| Metric | 11389478:btcusd:triple_med_gx:lsma125_95 | 11389478:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 4.01% | 61.52% |
| Max Drawdown | -22.89% | -29.51% |
| Sharpe | 0.15 | 0.59 |
| Sortino | 0.21 | 0.86 |
| Payoff Ratio | 0.95 | 0.94 |
| Profit Factor | 1.07 | 1.1 |
| Common Sense Ratio | 1.63 | 1.07 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 1.52 | 0.97 |
| Outlier Win Ratio | 43.27 | 3.11 |
| Outlier Loss Ratio | 2.89 | 2.89 |
| Volatility (ann.) | 9.38% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.17 | 2.02 |
| Skew | -0.95 | 0.21 |
| Kurtosis | 51.45 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.3% | 3.76% |
| Expected Yearly % | 1.99% | 27.09% |
| Kelly Criterion | -2.65% | 0.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11389478:BTCUSD | 11389478:btcusd:triple_med_gx:lsma125_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 12.98 | 0.34 | - |
| 2025 | 17.02 | -7.94 | -0.47 | - |
| Metric | 11389478:btcusd:triple_med_gx:lsma125_95 | 11389478:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.13% | 31.76% |
| 6M | -18.51% | 12.25% |
| YTD | -7.94% | 17.02% |
| 1Y | 0.16% | 57.19% |
| 3Y (ann.) | 3.9% | 59.47% |
| 5Y (ann.) | 3.9% | 59.47% |
| Metric | 11389478:btcusd:triple_med_gx:lsma125_95 | 11389478:BTCUSD |
|---|---|---|
| Max Drawdown | -22.89% | -29.51% |
| Longest DD Days | 211.0 | 144.0 |
| Avg. Drawdown | -3.07% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.18 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -22.89 | 211 |
| 2024-09-20 | 2024-11-11 | -1.74 | 52 |
| 2024-07-07 | 2024-07-13 | -1.73 | 6 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-08-22 | 2024-09-18 | -1.04 | 27 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| Metric | 11389478:btcusd:triple_med_gx:lsma125_95 | 11389478:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 8.55% | 18.93% |
| Worst Week | -9.25% | -12.33% |
| Best Month | 8.55% | 37.42% |
| Worst Month | -11.49% | -17.69% |
| Best Year | 12.98% | 38.02% |
| Worst Year | -7.94% | 17.02% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.98% | -1.01% |
| Avg. Up Week | 4.08% | 9.28% |
| Avg. Down Week | -3.11% | -3.78% |
| Avg. Up Month | 4.2% | 13.76% |
| Avg. Down Month | -7.11% | -7.67% |
| Win Days % | 50.0% | 51.9% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 45.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |