| Metric | 11386599:btcusd:triple_med_gx:lsma130_85 | 11386599:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -5.19% | 61.52% |
| Max Drawdown | -22.38% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.11 | 0.86 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 0.97 | 1.07 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | 1.0 | 0.97 |
| Outlier Win Ratio | 37.18 | 3.11 |
| Outlier Loss Ratio | 2.97 | 3.02 |
| Volatility (ann.) | 10.04% | 25.2% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.23 | 2.02 |
| Skew | 0.42 | 0.21 |
| Kurtosis | 37.16 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.41% | 3.76% |
| Expected Yearly % | -2.63% | 27.09% |
| Kelly Criterion | -5.7% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11386599:BTCUSD | 11386599:btcusd:triple_med_gx:lsma130_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.60 | 0.12 | - |
| 2025 | 17.02 | -9.36 | -0.55 | - |
| Metric | 11386599:btcusd:triple_med_gx:lsma130_85 | 11386599:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.77% | 31.76% |
| 6M | -18.19% | 12.25% |
| YTD | -9.36% | 17.02% |
| 1Y | -5.19% | 57.19% |
| 3Y (ann.) | -5.05% | 59.47% |
| 5Y (ann.) | -5.05% | 59.47% |
| Metric | 11386599:btcusd:triple_med_gx:lsma130_85 | 11386599:BTCUSD |
|---|---|---|
| Max Drawdown | -22.38% | -29.51% |
| Longest DD Days | 209.0 | 144.0 |
| Avg. Drawdown | -4.02% | -4.82% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | -0.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -22.38 | 209 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-11-11 | -3.19 | 52 |
| 2024-07-11 | 2024-07-15 | -2.96 | 3 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-17 | -1.92 | 26 |
| 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 |
| 2024-08-19 | 2024-08-19 | -0.18 | 0 |
| Metric | 11386599:btcusd:triple_med_gx:lsma130_85 | 11386599:BTCUSD |
|---|---|---|
| Best Day | 5.24% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.78% | 18.93% |
| Worst Week | -8.9% | -12.33% |
| Best Month | 6.76% | 37.42% |
| Worst Month | -11.58% | -17.69% |
| Best Year | 4.6% | 38.02% |
| Worst Year | -9.36% | 17.02% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.96% | -0.98% |
| Avg. Up Week | 4.59% | 9.93% |
| Avg. Down Week | -3.3% | -3.79% |
| Avg. Up Month | 4.47% | 14.39% |
| Avg. Down Month | -10.66% | -10.46% |
| Win Days % | 45.91% | 51.9% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |