| Metric | 11388010:btcusd:triple_med_gx:lsma125_90 | 11388010:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -9.67% | 61.52% |
| Max Drawdown | -27.59% | -29.51% |
| Sharpe | -0.22 | 0.59 |
| Sortino | -0.29 | 0.86 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 0.91 | 1.1 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 1.54 | 0.97 |
| Outlier Win Ratio | 43.56 | 3.0 |
| Outlier Loss Ratio | 3.01 | 2.99 |
| Volatility (ann.) | 9.38% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.34 | 2.02 |
| Skew | -1.42 | 0.21 |
| Kurtosis | 49.84 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.78% | 3.76% |
| Expected Yearly % | -4.96% | 27.09% |
| Kelly Criterion | -10.71% | 0.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11388010:BTCUSD | 11388010:btcusd:triple_med_gx:lsma125_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.90 | 0.16 | - |
| 2025 | 17.02 | -14.70 | -0.86 | - |
| Metric | 11388010:btcusd:triple_med_gx:lsma125_90 | 11388010:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.45% | 31.76% |
| 6M | -23.48% | 12.25% |
| YTD | -14.7% | 17.02% |
| 1Y | -9.36% | 57.19% |
| 3Y (ann.) | -9.42% | 59.47% |
| 5Y (ann.) | -9.42% | 59.47% |
| Metric | 11388010:btcusd:triple_med_gx:lsma125_90 | 11388010:BTCUSD |
|---|---|---|
| Max Drawdown | -27.59% | -29.51% |
| Longest DD Days | 175.0 | 144.0 |
| Avg. Drawdown | -4.97% | -4.82% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | -0.35 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -27.59 | 175 |
| 2024-08-20 | 2024-09-18 | -3.68 | 29 |
| 2024-09-20 | 2024-11-11 | -1.97 | 52 |
| 2024-07-07 | 2024-07-14 | -1.94 | 7 |
| 2024-11-12 | 2024-12-17 | -1.91 | 35 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-02 | 2024-07-06 | -1.22 | 34 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| Metric | 11388010:btcusd:triple_med_gx:lsma125_90 | 11388010:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 9.06% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 9.06% | 37.42% |
| Worst Month | -13.58% | -17.69% |
| Best Year | 5.9% | 38.02% |
| Worst Year | -14.7% | 17.02% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.97% | -0.98% |
| Avg. Up Week | 4.4% | 10.47% |
| Avg. Down Week | -3.16% | -3.75% |
| Avg. Up Month | 4.55% | 14.57% |
| Avg. Down Month | -5.51% | -7.82% |
| Win Days % | 46.53% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |