| Metric | 11398851:btcusd:triple_med_gx:lsma65_125 | 11398851:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -1.79% | 61.16% |
| Max Drawdown | -26.21% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.07 | 0.85 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.04 | 1.07 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 18.17 | 3.75 |
| Outlier Loss Ratio | 3.7 | 3.65 |
| Volatility (ann.) | 15.69% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | -0.07 | 2.0 |
| Skew | 0.09 | 0.21 |
| Kurtosis | 32.95 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.14% | 3.74% |
| Expected Yearly % | -0.9% | 26.95% |
| Kelly Criterion | -0.5% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11398851:BTCUSD | 11398851:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.79 | -0.02 | - |
| 2025 | 16.76 | -1.01 | -0.06 | - |
| Metric | 11398851:btcusd:triple_med_gx:lsma65_125 | 11398851:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.91% | 31.46% |
| 6M | 2.83% | 12.77% |
| YTD | -1.01% | 16.76% |
| 1Y | 1.07% | 56.84% |
| 3Y (ann.) | -1.74% | 59.12% |
| 5Y (ann.) | -1.74% | 59.12% |
| Metric | 11398851:btcusd:triple_med_gx:lsma65_125 | 11398851:BTCUSD |
|---|---|---|
| Max Drawdown | -26.21% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -9.85% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.07 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-05 | -26.21 | 180 |
| 2024-12-26 | 2025-06-11 | -23.52 | 167 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-24 | 2024-12-25 | -0.93 | 1 |
| 2024-06-02 | 2024-06-07 | -0.43 | 5 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11398851:btcusd:triple_med_gx:lsma65_125 | 11398851:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 6.45% | 37.42% |
| Worst Month | -17.14% | -17.69% |
| Best Year | -0.79% | 38.02% |
| Worst Year | -1.01% | 16.76% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.88% | -0.88% |
| Avg. Up Week | 3.54% | 4.27% |
| Avg. Down Week | -3.18% | -3.8% |
| Avg. Up Month | 4.63% | 13.54% |
| Avg. Down Month | -8.63% | -8.96% |
| Win Days % | 48.62% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 51.52% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |