| Metric | 11389659:btcusd:triple_med_gx:lsma115_95 | 11389659:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -2.06% | 61.52% |
| Max Drawdown | -17.67% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.05 | 0.86 |
| Payoff Ratio | 0.91 | 0.89 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.5 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 79.22 | 2.72 |
| Outlier Loss Ratio | 2.36 | 2.67 |
| Volatility (ann.) | 6.81% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.11 | 2.02 |
| Skew | -2.74 | 0.21 |
| Kurtosis | 91.23 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.16% | 3.76% |
| Expected Yearly % | -1.04% | 27.09% |
| Kelly Criterion | -6.31% | -2.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11389659:BTCUSD | 11389659:btcusd:triple_med_gx:lsma115_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.27 | 0.11 | - |
| 2025 | 17.02 | -6.07 | -0.36 | - |
| Metric | 11389659:btcusd:triple_med_gx:lsma115_95 | 11389659:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.12% | 31.76% |
| 6M | -6.07% | 12.25% |
| YTD | -6.07% | 17.02% |
| 1Y | -2.06% | 57.19% |
| 3Y (ann.) | -2.01% | 59.47% |
| 5Y (ann.) | -2.01% | 59.47% |
| Metric | 11389659:btcusd:triple_med_gx:lsma115_95 | 11389659:BTCUSD |
|---|---|---|
| Max Drawdown | -17.67% | -29.51% |
| Longest DD Days | 264.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.82% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.12 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-06-11 | -17.67 | 264 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-13 | 2024-08-23 | -0.45 | 41 |
| 2024-08-25 | 2024-09-19 | -0.37 | 25 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| Metric | 11389659:btcusd:triple_med_gx:lsma115_95 | 11389659:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 7.14% | 18.93% |
| Worst Week | -16.95% | -12.33% |
| Best Month | 7.14% | 37.42% |
| Worst Month | -16.95% | -17.69% |
| Best Year | 4.27% | 38.02% |
| Worst Year | -6.07% | 17.02% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -1.08% | -1.12% |
| Avg. Up Week | 3.89% | 7.08% |
| Avg. Down Week | -6.26% | -7.61% |
| Avg. Up Month | 3.66% | 10.39% |
| Avg. Down Month | -16.95% | -17.69% |
| Win Days % | 49.45% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |