| Metric | 11381617:btcusd:triple_med_gx:lsma185_65 | 11381617:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -9.92% | 61.52% |
| Max Drawdown | -20.07% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.33 | 0.86 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.41 | 0.53 |
| Tail Ratio | 1.54 | 0.97 |
| Outlier Win Ratio | 39.35 | 2.86 |
| Outlier Loss Ratio | 3.48 | 3.06 |
| Volatility (ann.) | 8.78% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.48 | 2.02 |
| Skew | -0.49 | 0.21 |
| Kurtosis | 47.47 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.8% | 3.76% |
| Expected Yearly % | -5.09% | 27.09% |
| Kelly Criterion | -6.57% | 0.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11381617:BTCUSD | 11381617:btcusd:triple_med_gx:lsma185_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.45 | 0.04 | - |
| 2025 | 17.02 | -11.21 | -0.66 | - |
| Metric | 11381617:btcusd:triple_med_gx:lsma185_65 | 11381617:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.51% | 31.76% |
| 6M | -11.21% | 12.25% |
| YTD | -11.21% | 17.02% |
| 1Y | -9.92% | 57.19% |
| 3Y (ann.) | -9.67% | 59.47% |
| 5Y (ann.) | -9.67% | 59.47% |
| Metric | 11381617:btcusd:triple_med_gx:lsma185_65 | 11381617:BTCUSD |
|---|---|---|
| Max Drawdown | -20.07% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -3.37% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.49 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-06-11 | -20.07 | 289 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| 2024-08-24 | 2024-08-24 | -0.33 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11381617:btcusd:triple_med_gx:lsma185_65 | 11381617:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 10.92% | 18.93% |
| Worst Week | -7.86% | -12.33% |
| Best Month | 11.96% | 37.42% |
| Worst Month | -8.92% | -17.69% |
| Best Year | 1.45% | 38.02% |
| Worst Year | -11.21% | 17.02% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.27% | 5.96% |
| Avg. Down Week | -3.43% | -4.71% |
| Avg. Up Month | 8.08% | 6.99% |
| Avg. Down Month | -4.56% | -5.41% |
| Win Days % | 48.58% | 51.9% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |