| Metric | 11382983:btcusd:triple_med_gx:lsma55_75 | 11382983:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -5.02% | 61.52% |
| Max Drawdown | -19.29% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.16 | 0.86 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.47 | 0.64 |
| Tail Ratio | 1.11 | 0.97 |
| Outlier Win Ratio | 46.88 | 3.03 |
| Outlier Loss Ratio | 3.78 | 2.94 |
| Volatility (ann.) | 8.03% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.25 | 2.02 |
| Skew | -0.57 | 0.21 |
| Kurtosis | 40.25 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.4% | 3.76% |
| Expected Yearly % | -2.54% | 27.09% |
| Kelly Criterion | -7.2% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11382983:BTCUSD | 11382983:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 7.62 | 0.20 | - |
| 2025 | 17.02 | -11.74 | -0.69 | - |
| Metric | 11382983:btcusd:triple_med_gx:lsma55_75 | 11382983:BTCUSD |
|---|---|---|
| MTD | -0.89% | 4.4% |
| 3M | -6.53% | 31.76% |
| 6M | -13.34% | 12.25% |
| YTD | -11.74% | 17.02% |
| 1Y | -8.52% | 57.19% |
| 3Y (ann.) | -4.88% | 59.47% |
| 5Y (ann.) | -4.88% | 59.47% |
| Metric | 11382983:btcusd:triple_med_gx:lsma55_75 | 11382983:BTCUSD |
|---|---|---|
| Max Drawdown | -19.29% | -29.51% |
| Longest DD Days | 187.0 | 144.0 |
| Avg. Drawdown | -6.22% | -4.82% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.26 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -19.29 | 187 |
| 2024-06-17 | 2024-10-29 | -7.74 | 133 |
| 2024-11-22 | 2024-12-04 | -3.23 | 12 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| Metric | 11382983:btcusd:triple_med_gx:lsma55_75 | 11382983:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.81% | 18.93% |
| Worst Week | -8.47% | -12.33% |
| Best Month | 10.59% | 37.42% |
| Worst Month | -11.53% | -17.69% |
| Best Year | 7.62% | 38.02% |
| Worst Year | -11.74% | 17.02% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.02% | 5.57% |
| Avg. Down Week | -2.99% | -3.6% |
| Avg. Up Month | 8.6% | 11.0% |
| Avg. Down Month | -1.7% | -9.04% |
| Win Days % | 42.72% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |