| Metric | 11389866:btcusd:triple_med_gx:lsma175_95 | 11389866:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 2.55% | 61.52% |
| Max Drawdown | -11.57% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.17 | 0.86 |
| Payoff Ratio | 0.97 | 0.97 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 1.72 | 1.07 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.64 | 0.97 |
| Outlier Win Ratio | 46.11 | 2.85 |
| Outlier Loss Ratio | 3.3 | 2.86 |
| Volatility (ann.) | 7.79% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.21 | 2.02 |
| Skew | 0.29 | 0.21 |
| Kurtosis | 64.09 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.19% | 3.76% |
| Expected Yearly % | 1.26% | 27.09% |
| Kelly Criterion | -0.47% | 2.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11389866:BTCUSD | 11389866:btcusd:triple_med_gx:lsma175_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.30 | -0.03 | - |
| 2025 | 17.02 | 3.90 | 0.23 | - |
| Metric | 11389866:btcusd:triple_med_gx:lsma175_95 | 11389866:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.14% | 31.76% |
| 6M | 3.9% | 12.25% |
| YTD | 3.9% | 17.02% |
| 1Y | 2.55% | 57.19% |
| 3Y (ann.) | 2.48% | 59.47% |
| 5Y (ann.) | 2.48% | 59.47% |
| Metric | 11389866:btcusd:triple_med_gx:lsma175_95 | 11389866:BTCUSD |
|---|---|---|
| Max Drawdown | -11.57% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -4.6% | -4.82% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | 0.22 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-19 | 2025-01-20 | -11.57 | 184 |
| 2025-01-20 | 2025-06-11 | -6.33 | 141 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11389866:btcusd:triple_med_gx:lsma175_95 | 11389866:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 6.4% | 18.93% |
| Worst Week | -8.05% | -12.33% |
| Best Month | 7.27% | 37.42% |
| Worst Month | -8.28% | -17.69% |
| Best Year | 3.9% | 38.02% |
| Worst Year | -1.3% | 17.02% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.98% | 5.58% |
| Avg. Down Week | -3.97% | -6.41% |
| Avg. Up Month | 5.94% | 7.9% |
| Avg. Down Month | -5.23% | -5.41% |
| Win Days % | 50.51% | 51.9% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 53.85% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |