| Metric | 11383160:btcusd:triple_med_gx:lsma115_75 | 11383160:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -2.55% | 61.52% |
| Max Drawdown | -19.61% | -29.51% |
| Sharpe | -0.06 | 0.59 |
| Sortino | -0.09 | 0.86 |
| Payoff Ratio | 0.88 | 0.84 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 0.18 | 1.07 |
| CPC Index | 0.42 | 0.48 |
| Tail Ratio | 0.19 | 0.97 |
| Outlier Win Ratio | 62.31 | 2.8 |
| Outlier Loss Ratio | 3.36 | 2.73 |
| Volatility (ann.) | 6.49% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.13 | 2.02 |
| Skew | -1.23 | 0.21 |
| Kurtosis | 52.88 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 3.76% |
| Expected Yearly % | -1.28% | 27.09% |
| Kelly Criterion | -9.51% | -5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11383160:BTCUSD | 11383160:btcusd:triple_med_gx:lsma115_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.37 | 0.30 | - |
| 2025 | 17.02 | -12.50 | -0.73 | - |
| Metric | 11383160:btcusd:triple_med_gx:lsma115_75 | 11383160:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.87% | 31.76% |
| 6M | -16.4% | 12.25% |
| YTD | -12.5% | 17.02% |
| 1Y | -2.55% | 57.19% |
| 3Y (ann.) | -2.48% | 59.47% |
| 5Y (ann.) | -2.48% | 59.47% |
| Metric | 11383160:btcusd:triple_med_gx:lsma115_75 | 11383160:BTCUSD |
|---|---|---|
| Max Drawdown | -19.61% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -3.01% | -4.82% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | -0.13 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -19.61 | 200 |
| 2024-09-28 | 2024-11-21 | -6.85 | 53 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2024-08-29 | 2024-09-27 | -3.36 | 28 |
| 2024-07-27 | 2024-08-21 | -2.02 | 25 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-07-23 | 2024-07-24 | -0.37 | 0 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| 2024-08-29 | 2024-08-29 | -0.18 | 0 |
| Metric | 11383160:btcusd:triple_med_gx:lsma115_75 | 11383160:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.2% | 18.93% |
| Worst Week | -4.45% | -12.33% |
| Best Month | 6.86% | 37.42% |
| Worst Month | -5.63% | -17.69% |
| Best Year | 11.37% | 38.02% |
| Worst Year | -12.5% | 17.02% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 3.49% | 4.54% |
| Avg. Down Week | -2.78% | -5.42% |
| Avg. Up Month | 3.34% | 15.63% |
| Avg. Down Month | -4.35% | -7.67% |
| Win Days % | 48.75% | 51.9% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |