| Metric | 11397856:btcusd:triple_med_gx:lsma55_125 | 11397856:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -5.92% | 61.16% |
| Max Drawdown | -23.12% | -29.51% |
| Sharpe | -0.12 | 0.59 |
| Sortino | -0.17 | 0.85 |
| Payoff Ratio | 1.1 | 1.12 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.47 | 0.64 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 33.83 | 3.06 |
| Outlier Loss Ratio | 3.84 | 3.0 |
| Volatility (ann.) | 9.11% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.25 | 2.0 |
| Skew | 0.11 | 0.21 |
| Kurtosis | 26.34 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.47% | 3.74% |
| Expected Yearly % | -3.0% | 26.95% |
| Kelly Criterion | -6.07% | 9.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11397856:BTCUSD | 11397856:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.06 | -0.05 | - |
| 2025 | 16.76 | -3.94 | -0.23 | - |
| Metric | 11397856:btcusd:triple_med_gx:lsma55_125 | 11397856:BTCUSD |
|---|---|---|
| MTD | 3.66% | 4.16% |
| 3M | 4.13% | 31.46% |
| 6M | -9.15% | 12.77% |
| YTD | -3.94% | 16.76% |
| 1Y | -10.29% | 56.84% |
| 3Y (ann.) | -5.77% | 59.12% |
| 5Y (ann.) | -5.77% | 59.12% |
| Metric | 11397856:btcusd:triple_med_gx:lsma55_125 | 11397856:BTCUSD |
|---|---|---|
| Max Drawdown | -23.12% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.48% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.26 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -23.12 | 188 |
| 2024-09-05 | 2024-12-05 | -12.02 | 91 |
| 2024-06-07 | 2024-09-04 | -9.24 | 88 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11397856:btcusd:triple_med_gx:lsma55_125 | 11397856:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -5.8% | -12.33% |
| Best Month | 5.49% | 37.42% |
| Worst Month | -5.75% | -17.69% |
| Best Year | -2.06% | 38.02% |
| Worst Year | -3.94% | 16.76% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.74% | -0.74% |
| Avg. Up Week | 3.07% | 5.4% |
| Avg. Down Week | -3.13% | -3.7% |
| Avg. Up Month | 3.75% | 15.89% |
| Avg. Down Month | -2.98% | -7.59% |
| Win Days % | 44.41% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 43.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |