| Metric | 11395139:btcusd:triple_med_gx:lsma75_115 | 11395139:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -0.76% | 61.16% |
| Max Drawdown | -15.18% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.04 | 0.85 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.52 | 0.61 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 38.42 | 3.05 |
| Outlier Loss Ratio | 3.67 | 2.99 |
| Volatility (ann.) | 9.23% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.05 | 2.0 |
| Skew | 1.29 | 0.21 |
| Kurtosis | 73.66 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.06% | 3.74% |
| Expected Yearly % | -0.38% | 26.95% |
| Kelly Criterion | -2.67% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11395139:BTCUSD | 11395139:btcusd:triple_med_gx:lsma75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.77 | 0.15 | - |
| 2025 | 16.76 | -6.17 | -0.37 | - |
| Metric | 11395139:btcusd:triple_med_gx:lsma75_115 | 11395139:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | -4.06% | 31.46% |
| 6M | -1.71% | 12.77% |
| YTD | -6.17% | 16.76% |
| 1Y | -0.73% | 56.84% |
| 3Y (ann.) | -0.74% | 59.12% |
| 5Y (ann.) | -0.74% | 59.12% |
| Metric | 11395139:btcusd:triple_med_gx:lsma75_115 | 11395139:BTCUSD |
|---|---|---|
| Max Drawdown | -15.18% | -29.51% |
| Longest DD Days | 157.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | -0.05 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -15.18 | 146 |
| 2025-01-05 | 2025-06-11 | -8.59 | 157 |
| 2024-11-07 | 2024-12-11 | -4.37 | 33 |
| 2024-06-10 | 2024-06-12 | -3.44 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-13 | 2025-01-03 | -0.93 | 20 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-11-06 | 2024-11-06 | -0.61 | 0 |
| 2024-06-07 | 2024-06-09 | -0.37 | 1 |
| Metric | 11395139:btcusd:triple_med_gx:lsma75_115 | 11395139:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.77% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 10.77% | 37.42% |
| Worst Month | -9.05% | -17.69% |
| Best Year | 5.77% | 38.02% |
| Worst Year | -6.17% | 16.76% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 3.43% | 5.81% |
| Avg. Down Week | -3.25% | -4.17% |
| Avg. Up Month | 2.86% | 12.39% |
| Avg. Down Month | -5.73% | -11.25% |
| Win Days % | 45.08% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 48.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |