| Metric | 11388190:btcusd:triple_med_gx:lsma115_90 | 11388190:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -2.12% | 61.52% |
| Max Drawdown | -22.03% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.05 | 0.86 |
| Payoff Ratio | 0.92 | 0.89 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.51 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 69.58 | 2.73 |
| Outlier Loss Ratio | 2.54 | 2.71 |
| Volatility (ann.) | 7.1% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.09 | 2.02 |
| Skew | -2.12 | 0.21 |
| Kurtosis | 80.11 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.76% |
| Expected Yearly % | -1.07% | 27.09% |
| Kelly Criterion | -4.33% | -2.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11388190:BTCUSD | 11388190:btcusd:triple_med_gx:lsma115_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.85 | 0.23 | - |
| 2025 | 17.02 | -10.08 | -0.59 | - |
| Metric | 11388190:btcusd:triple_med_gx:lsma115_90 | 11388190:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.64% | 31.76% |
| 6M | -10.08% | 12.25% |
| YTD | -10.08% | 17.02% |
| 1Y | -2.12% | 57.19% |
| 3Y (ann.) | -2.07% | 59.47% |
| 5Y (ann.) | -2.07% | 59.47% |
| Metric | 11388190:btcusd:triple_med_gx:lsma115_90 | 11388190:BTCUSD |
|---|---|---|
| Max Drawdown | -22.03% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -3.49% | -4.82% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | -0.1 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -22.03 | 264 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-25 | 2024-09-18 | -0.37 | 24 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2024-08-23 | 2024-08-23 | -0.22 | 0 |
| 2024-07-13 | 2024-07-13 | -0.18 | 0 |
| 2024-08-22 | 2024-08-22 | -0.18 | 0 |
| Metric | 11388190:btcusd:triple_med_gx:lsma115_90 | 11388190:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 7.02% | 18.93% |
| Worst Week | -17.37% | -12.33% |
| Best Month | 7.02% | 37.42% |
| Worst Month | -17.37% | -17.69% |
| Best Year | 8.85% | 38.02% |
| Worst Year | -10.08% | 17.02% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.99% | -1.04% |
| Avg. Up Week | 4.34% | 10.1% |
| Avg. Down Week | -5.14% | -6.58% |
| Avg. Up Month | 3.65% | 8.57% |
| Avg. Down Month | -8.86% | -9.89% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |