| Metric | 11382929:btcusd:triple_med_gx:lsma55_75 | 11382929:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -2.2% | 61.52% |
| Max Drawdown | -11.77% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.02 | 0.86 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 0.37 | 1.07 |
| CPC Index | 0.52 | 0.68 |
| Tail Ratio | 0.37 | 0.97 |
| Outlier Win Ratio | 46.81 | 2.94 |
| Outlier Loss Ratio | 3.77 | 2.84 |
| Volatility (ann.) | 9.04% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.18 | 2.02 |
| Skew | 4.29 | 0.21 |
| Kurtosis | 119.76 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.76% |
| Expected Yearly % | -1.11% | 27.09% |
| Kelly Criterion | -4.45% | 11.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11382929:BTCUSD | 11382929:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.69 | -0.02 | - |
| 2025 | 17.02 | -1.53 | -0.09 | - |
| Metric | 11382929:btcusd:triple_med_gx:lsma55_75 | 11382929:BTCUSD |
|---|---|---|
| MTD | -1.15% | 4.4% |
| 3M | -4.25% | 31.76% |
| 6M | -1.85% | 12.25% |
| YTD | -1.53% | 17.02% |
| 1Y | -2.24% | 57.19% |
| 3Y (ann.) | -2.15% | 59.47% |
| 5Y (ann.) | -2.15% | 59.47% |
| Metric | 11382929:btcusd:triple_med_gx:lsma55_75 | 11382929:BTCUSD |
|---|---|---|
| Max Drawdown | -11.77% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -5.37% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | -0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-02 | 2025-06-11 | -11.77 | 69 |
| 2024-09-05 | 2025-04-02 | -10.73 | 209 |
| 2024-06-03 | 2024-08-21 | -6.53 | 79 |
| 2024-09-03 | 2024-09-04 | -1.95 | 0 |
| 2024-08-22 | 2024-08-23 | -1.04 | 1 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11382929:btcusd:triple_med_gx:lsma55_75 | 11382929:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -9.15% | -12.33% |
| Best Month | 9.69% | 37.42% |
| Worst Month | -9.16% | -17.69% |
| Best Year | -0.69% | 38.02% |
| Worst Year | -1.53% | 17.02% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 2.5% | 5.0% |
| Avg. Down Week | -2.64% | -3.6% |
| Avg. Up Month | 4.58% | 11.0% |
| Avg. Down Month | -2.91% | -12.52% |
| Win Days % | 41.58% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 46.67% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |