| Metric | 11401212:btcusd:triple_med_gx:lsma85_135 | 11401212:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -1.42% | 61.16% |
| Max Drawdown | -13.19% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.01 | 0.85 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.07 | 1.07 |
| CPC Index | 0.51 | 0.65 |
| Tail Ratio | 0.07 | 0.98 |
| Outlier Win Ratio | 53.34 | 2.93 |
| Outlier Loss Ratio | 3.59 | 2.77 |
| Volatility (ann.) | 7.36% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.1 | 2.0 |
| Skew | -0.48 | 0.21 |
| Kurtosis | 44.09 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.11% | 3.74% |
| Expected Yearly % | -0.71% | 26.95% |
| Kelly Criterion | -4.55% | 9.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.13% |
| Expected Shortfall (cVaR) | -0.63% | -2.13% |
| Year | 11401212:BTCUSD | 11401212:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.96 | -0.24 | - |
| 2025 | 16.76 | 8.28 | 0.49 | - |
| Metric | 11401212:btcusd:triple_med_gx:lsma85_135 | 11401212:BTCUSD |
|---|---|---|
| MTD | 4.17% | 4.16% |
| 3M | 6.21% | 31.46% |
| 6M | 5.74% | 12.77% |
| YTD | 8.28% | 16.76% |
| 1Y | -1.35% | 56.84% |
| 3Y (ann.) | -1.38% | 59.12% |
| 5Y (ann.) | -1.38% | 59.12% |
| Metric | 11401212:btcusd:triple_med_gx:lsma85_135 | 11401212:BTCUSD |
|---|---|---|
| Max Drawdown | -13.19% | -29.51% |
| Longest DD Days | 342.0 | 144.0 |
| Avg. Drawdown | -5.48% | -4.82% |
| Avg. Drawdown Days | 122.0 | 14.0 |
| Recovery Factor | -0.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-04 | 2025-06-11 | -13.19 | 342 |
| 2024-06-05 | 2024-06-30 | -3.06 | 25 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| Metric | 11401212:btcusd:triple_med_gx:lsma85_135 | 11401212:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.49% | 18.93% |
| Worst Week | -5.98% | -12.33% |
| Best Month | 4.17% | 37.42% |
| Worst Month | -7.74% | -17.69% |
| Best Year | 8.28% | 38.02% |
| Worst Year | -8.96% | 16.76% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 2.18% | 6.16% |
| Avg. Down Week | -2.47% | -3.64% |
| Avg. Up Month | 1.98% | 9.55% |
| Avg. Down Month | -3.12% | -7.93% |
| Win Days % | 43.33% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |