| Metric | 11390986:btcusd:triple_med_gx:lsma115_100 | 11390986:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -12.28% | 61.52% |
| Max Drawdown | -21.17% | -29.51% |
| Sharpe | -0.39 | 0.59 |
| Sortino | -0.51 | 0.86 |
| Payoff Ratio | 0.84 | 0.85 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.29 | 0.48 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 74.33 | 2.64 |
| Outlier Loss Ratio | 2.86 | 2.71 |
| Volatility (ann.) | 7.5% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.57 | 2.02 |
| Skew | -1.65 | 0.21 |
| Kurtosis | 97.53 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.0% | 3.76% |
| Expected Yearly % | -6.34% | 27.09% |
| Kelly Criterion | -22.72% | -4.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11390986:BTCUSD | 11390986:btcusd:triple_med_gx:lsma115_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.94 | 0.08 | - |
| 2025 | 17.02 | -14.79 | -0.87 | - |
| Metric | 11390986:btcusd:triple_med_gx:lsma115_100 | 11390986:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.38% | 31.76% |
| 6M | -19.46% | 12.25% |
| YTD | -14.79% | 17.02% |
| 1Y | -14.19% | 57.19% |
| 3Y (ann.) | -11.98% | 59.47% |
| 5Y (ann.) | -11.98% | 59.47% |
| Metric | 11390986:btcusd:triple_med_gx:lsma115_100 | 11390986:BTCUSD |
|---|---|---|
| Max Drawdown | -21.17% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -3.12% | -4.82% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | -0.58 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-06-11 | -21.17 | 174 |
| 2024-11-12 | 2024-12-18 | -1.91 | 36 |
| 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 |
| 2024-07-05 | 2024-07-06 | -0.67 | 0 |
| 2024-08-21 | 2024-09-19 | -0.52 | 29 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11390986:btcusd:triple_med_gx:lsma115_100 | 11390986:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 3.52% | 18.93% |
| Worst Week | -5.77% | -12.33% |
| Best Month | 3.52% | 37.42% |
| Worst Month | -7.02% | -17.69% |
| Best Year | 2.94% | 38.02% |
| Worst Year | -14.79% | 17.02% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.99% | -1.02% |
| Avg. Up Week | 2.04% | 6.8% |
| Avg. Down Week | -2.04% | -4.89% |
| Avg. Up Month | 2.41% | 15.5% |
| Avg. Down Month | -3.28% | -7.93% |
| Win Days % | 43.9% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |