| Metric | 11403708:btcusd:triple_med_gx:lsma185_140 | 11403708:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 0.29% | 61.16% |
| Max Drawdown | -9.78% | -29.51% |
| Sharpe | 0.05 | 0.59 |
| Sortino | 0.07 | 0.85 |
| Payoff Ratio | 0.99 | 0.93 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 0.72 | 1.07 |
| CPC Index | 0.51 | 0.53 |
| Tail Ratio | 0.7 | 0.98 |
| Outlier Win Ratio | 61.76 | 2.71 |
| Outlier Loss Ratio | 3.39 | 2.69 |
| Volatility (ann.) | 7.23% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.03 | 2.0 |
| Skew | 4.04 | 0.21 |
| Kurtosis | 149.49 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.02% | 3.74% |
| Expected Yearly % | 0.15% | 26.95% |
| Kelly Criterion | -0.75% | -0.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11403708:BTCUSD | 11403708:btcusd:triple_med_gx:lsma185_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.82 | 0.23 | - |
| 2025 | 16.76 | -7.83 | -0.47 | - |
| Metric | 11403708:btcusd:triple_med_gx:lsma185_140 | 11403708:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -1.66% | 31.46% |
| 6M | -7.83% | 12.77% |
| YTD | -7.83% | 16.76% |
| 1Y | -3.76% | 56.84% |
| 3Y (ann.) | 0.29% | 59.12% |
| 5Y (ann.) | 0.29% | 59.12% |
| Metric | 11403708:btcusd:triple_med_gx:lsma185_140 | 11403708:BTCUSD |
|---|---|---|
| Max Drawdown | -9.78% | -29.51% |
| Longest DD Days | 193.0 | 144.0 |
| Avg. Drawdown | -2.13% | -4.82% |
| Avg. Drawdown Days | 33.0 | 14.0 |
| Recovery Factor | 0.03 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-06 | -9.78 | 154 |
| 2024-11-30 | 2025-06-11 | -8.98 | 193 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-09 | 2024-11-29 | -0.99 | 20 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-29 | 2024-11-29 | -0.29 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403708:btcusd:triple_med_gx:lsma185_140 | 11403708:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 10.19% | 18.93% |
| Worst Week | -6.27% | -12.33% |
| Best Month | 11.14% | 37.42% |
| Worst Month | -6.27% | -17.69% |
| Best Year | 8.82% | 38.02% |
| Worst Year | -7.83% | 16.76% |
| Avg. Up Day | 0.71% | 0.71% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.11% | 5.37% |
| Avg. Down Week | -3.21% | -5.1% |
| Avg. Up Month | 6.59% | 24.15% |
| Avg. Down Month | -5.03% | -13.21% |
| Win Days % | 50.0% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 41.18% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |