| Metric | 11398246:btcusd:triple_med_gx:lsma95_125 | 11398246:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -3.71% | 61.16% |
| Max Drawdown | -8.79% | -29.51% |
| Sharpe | -0.11 | 0.59 |
| Sortino | -0.16 | 0.85 |
| Payoff Ratio | 1.18 | 1.19 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.47 | 0.68 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 73.95 | 2.89 |
| Outlier Loss Ratio | 3.63 | 2.72 |
| Volatility (ann.) | 6.35% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.41 | 2.0 |
| Skew | 0.16 | 0.21 |
| Kurtosis | 56.61 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.29% | 3.74% |
| Expected Yearly % | -1.87% | 26.95% |
| Kelly Criterion | -7.3% | 11.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.13% |
| Expected Shortfall (cVaR) | -0.55% | -2.13% |
| Year | 11398246:BTCUSD | 11398246:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.53 | 0.01 | - |
| 2025 | 16.76 | -4.22 | -0.25 | - |
| Metric | 11398246:btcusd:triple_med_gx:lsma95_125 | 11398246:BTCUSD |
|---|---|---|
| MTD | -0.13% | 4.16% |
| 3M | -4.3% | 31.46% |
| 6M | -0.73% | 12.77% |
| YTD | -4.22% | 16.76% |
| 1Y | -3.86% | 56.84% |
| 3Y (ann.) | -3.61% | 59.12% |
| 5Y (ann.) | -3.61% | 59.12% |
| Metric | 11398246:btcusd:triple_med_gx:lsma95_125 | 11398246:BTCUSD |
|---|---|---|
| Max Drawdown | -8.79% | -29.51% |
| Longest DD Days | 126.0 | 144.0 |
| Avg. Drawdown | -3.78% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-06-11 | -8.79 | 116 |
| 2024-06-10 | 2024-10-14 | -7.79 | 126 |
| 2024-11-07 | 2025-02-14 | -7.33 | 98 |
| 2024-10-15 | 2024-11-07 | -1.85 | 23 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11398246:btcusd:triple_med_gx:lsma95_125 | 11398246:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.52% | -9.32% |
| Best Week | 4.33% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 4.33% | 37.42% |
| Worst Month | -3.96% | -17.69% |
| Best Year | 0.53% | 38.02% |
| Worst Year | -4.22% | 16.76% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.72% | -0.72% |
| Avg. Up Week | 2.36% | 7.6% |
| Avg. Down Week | -1.43% | -3.72% |
| Avg. Up Month | 2.35% | 16.34% |
| Avg. Down Month | -2.46% | -5.35% |
| Win Days % | 42.03% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 31.58% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |