| Metric | 11389479:btcusd:triple_med_gx:lsma115_95 | 11389479:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -5.39% | 75.42% |
| Max Drawdown | -22.03% | -29.51% |
| Sharpe | -0.12 | 0.63 |
| Sortino | -0.16 | 0.92 |
| Payoff Ratio | 0.87 | 0.86 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.4 | 0.49 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 60.37 | 2.8 |
| Outlier Loss Ratio | 3.04 | 2.83 |
| Volatility (ann.) | 7.82% | 24.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.22 | 2.19 |
| Skew | -1.07 | 0.2 |
| Kurtosis | 80.64 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.4% | 4.1% |
| Expected Yearly % | -2.73% | 32.45% |
| Kelly Criterion | -9.41% | -3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11389479:BTCUSD | 11389479:btcusd:triple_med_gx:lsma115_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.24 | 0.22 | - |
| 2025 | 27.10 | -12.59 | -0.46 | - |
| Metric | 11389479:btcusd:triple_med_gx:lsma115_95 | 11389479:BTCUSD |
|---|---|---|
| MTD | -0.28% | 10.71% |
| 3M | -3.46% | 41.88% |
| 6M | -10.55% | 22.91% |
| YTD | -12.59% | 27.1% |
| 1Y | -9.08% | 82.29% |
| 3Y (ann.) | -4.8% | 64.73% |
| 5Y (ann.) | -4.8% | 64.73% |
| Metric | 11389479:btcusd:triple_med_gx:lsma115_95 | 11389479:BTCUSD |
|---|---|---|
| Max Drawdown | -22.03% | -29.51% |
| Longest DD Days | 247.0 | 144.0 |
| Avg. Drawdown | -2.95% | -4.71% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.24 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-07-17 | -22.03 | 247 |
| 2024-09-20 | 2024-11-11 | -1.74 | 52 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-08-21 | 2024-09-18 | -0.34 | 28 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| 2024-07-06 | 2024-07-06 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11389479:btcusd:triple_med_gx:lsma115_95 | 11389479: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 | -8.98% | -17.69% |
| Best Year | 8.24% | 38.02% |
| Worst Year | -12.59% | 27.1% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 3.15% | 8.28% |
| Avg. Down Week | -3.08% | -4.67% |
| Avg. Up Month | 3.78% | 14.57% |
| Avg. Down Month | -4.61% | -7.67% |
| Win Days % | 49.1% | 51.89% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |