| Metric | 11401494:btcusd:triple_med_gx:lsma115_135 | 11401494:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -2.83% | 61.16% |
| Max Drawdown | -7.37% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.28 | 0.85 |
| Payoff Ratio | 1.12 | 1.21 |
| Profit Factor | 0.87 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.37 | 0.69 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 163.31 | 2.24 |
| Outlier Loss Ratio | 3.79 | 2.28 |
| Volatility (ann.) | 3.65% | 25.19% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.37 | 2.0 |
| Skew | 5.89 | 0.21 |
| Kurtosis | 178.77 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.22% | 3.74% |
| Expected Yearly % | -1.43% | 26.95% |
| Kelly Criterion | -17.34% | 11.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.13% |
| Expected Shortfall (cVaR) | -0.32% | -2.13% |
| Year | 11401494:BTCUSD | 11401494:btcusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.44 | 0.06 | - |
| 2025 | 16.76 | -5.14 | -0.31 | - |
| Metric | 11401494:btcusd:triple_med_gx:lsma115_135 | 11401494:BTCUSD |
|---|---|---|
| MTD | 0.31% | 4.16% |
| 3M | -5.76% | 31.46% |
| 6M | -4.69% | 12.77% |
| YTD | -5.14% | 16.76% |
| 1Y | -2.83% | 56.84% |
| 3Y (ann.) | -2.76% | 59.12% |
| 5Y (ann.) | -2.76% | 59.12% |
| Metric | 11401494:btcusd:triple_med_gx:lsma115_135 | 11401494:BTCUSD |
|---|---|---|
| Max Drawdown | -7.37% | -29.51% |
| Longest DD Days | 177.0 | 144.0 |
| Avg. Drawdown | -3.29% | -4.82% |
| Avg. Drawdown Days | 86.0 | 14.0 |
| Recovery Factor | -0.38 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-06-11 | -7.37 | 177 |
| 2024-08-13 | 2024-12-15 | -2.88 | 124 |
| 2024-07-01 | 2024-08-13 | -2.73 | 42 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11401494:btcusd:triple_med_gx:lsma115_135 | 11401494:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -2.51% | -9.32% |
| Best Week | 1.81% | 18.93% |
| Worst Week | -2.66% | -12.33% |
| Best Month | 1.81% | 37.42% |
| Worst Month | -2.24% | -17.69% |
| Best Year | 2.44% | 38.02% |
| Worst Year | -5.14% | 16.76% |
| Avg. Up Day | 0.74% | 0.79% |
| Avg. Down Day | -0.66% | -0.65% |
| Avg. Up Week | 0.48% | 6.27% |
| Avg. Down Week | -0.47% | -2.44% |
| Avg. Up Month | 0.42% | 17.49% |
| Avg. Down Month | -0.5% | -9.89% |
| Win Days % | 38.1% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |