| Metric | 11398031:btcusd:triple_med_gx:lsma115_125 | 11398031:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -6.29% | 61.16% |
| Max Drawdown | -8.37% | -29.51% |
| Sharpe | -0.4 | 0.59 |
| Sortino | -0.45 | 0.85 |
| Payoff Ratio | 0.93 | 0.86 |
| Profit Factor | 0.57 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.15 | 0.49 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 334.93 | 2.14 |
| Outlier Loss Ratio | 3.12 | 2.17 |
| Volatility (ann.) | 3.79% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.73 | 2.0 |
| Skew | -20.66 | 0.21 |
| Kurtosis | 722.36 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.5% | 3.74% |
| Expected Yearly % | -3.2% | 26.95% |
| Kelly Criterion | -50.63% | -3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.13% |
| Expected Shortfall (cVaR) | -0.33% | -2.13% |
| Year | 11398031:BTCUSD | 11398031:btcusd:triple_med_gx:lsma115_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.61 | 0.02 | - |
| 2025 | 16.76 | -6.86 | -0.41 | - |
| Metric | 11398031:btcusd:triple_med_gx:lsma115_125 | 11398031:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.48% | 31.46% |
| 6M | -5.56% | 12.77% |
| YTD | -6.86% | 16.76% |
| 1Y | -6.29% | 56.84% |
| 3Y (ann.) | -6.13% | 59.12% |
| 5Y (ann.) | -6.13% | 59.12% |
| Metric | 11398031:btcusd:triple_med_gx:lsma115_125 | 11398031:BTCUSD |
|---|---|---|
| Max Drawdown | -8.37% | -29.51% |
| Longest DD Days | 186.0 | 144.0 |
| Avg. Drawdown | -3.24% | -4.82% |
| Avg. Drawdown Days | 76.0 | 14.0 |
| Recovery Factor | -0.75 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -8.37 | 116 |
| 2024-08-12 | 2025-02-14 | -2.75 | 186 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-08-11 | 2024-08-12 | -0.43 | 0 |
| Metric | 11398031:btcusd:triple_med_gx:lsma115_125 | 11398031:BTCUSD |
|---|---|---|
| Best Day | 2.23% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 1.4% | 18.93% |
| Worst Week | -6.53% | -12.33% |
| Best Month | 1.4% | 37.42% |
| Worst Month | -6.41% | -17.69% |
| Best Year | 0.61% | 38.02% |
| Worst Year | -6.86% | 16.76% |
| Avg. Up Day | 0.93% | 1.01% |
| Avg. Down Day | -0.99% | -1.17% |
| Avg. Up Week | 0.47% | 1.35% |
| Avg. Down Week | -2.38% | -1.74% |
| Avg. Up Month | 0.05% | 3.1% |
| Avg. Down Month | -6.41% | -2.09% |
| Win Days % | 27.27% | 51.86% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 46.15% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |