| Metric | 11397804:btcusd:triple_med_gx:lsma75_125 | 11397804:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -10.38% | 61.16% |
| Max Drawdown | -20.53% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.45 | 0.85 |
| Payoff Ratio | 1.12 | 1.14 |
| Profit Factor | 0.87 | 1.1 |
| Common Sense Ratio | 0.05 | 1.07 |
| CPC Index | 0.39 | 0.65 |
| Tail Ratio | 0.06 | 0.98 |
| Outlier Win Ratio | 55.24 | 2.86 |
| Outlier Loss Ratio | 3.9 | 2.88 |
| Volatility (ann.) | 7.4% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.49 | 2.0 |
| Skew | -0.06 | 0.21 |
| Kurtosis | 45.15 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.84% | 3.74% |
| Expected Yearly % | -5.33% | 26.95% |
| Kelly Criterion | -13.4% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11397804:BTCUSD | 11397804:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.26 | -0.38 | - |
| 2025 | 16.76 | 4.52 | 0.27 | - |
| Metric | 11397804:btcusd:triple_med_gx:lsma75_125 | 11397804:BTCUSD |
|---|---|---|
| MTD | 1.79% | 4.16% |
| 3M | 3.48% | 31.46% |
| 6M | -3.25% | 12.77% |
| YTD | 4.52% | 16.76% |
| 1Y | -12.19% | 56.84% |
| 3Y (ann.) | -10.12% | 59.12% |
| 5Y (ann.) | -10.12% | 59.12% |
| Metric | 11397804:btcusd:triple_med_gx:lsma75_125 | 11397804:BTCUSD |
|---|---|---|
| Max Drawdown | -20.53% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -4.61% | -4.82% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.51 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -20.53 | 246 |
| 2024-06-05 | 2024-08-13 | -9.82 | 69 |
| 2024-08-13 | 2024-09-10 | -0.97 | 27 |
| 2024-10-07 | 2024-10-07 | -0.59 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11397804:btcusd:triple_med_gx:lsma75_125 | 11397804:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.72% | 18.93% |
| Worst Week | -9.16% | -12.33% |
| Best Month | 5.37% | 37.42% |
| Worst Month | -12.86% | -17.69% |
| Best Year | 4.52% | 38.02% |
| Worst Year | -14.26% | 16.76% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.22% | 5.11% |
| Avg. Down Week | -3.65% | -3.6% |
| Avg. Up Month | 1.75% | 8.26% |
| Avg. Down Month | -4.95% | -7.59% |
| Win Days % | 40.0% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |