| Metric | 11393955:btcusd:triple_med_gx:lsma125_110 | 11393955:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -16.46% | 61.16% |
| Max Drawdown | -22.68% | -29.51% |
| Sharpe | -0.67 | 0.59 |
| Sortino | -0.87 | 0.85 |
| Payoff Ratio | 0.89 | 0.88 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.26 | 0.5 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 76.65 | 2.64 |
| Outlier Loss Ratio | 3.36 | 2.96 |
| Volatility (ann.) | 6.26% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.71 | 2.0 |
| Skew | -0.73 | 0.21 |
| Kurtosis | 44.02 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.37% | 3.74% |
| Expected Yearly % | -8.6% | 26.95% |
| Kelly Criterion | -25.02% | -2.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11393955:BTCUSD | 11393955:btcusd:triple_med_gx:lsma125_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.96 | -0.05 | - |
| 2025 | 16.76 | -14.79 | -0.88 | - |
| Metric | 11393955:btcusd:triple_med_gx:lsma125_110 | 11393955:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.73% | 31.46% |
| 6M | -15.8% | 12.77% |
| YTD | -14.79% | 16.76% |
| 1Y | -18.76% | 56.84% |
| 3Y (ann.) | -16.06% | 59.12% |
| 5Y (ann.) | -16.06% | 59.12% |
| Metric | 11393955:btcusd:triple_med_gx:lsma125_110 | 11393955:BTCUSD |
|---|---|---|
| Max Drawdown | -22.68% | -29.51% |
| Longest DD Days | 338.0 | 144.0 |
| Avg. Drawdown | -4.81% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-08 | 2025-06-11 | -22.68 | 338 |
| 2024-06-05 | 2024-07-08 | -1.06 | 32 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393955:btcusd:triple_med_gx:lsma125_110 | 11393955:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 2.83% | 18.93% |
| Worst Week | -8.53% | -12.33% |
| Best Month | 2.83% | 37.42% |
| Worst Month | -8.53% | -17.69% |
| Best Year | -1.96% | 38.02% |
| Worst Year | -14.79% | 16.76% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 1.39% | 4.22% |
| Avg. Down Week | -2.74% | -5.75% |
| Avg. Up Month | 0.97% | 10.89% |
| Avg. Down Month | -1.67% | -7.93% |
| Win Days % | 41.04% | 51.86% |
| Win Month % | 16.67% | 61.54% |
| Win Week % | 38.1% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |