| Metric | 11392339:btcusd:triple_med_gx:lsma80_105 | 11392339:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -3.31% | 75.42% |
| Max Drawdown | -36.94% | -29.51% |
| Sharpe | 0.04 | 0.63 |
| Sortino | 0.06 | 0.92 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 0.94 | 0.96 |
| Outlier Win Ratio | 14.62 | 3.9 |
| Outlier Loss Ratio | 3.74 | 3.78 |
| Volatility (ann.) | 17.17% | 24.55% |
| R^2 | 0.49 | 0.49 |
| Calmar | -0.08 | 2.19 |
| Skew | 0.63 | 0.2 |
| Kurtosis | 28.98 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.24% | 4.1% |
| Expected Yearly % | -1.67% | 32.45% |
| Kelly Criterion | -1.2% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.07% |
| Expected Shortfall (cVaR) | -1.48% | -2.07% |
| Year | 11392339:BTCUSD | 11392339:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.22 | -0.16 | - |
| 2025 | 27.10 | 3.11 | 0.11 | - |
| Metric | 11392339:btcusd:triple_med_gx:lsma80_105 | 11392339:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -4.14% | 41.88% |
| 6M | -1.95% | 22.91% |
| YTD | 3.11% | 27.1% |
| 1Y | 12.41% | 82.29% |
| 3Y (ann.) | -2.94% | 64.73% |
| 5Y (ann.) | -2.94% | 64.73% |
| Metric | 11392339:btcusd:triple_med_gx:lsma80_105 | 11392339:BTCUSD |
|---|---|---|
| Max Drawdown | -36.94% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -8.63% | -4.71% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.09 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-02-03 | -36.94 | 241 |
| 2025-03-03 | 2025-07-17 | -20.40 | 136 |
| 2025-02-04 | 2025-03-02 | -9.54 | 26 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392339:btcusd:triple_med_gx:lsma80_105 | 11392339:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 11.76% | 37.42% |
| Worst Month | -10.89% | -17.69% |
| Best Year | 3.11% | 38.02% |
| Worst Year | -6.22% | 27.1% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 3.13% | 4.03% |
| Avg. Down Week | -3.09% | -4.35% |
| Avg. Up Month | 5.23% | 13.65% |
| Avg. Down Month | -5.84% | -5.35% |
| Win Days % | 48.21% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 51.22% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |