| Metric | 11397800:btcusd:triple_med_gx:lsma65_125 | 11397800:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.91% | 61.16% |
| Max Drawdown | -25.88% | -29.51% |
| Sharpe | -0.2 | 0.59 |
| Sortino | -0.28 | 0.85 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 0.81 | 1.07 |
| CPC Index | 0.45 | 0.62 |
| Tail Ratio | 0.88 | 0.98 |
| Outlier Win Ratio | 44.6 | 3.03 |
| Outlier Loss Ratio | 3.86 | 3.0 |
| Volatility (ann.) | 8.32% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.3 | 2.0 |
| Skew | 0.11 | 0.21 |
| Kurtosis | 34.74 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.63% | 3.74% |
| Expected Yearly % | -4.04% | 26.95% |
| Kelly Criterion | -7.69% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11397800:BTCUSD | 11397800:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.24 | -0.16 | - |
| 2025 | 16.76 | -1.78 | -0.11 | - |
| Metric | 11397800:btcusd:triple_med_gx:lsma65_125 | 11397800:BTCUSD |
|---|---|---|
| MTD | 0.12% | 4.16% |
| 3M | 0.09% | 31.46% |
| 6M | -9.03% | 12.77% |
| YTD | -1.78% | 16.76% |
| 1Y | -9.39% | 56.84% |
| 3Y (ann.) | -7.71% | 59.12% |
| 5Y (ann.) | -7.71% | 59.12% |
| Metric | 11397800:btcusd:triple_med_gx:lsma65_125 | 11397800:BTCUSD |
|---|---|---|
| Max Drawdown | -25.88% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -3.93% | -4.82% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | -0.31 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -25.88 | 246 |
| 2024-06-05 | 2024-08-08 | -10.45 | 64 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-08-13 | 2024-09-09 | -0.97 | 26 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-10-06 | 2024-10-06 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11397800:btcusd:triple_med_gx:lsma65_125 | 11397800:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 9.35% | 37.42% |
| Worst Month | -12.43% | -17.69% |
| Best Year | -1.78% | 38.02% |
| Worst Year | -6.24% | 16.76% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.87% | 4.59% |
| Avg. Down Week | -3.37% | -3.34% |
| Avg. Up Month | 2.66% | 7.08% |
| Avg. Down Month | -5.42% | -7.59% |
| Win Days % | 43.1% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |