| Metric | 11386598:btcusd:triple_med_gx:lsma125_85 | 11386598:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -1.64% | 61.52% |
| Max Drawdown | -20.99% | -29.51% |
| Sharpe | 0.0 | 0.59 |
| Sortino | 0.01 | 0.86 |
| Payoff Ratio | 1.05 | 1.08 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.5 | 0.61 |
| Tail Ratio | 1.48 | 0.97 |
| Outlier Win Ratio | 40.87 | 3.01 |
| Outlier Loss Ratio | 3.01 | 2.98 |
| Volatility (ann.) | 9.36% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.08 | 2.02 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 44.83 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.13% | 3.76% |
| Expected Yearly % | -0.82% | 27.09% |
| Kelly Criterion | -3.4% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11386598:BTCUSD | 11386598:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.15 | 0.27 | - |
| 2025 | 17.02 | -10.70 | -0.63 | - |
| Metric | 11386598:btcusd:triple_med_gx:lsma125_85 | 11386598:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.97% | 31.76% |
| 6M | -19.41% | 12.25% |
| YTD | -10.7% | 17.02% |
| 1Y | -1.64% | 57.19% |
| 3Y (ann.) | -1.6% | 59.47% |
| 5Y (ann.) | -1.6% | 59.47% |
| Metric | 11386598:btcusd:triple_med_gx:lsma125_85 | 11386598:BTCUSD |
|---|---|---|
| Max Drawdown | -20.99% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -3.76% | -4.82% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.08 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -20.99 | 175 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-11-11 | -3.44 | 52 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-17 | -2.28 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-12-16 | 2024-12-17 | -1.14 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11386598:btcusd:triple_med_gx:lsma125_85 | 11386598:BTCUSD |
|---|---|---|
| Best Day | 5.05% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 15.24% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 15.24% | 37.42% |
| Worst Month | -9.75% | -17.69% |
| Best Year | 10.15% | 38.02% |
| Worst Year | -10.7% | 17.02% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.93% | -0.92% |
| Avg. Up Week | 5.69% | 10.84% |
| Avg. Down Week | -2.57% | -4.26% |
| Avg. Up Month | 8.13% | 19.63% |
| Avg. Down Month | -5.54% | -7.67% |
| Win Days % | 46.97% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 30.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |