| Metric | 11402692:btcusd:triple_med_gx:lsma125_135 | 11402692:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 4.65% | 61.16% |
| Max Drawdown | -10.65% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.31 | 0.85 |
| Payoff Ratio | 1.23 | 1.06 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 84.74 | 2.59 |
| Outlier Loss Ratio | 2.63 | 2.4 |
| Volatility (ann.) | 6.13% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.42 | 2.0 |
| Skew | 0.41 | 0.21 |
| Kurtosis | 87.98 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.35% | 3.74% |
| Expected Yearly % | 2.3% | 26.95% |
| Kelly Criterion | 0.22% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.13% |
| Expected Shortfall (cVaR) | -0.52% | -2.13% |
| Year | 11402692:BTCUSD | 11402692:btcusd:triple_med_gx:lsma125_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 5.37 | 0.14 | - |
| 2025 | 16.76 | -0.69 | -0.04 | - |
| Metric | 11402692:btcusd:triple_med_gx:lsma125_135 | 11402692:BTCUSD |
|---|---|---|
| MTD | 0.26% | 4.16% |
| 3M | 1.43% | 31.46% |
| 6M | -2.94% | 12.77% |
| YTD | -0.69% | 16.76% |
| 1Y | 4.65% | 56.84% |
| 3Y (ann.) | 4.52% | 59.12% |
| 5Y (ann.) | 4.52% | 59.12% |
| Metric | 11402692:btcusd:triple_med_gx:lsma125_135 | 11402692:BTCUSD |
|---|---|---|
| Max Drawdown | -10.65% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.7% | -4.82% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.44 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-11 | -10.65 | 188 |
| 2024-09-09 | 2024-12-05 | -4.25 | 87 |
| 2024-08-07 | 2024-08-08 | -3.41 | 1 |
| 2024-09-07 | 2024-09-08 | -0.18 | 0 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2024-06-12 | 2024-06-12 | -0.12 | 0 |
| 2024-09-08 | 2024-09-08 | -0.08 | 0 |
| Metric | 11402692:btcusd:triple_med_gx:lsma125_135 | 11402692:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.21% | 18.93% |
| Worst Week | -4.58% | -12.33% |
| Best Month | 4.21% | 37.42% |
| Worst Month | -4.24% | -17.69% |
| Best Year | 5.37% | 38.02% |
| Worst Year | -0.69% | 16.76% |
| Avg. Up Day | 1.13% | 1.19% |
| Avg. Down Day | -0.91% | -1.12% |
| Avg. Up Week | 0.97% | 3.78% |
| Avg. Down Week | -3.43% | -2.04% |
| Avg. Up Month | 0.73% | 7.54% |
| Avg. Down Month | -2.47% | -2.66% |
| Win Days % | 44.87% | 51.86% |
| Win Month % | 60.0% | 61.54% |
| Win Week % | 69.23% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |