| Metric | 11385257:btcusd:triple_med_gx:lsma125_80 | 11385257:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -2.31% | 61.52% |
| Max Drawdown | -21.74% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.02 | 0.86 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 1.17 | 0.97 |
| Outlier Win Ratio | 43.39 | 3.11 |
| Outlier Loss Ratio | 3.09 | 2.99 |
| Volatility (ann.) | 9.06% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.1 | 2.02 |
| Skew | -0.14 | 0.21 |
| Kurtosis | 39.54 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.18% | 3.76% |
| Expected Yearly % | -1.16% | 27.09% |
| Kelly Criterion | -4.69% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11385257:BTCUSD | 11385257:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.47 | 0.04 | - |
| 2025 | 17.02 | -3.72 | -0.22 | - |
| Metric | 11385257:btcusd:triple_med_gx:lsma125_80 | 11385257:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.4% | 31.76% |
| 6M | -13.32% | 12.25% |
| YTD | -3.72% | 17.02% |
| 1Y | -2.31% | 57.19% |
| 3Y (ann.) | -2.24% | 59.47% |
| 5Y (ann.) | -2.24% | 59.47% |
| Metric | 11385257:btcusd:triple_med_gx:lsma125_80 | 11385257:BTCUSD |
|---|---|---|
| Max Drawdown | -21.74% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -3.94% | -4.82% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -21.74 | 264 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-24 | 2024-09-17 | -0.44 | 24 |
| 2024-08-19 | 2024-08-20 | -0.18 | 0 |
| Metric | 11385257:btcusd:triple_med_gx:lsma125_80 | 11385257:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -9.97% | -12.33% |
| Best Month | 9.13% | 37.42% |
| Worst Month | -9.97% | -17.69% |
| Best Year | 1.47% | 38.02% |
| Worst Year | -3.72% | 17.02% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.92% | -0.96% |
| Avg. Up Week | 6.38% | 7.87% |
| Avg. Down Week | -2.95% | -4.53% |
| Avg. Up Month | 5.54% | 10.39% |
| Avg. Down Month | -5.53% | -7.67% |
| Win Days % | 46.46% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 27.78% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |