| Metric | 11401207:btcusd:triple_med_gx:lsma65_135 | 11401207:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -4.65% | 61.16% |
| Max Drawdown | -22.34% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.12 | 0.85 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 0.92 | 1.07 |
| CPC Index | 0.47 | 0.61 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 38.55 | 3.11 |
| Outlier Loss Ratio | 3.71 | 3.03 |
| Volatility (ann.) | 8.99% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.2 | 2.0 |
| Skew | -0.09 | 0.21 |
| Kurtosis | 28.88 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.37% | 3.74% |
| Expected Yearly % | -2.35% | 26.95% |
| Kelly Criterion | -5.69% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.13% |
| Expected Shortfall (cVaR) | -0.78% | -2.13% |
| Year | 11401207:BTCUSD | 11401207:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.88 | -0.15 | - |
| 2025 | 16.76 | 1.31 | 0.08 | - |
| Metric | 11401207:btcusd:triple_med_gx:lsma65_135 | 11401207:BTCUSD |
|---|---|---|
| MTD | 2.5% | 4.16% |
| 3M | 4.35% | 31.46% |
| 6M | -4.74% | 12.77% |
| YTD | 1.31% | 16.76% |
| 1Y | -6.18% | 56.84% |
| 3Y (ann.) | -4.52% | 59.12% |
| 5Y (ann.) | -4.52% | 59.12% |
| Metric | 11401207:btcusd:triple_med_gx:lsma65_135 | 11401207:BTCUSD |
|---|---|---|
| Max Drawdown | -22.34% | -29.51% |
| Longest DD Days | 246.0 | 144.0 |
| Avg. Drawdown | -4.42% | -4.82% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | -0.21 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -22.34 | 246 |
| 2024-06-05 | 2024-08-08 | -10.45 | 64 |
| 2024-08-09 | 2024-09-09 | -5.23 | 31 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-09-10 | 2024-09-10 | -0.19 | 0 |
| 2024-10-06 | 2024-10-06 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.09 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401207:btcusd:triple_med_gx:lsma65_135 | 11401207:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 6.74% | 37.42% |
| Worst Month | -11.1% | -17.69% |
| Best Year | 1.31% | 38.02% |
| Worst Year | -5.88% | 16.76% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.47% | 5.3% |
| Avg. Down Week | -3.18% | -3.15% |
| Avg. Up Month | 2.72% | 7.72% |
| Avg. Down Month | -4.74% | -7.59% |
| Win Days % | 44.92% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |