| Metric | 11399774:btcusd:triple_med_gx:lsma115_130 | 11399774:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -0.62% | 61.16% |
| Max Drawdown | -3.92% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.07 | 0.85 |
| Payoff Ratio | 1.45 | 1.48 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.84 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 218.25 | 2.14 |
| Outlier Loss Ratio | 5.03 | 2.17 |
| Volatility (ann.) | 2.97% | 25.19% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.16 | 2.0 |
| Skew | 11.42 | 0.21 |
| Kurtosis | 288.96 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.05% | 3.74% |
| Expected Yearly % | -0.31% | 26.95% |
| Kelly Criterion | -16.03% | 19.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.13% |
| Expected Shortfall (cVaR) | -0.26% | -2.13% |
| Year | 11399774:BTCUSD | 11399774:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.32 | 0.06 | - |
| 2025 | 16.76 | -2.88 | -0.17 | - |
| Metric | 11399774:btcusd:triple_med_gx:lsma115_130 | 11399774:BTCUSD |
|---|---|---|
| MTD | -1.1% | 4.16% |
| 3M | -3.92% | 31.46% |
| 6M | -1.23% | 12.77% |
| YTD | -2.88% | 16.76% |
| 1Y | -0.62% | 56.84% |
| 3Y (ann.) | -0.61% | 59.12% |
| 5Y (ann.) | -0.61% | 59.12% |
| Metric | 11399774:btcusd:triple_med_gx:lsma115_130 | 11399774:BTCUSD |
|---|---|---|
| Max Drawdown | -3.92% | -29.51% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -1.96% | -4.82% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-15 | 2025-06-11 | -3.92 | 87 |
| 2024-07-01 | 2024-08-13 | -3.03 | 42 |
| 2024-09-13 | 2024-12-20 | -1.88 | 98 |
| 2025-01-04 | 2025-02-14 | -1.40 | 41 |
| 2025-02-14 | 2025-03-11 | -1.35 | 24 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11399774:btcusd:triple_med_gx:lsma115_130 | 11399774:BTCUSD |
|---|---|---|
| Best Day | 3.81% | 9.33% |
| Worst Day | -1.36% | -9.32% |
| Best Week | 2.81% | 18.93% |
| Worst Week | -1.28% | -12.33% |
| Best Month | 2.81% | 37.42% |
| Worst Month | -1.48% | -17.69% |
| Best Year | 2.32% | 38.02% |
| Worst Year | -2.88% | 16.76% |
| Avg. Up Day | 0.79% | 0.89% |
| Avg. Down Day | -0.55% | -0.6% |
| Avg. Up Week | 0.43% | 5.61% |
| Avg. Down Week | -0.27% | -2.44% |
| Avg. Up Month | 0.2% | 37.42% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 31.37% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |