| Metric | 11381602:btcusd:triple_med_gx:lsma115_65 | 11381602:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -0.43% | 61.52% |
| Max Drawdown | -15.58% | -29.51% |
| Sharpe | 0.01 | 0.59 |
| Sortino | 0.02 | 0.86 |
| Payoff Ratio | 1.14 | 1.17 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.52 | 0.67 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 63.33 | 2.76 |
| Outlier Loss Ratio | 3.65 | 2.71 |
| Volatility (ann.) | 6.29% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.03 | 2.02 |
| Skew | 1.1 | 0.21 |
| Kurtosis | 54.72 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.03% | 3.76% |
| Expected Yearly % | -0.21% | 27.09% |
| Kelly Criterion | -2.19% | 10.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11381602:BTCUSD | 11381602:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.74 | 0.26 | - |
| 2025 | 17.02 | -9.27 | -0.54 | - |
| Metric | 11381602:btcusd:triple_med_gx:lsma115_65 | 11381602:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.86% | 31.76% |
| 6M | -9.27% | 12.25% |
| YTD | -9.27% | 17.02% |
| 1Y | -0.43% | 57.19% |
| 3Y (ann.) | -0.42% | 59.47% |
| 5Y (ann.) | -0.42% | 59.47% |
| Metric | 11381602:btcusd:triple_med_gx:lsma115_65 | 11381602:BTCUSD |
|---|---|---|
| Max Drawdown | -15.58% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | -0.03 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -15.58 | 233 |
| 2024-08-26 | 2024-09-18 | -5.09 | 23 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11381602:btcusd:triple_med_gx:lsma115_65 | 11381602:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 7.49% | 18.93% |
| Worst Week | -7.69% | -12.33% |
| Best Month | 7.49% | 37.42% |
| Worst Month | -10.04% | -17.69% |
| Best Year | 9.74% | 38.02% |
| Worst Year | -9.27% | 17.02% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.68% | -0.68% |
| Avg. Up Week | 2.47% | 7.09% |
| Avg. Down Week | -3.2% | -4.3% |
| Avg. Up Month | 3.56% | 8.92% |
| Avg. Down Month | -1.46% | -5.41% |
| Win Days % | 45.45% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |