days % | 44.62% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |