| Metric | 11386573:btcusd:triple_med_gx:lsma115_85 | 11386573:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -12.75% | 61.52% |
| Max Drawdown | -27.11% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.43 | 0.86 |
| Payoff Ratio | 0.91 | 0.89 |
| Profit Factor | 0.86 | 1.1 |
| Common Sense Ratio | 0.26 | 1.07 |
| CPC Index | 0.36 | 0.51 |
| Tail Ratio | 0.31 | 0.97 |
| Outlier Win Ratio | 49.04 | 2.84 |
| Outlier Loss Ratio | 3.0 | 2.99 |
| Volatility (ann.) | 8.98% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.46 | 2.02 |
| Skew | -1.16 | 0.21 |
| Kurtosis | 56.76 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.04% | 3.76% |
| Expected Yearly % | -6.59% | 27.09% |
| Kelly Criterion | -13.13% | -2.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11386573:BTCUSD | 11386573:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.55 | 0.22 | - |
| 2025 | 17.02 | -19.62 | -1.15 | - |
| Metric | 11386573:btcusd:triple_med_gx:lsma115_85 | 11386573:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.98% | 31.76% |
| 6M | -24.15% | 12.25% |
| YTD | -19.62% | 17.02% |
| 1Y | -12.63% | 57.19% |
| 3Y (ann.) | -12.43% | 59.47% |
| 5Y (ann.) | -12.43% | 59.47% |
| Metric | 11386573:btcusd:triple_med_gx:lsma115_85 | 11386573:BTCUSD |
|---|---|---|
| Max Drawdown | -27.11% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -5.03% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.47 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -27.11 | 175 |
| 2024-06-02 | 2024-08-20 | -6.28 | 79 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-20 | 2024-11-11 | -2.40 | 51 |
| 2024-11-12 | 2024-12-16 | -1.91 | 34 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11386573:btcusd:triple_med_gx:lsma115_85 | 11386573:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 10.9% | 18.93% |
| Worst Week | -7.96% | -12.33% |
| Best Month | 10.9% | 37.42% |
| Worst Month | -9.79% | -17.69% |
| Best Year | 8.55% | 38.02% |
| Worst Year | -19.62% | 17.02% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.95% | -0.99% |
| Avg. Up Week | 5.74% | 11.07% |
| Avg. Down Week | -2.97% | -4.71% |
| Avg. Up Month | 7.18% | 19.63% |
| Avg. Down Month | -4.24% | -7.59% |
| Win Days % | 46.11% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 27.27% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |