| Metric | 11394462:btcusd:triple_med_gx:lsma85_110 | 11394462:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -0.77% | 75.42% |
| Max Drawdown | -11.83% | -29.51% |
| Sharpe | 0.02 | 0.63 |
| Sortino | 0.03 | 0.92 |
| Payoff Ratio | 1.13 | 1.15 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.52 | 0.66 |
| Tail Ratio | NaN | 0.96 |
| Outlier Win Ratio | 77.76 | 2.69 |
| Outlier Loss Ratio | 2.32 | 2.58 |
| Volatility (ann.) | 8.23% | 24.55% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.06 | 2.19 |
| Skew | -0.45 | 0.2 |
| Kurtosis | 243.78 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.05% | 4.1% |
| Expected Yearly % | -0.38% | 32.45% |
| Kelly Criterion | -2.42% | 10.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11394462:BTCUSD | 11394462:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.15 | -0.06 | - |
| 2025 | 27.10 | 1.41 | 0.05 | - |
| Metric | 11394462:btcusd:triple_med_gx:lsma85_110 | 11394462:BTCUSD |
|---|---|---|
| MTD | -1.01% | 10.71% |
| 3M | -2.23% | 41.88% |
| 6M | 1.41% | 22.91% |
| YTD | 1.41% | 27.1% |
| 1Y | -1.5% | 82.29% |
| 3Y (ann.) | -0.68% | 64.73% |
| 5Y (ann.) | -0.68% | 64.73% |
| Metric | 11394462:btcusd:triple_med_gx:lsma85_110 | 11394462:BTCUSD |
|---|---|---|
| Max Drawdown | -11.83% | -29.51% |
| Longest DD Days | 308.0 | 144.0 |
| Avg. Drawdown | -3.14% | -4.71% |
| Avg. Drawdown Days | 43.0 | 14.0 |
| Recovery Factor | -0.06 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-04 | 2024-09-09 | -11.83 | 35 |
| 2024-09-11 | 2025-07-17 | -9.86 | 308 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11394462:btcusd:triple_med_gx:lsma85_110 | 11394462:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.22% | 18.93% |
| Worst Week | -4.99% | -12.33% |
| Best Month | 9.18% | 37.42% |
| Worst Month | -4.99% | -17.69% |
| Best Year | 1.41% | 38.02% |
| Worst Year | -2.15% | 27.1% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -1.0% | -1.0% |
| Avg. Up Week | 5.52% | 12.22% |
| Avg. Down Week | -4.46% | -3.32% |
| Avg. Up Month | 7.35% | 10.73% |
| Avg. Down Month | -3.31% | -9.88% |
| Win Days % | 45.65% | 51.89% |
| Win Month % | 33.33% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |