| Metric | 11399491:btcusd:triple_med_gx:lsma85_130 | 11399491:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.48% | 61.16% |
| Max Drawdown | -11.26% | -29.51% |
| Sharpe | 0.12 | 0.59 |
| Sortino | 0.18 | 0.85 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.06 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.57 | 0.7 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.11 | 2.86 |
| Outlier Loss Ratio | 3.87 | 2.68 |
| Volatility (ann.) | 6.61% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.21 | 2.0 |
| Skew | 0.22 | 0.21 |
| Kurtosis | 57.43 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.19% | 3.74% |
| Expected Yearly % | 1.23% | 26.95% |
| Kelly Criterion | -3.28% | 12.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11399491:BTCUSD | 11399491:btcusd:triple_med_gx:lsma85_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.84 | -0.10 | - |
| 2025 | 16.76 | 6.58 | 0.39 | - |
| Metric | 11399491:btcusd:triple_med_gx:lsma85_130 | 11399491:BTCUSD |
|---|---|---|
| MTD | 2.38% | 4.16% |
| 3M | 4.39% | 31.46% |
| 6M | 3.03% | 12.77% |
| YTD | 6.58% | 16.76% |
| 1Y | 2.55% | 56.84% |
| 3Y (ann.) | 2.41% | 59.12% |
| 5Y (ann.) | 2.41% | 59.12% |
| Metric | 11399491:btcusd:triple_med_gx:lsma85_130 | 11399491:BTCUSD |
|---|---|---|
| Max Drawdown | -11.26% | -29.51% |
| Longest DD Days | 245.0 | 144.0 |
| Avg. Drawdown | -2.31% | -4.82% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | 0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-09 | 2025-06-11 | -11.26 | 245 |
| 2024-06-05 | 2024-06-30 | -3.06 | 25 |
| 2024-08-08 | 2024-08-12 | -2.61 | 3 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-10-08 | 2024-10-09 | -0.53 | 0 |
| 2024-09-09 | 2024-09-10 | -0.37 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| Metric | 11399491:btcusd:triple_med_gx:lsma85_130 | 11399491:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -5.98% | -12.33% |
| Best Month | 2.8% | 37.42% |
| Worst Month | -8.66% | -17.69% |
| Best Year | 6.58% | 38.02% |
| Worst Year | -3.84% | 16.76% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 1.99% | 5.77% |
| Avg. Down Week | -2.64% | -3.71% |
| Avg. Up Month | 1.66% | 8.26% |
| Avg. Down Month | -5.29% | -2.66% |
| Win Days % | 42.68% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |