| Metric | 11398191:btcusd:triple_med_gx:lsma95_125 | 11398191:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 0.07% | 61.16% |
| Max Drawdown | -8.95% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.05 | 0.85 |
| Payoff Ratio | 1.17 | 1.06 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 68.77 | 2.87 |
| Outlier Loss Ratio | 3.61 | 2.72 |
| Volatility (ann.) | 6.29% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.01 | 2.0 |
| Skew | -0.14 | 0.21 |
| Kurtosis | 57.5 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.74% |
| Expected Yearly % | 0.03% | 26.95% |
| Kelly Criterion | -3.33% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11398191:BTCUSD | 11398191:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.65 | 0.07 | - |
| 2025 | 16.76 | -2.51 | -0.15 | - |
| Metric | 11398191:btcusd:triple_med_gx:lsma95_125 | 11398191:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | -1.41% | 31.46% |
| 6M | 0.25% | 12.77% |
| YTD | -2.51% | 16.76% |
| 1Y | 0.51% | 56.84% |
| 3Y (ann.) | 0.07% | 59.12% |
| 5Y (ann.) | 0.07% | 59.12% |
| Metric | 11398191:btcusd:triple_med_gx:lsma95_125 | 11398191:BTCUSD |
|---|---|---|
| Max Drawdown | -8.95% | -29.51% |
| Longest DD Days | 184.0 | 144.0 |
| Avg. Drawdown | -3.09% | -4.82% |
| Avg. Drawdown Days | 48.0 | 14.0 |
| Recovery Factor | 0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -8.95 | 184 |
| 2024-06-10 | 2024-09-13 | -6.85 | 95 |
| 2024-10-15 | 2024-11-06 | -1.46 | 22 |
| 2024-10-12 | 2024-10-14 | -1.26 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-07 | 2024-12-08 | -1.14 | 31 |
| 2024-06-07 | 2024-06-10 | -0.78 | 3 |
| Metric | 11398191:btcusd:triple_med_gx:lsma95_125 | 11398191:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 4.01% | 18.93% |
| Worst Week | -5.73% | -12.33% |
| Best Month | 4.01% | 37.42% |
| Worst Month | -4.36% | -17.69% |
| Best Year | 2.65% | 38.02% |
| Worst Year | -2.51% | 16.76% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 1.8% | 6.56% |
| Avg. Down Week | -1.33% | -3.82% |
| Avg. Up Month | 1.93% | 15.9% |
| Avg. Down Month | -3.45% | -4.22% |
| Win Days % | 44.37% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |