| Metric | 11386575:btcusd:triple_med_gx:lsma125_85 | 11386575:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -5.15% | 61.52% |
| Max Drawdown | -26.94% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.11 | 0.86 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.44 | 0.54 |
| Tail Ratio | 1.33 | 0.97 |
| Outlier Win Ratio | 38.8 | 3.12 |
| Outlier Loss Ratio | 3.02 | 2.99 |
| Volatility (ann.) | 9.98% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.19 | 2.02 |
| Skew | -1.0 | 0.21 |
| Kurtosis | 43.08 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.41% | 3.76% |
| Expected Yearly % | -2.61% | 27.09% |
| Kelly Criterion | -7.24% | 1.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11386575:BTCUSD | 11386575:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.03 | 0.26 | - |
| 2025 | 17.02 | -13.79 | -0.81 | - |
| Metric | 11386575:btcusd:triple_med_gx:lsma125_85 | 11386575:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.71% | 31.76% |
| 6M | -20.9% | 12.25% |
| YTD | -13.79% | 17.02% |
| 1Y | -4.73% | 57.19% |
| 3Y (ann.) | -5.01% | 59.47% |
| 5Y (ann.) | -5.01% | 59.47% |
| Metric | 11386575:btcusd:triple_med_gx:lsma125_85 | 11386575:BTCUSD |
|---|---|---|
| Max Drawdown | -26.94% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.63% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | -0.19 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -26.94 | 175 |
| 2024-06-01 | 2024-08-20 | -6.44 | 79 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-11-10 | -2.46 | 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 |
| 2024-08-22 | 2024-09-17 | -1.04 | 26 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-10 | 2024-11-11 | -0.00 | 0 |
| Metric | 11386575:btcusd:triple_med_gx:lsma125_85 | 11386575:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 10.9% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 10.9% | 37.42% |
| Worst Month | -11.66% | -17.69% |
| Best Year | 10.03% | 38.02% |
| Worst Year | -13.79% | 17.02% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.96% | -1.0% |
| Avg. Up Week | 5.59% | 11.57% |
| Avg. Down Week | -2.94% | -3.98% |
| Avg. Up Month | 7.55% | 19.63% |
| Avg. Down Month | -5.59% | -7.59% |
| Win Days % | 47.09% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 32.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |