| Metric | 11381438:btcusd:triple_med_gx:lsma85_65 | 11381438:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -2.94% | 61.52% |
| Max Drawdown | -17.15% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.14 | 0.86 |
| Payoff Ratio | 1.29 | 1.35 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.49 | 0.77 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 89.61 | 2.61 |
| Outlier Loss Ratio | 3.21 | 2.59 |
| Volatility (ann.) | 6.38% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.17 | 2.02 |
| Skew | 7.59 | 0.21 |
| Kurtosis | 230.07 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.23% | 3.76% |
| Expected Yearly % | -1.48% | 27.09% |
| Kelly Criterion | -6.79% | 16.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11381438:BTCUSD | 11381438:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 14.72 | 0.39 | - |
| 2025 | 17.02 | -15.39 | -0.90 | - |
| Metric | 11381438:btcusd:triple_med_gx:lsma85_65 | 11381438:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.68% | 31.76% |
| 6M | -15.39% | 12.25% |
| YTD | -15.39% | 17.02% |
| 1Y | -2.94% | 57.19% |
| 3Y (ann.) | -2.87% | 59.47% |
| 5Y (ann.) | -2.87% | 59.47% |
| Metric | 11381438:btcusd:triple_med_gx:lsma85_65 | 11381438:BTCUSD |
|---|---|---|
| Max Drawdown | -17.15% | -29.51% |
| Longest DD Days | 216.0 | 144.0 |
| Avg. Drawdown | -3.34% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.17 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-06-11 | -17.15 | 216 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-09-17 | -1.93 | 26 |
| 2024-09-17 | 2024-10-18 | -1.43 | 30 |
| 2024-10-18 | 2024-11-05 | -1.11 | 17 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11381438:btcusd:triple_med_gx:lsma85_65 | 11381438:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 8.36% | 18.93% |
| Worst Week | -8.53% | -12.33% |
| Best Month | 8.36% | 37.42% |
| Worst Month | -8.53% | -17.69% |
| Best Year | 14.72% | 38.02% |
| Worst Year | -15.39% | 17.02% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.78% | -0.75% |
| Avg. Up Week | 3.66% | 8.23% |
| Avg. Down Week | -3.29% | -5.44% |
| Avg. Up Month | 3.86% | 18.55% |
| Avg. Down Month | -2.96% | -9.89% |
| Win Days % | 39.78% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |