| Metric | 11383260:btcusd:triple_med_gx:lsma55_75 | 11383260:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -1.73% | 61.52% |
| Max Drawdown | -16.76% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.01 | 0.86 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.66 | 1.07 |
| CPC Index | 0.48 | 0.62 |
| Tail Ratio | 0.66 | 0.97 |
| Outlier Win Ratio | 46.9 | 2.87 |
| Outlier Loss Ratio | 3.65 | 2.99 |
| Volatility (ann.) | 8.71% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.1 | 2.02 |
| Skew | 2.88 | 0.21 |
| Kurtosis | 87.11 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.76% |
| Expected Yearly % | -0.87% | 27.09% |
| Kelly Criterion | -6.9% | 7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11383260:BTCUSD | 11383260:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.13 | -0.06 | - |
| 2025 | 17.02 | 0.42 | 0.02 | - |
| Metric | 11383260:btcusd:triple_med_gx:lsma55_75 | 11383260:BTCUSD |
|---|---|---|
| MTD | -0.83% | 4.4% |
| 3M | -5.18% | 31.76% |
| 6M | -0.52% | 12.25% |
| YTD | 0.42% | 17.02% |
| 1Y | -6.75% | 57.19% |
| 3Y (ann.) | -1.68% | 59.47% |
| 5Y (ann.) | -1.68% | 59.47% |
| Metric | 11383260:btcusd:triple_med_gx:lsma55_75 | 11383260:BTCUSD |
|---|---|---|
| Max Drawdown | -16.76% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -3.5% | -4.82% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | -0.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-27 | 2025-06-11 | -16.76 | 256 |
| 2024-08-24 | 2024-09-27 | -4.62 | 34 |
| 2024-06-20 | 2024-08-23 | -4.24 | 64 |
| 2024-06-18 | 2024-06-20 | -1.36 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11383260:btcusd:triple_med_gx:lsma55_75 | 11383260:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.39% | 18.93% |
| Worst Week | -6.72% | -12.33% |
| Best Month | 3.9% | 37.42% |
| Worst Month | -6.72% | -17.69% |
| Best Year | 0.42% | 38.02% |
| Worst Year | -2.13% | 17.02% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.05% | 7.16% |
| Avg. Down Week | -1.97% | -3.95% |
| Avg. Up Month | 1.82% | 7.82% |
| Avg. Down Month | -1.02% | -9.89% |
| Win Days % | 43.92% | 51.9% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 45.71% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |