| Metric | 12201473:btcusd:triple_med_gx:lsma140_115 | 12201473:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -2.37% | 53.66% |
| Max Drawdown | -10.59% | -30.99% |
| Sharpe | -0.04 | 0.23 |
| Sortino | -0.06 | 0.32 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 0.98 | 1.04 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 96.16 | 2.74 |
| Outlier Loss Ratio | 3.33 | 2.81 |
| Volatility (ann.) | 2.16% | 10.68% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.23 | 1.83 |
| Skew | 1.01 | 0.01 |
| Kurtosis | 85.2 | 9.34 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.2% | 3.64% |
| Expected Yearly % | -1.19% | 23.96% |
| Kelly Criterion | -4.78% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -0.91% |
| Expected Shortfall (cVaR) | -0.19% | -0.91% |
| Year | 12201473:BTCUSD | 12201473:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | 4.19 | 0.11 | - |
| 2025 | 11.24 | -6.30 | -0.56 | - |
| Metric | 12201473:btcusd:triple_med_gx:lsma140_115 | 12201473:BTCUSD |
|---|---|---|
| MTD | -2.29% | 10.27% |
| 3M | -4.95% | 7.48% |
| 6M | -2.97% | 14.76% |
| YTD | -6.3% | 11.24% |
| 1Y | -2.37% | 53.66% |
| 3Y (ann.) | -2.48% | 56.71% |
| 5Y (ann.) | -2.48% | 56.71% |
| Metric | 12201473:btcusd:triple_med_gx:lsma140_115 | 12201473:BTCUSD |
|---|---|---|
| Max Drawdown | -10.59% | -30.99% |
| Longest DD Days | 141.0 | 149.0 |
| Avg. Drawdown | -2.32% | -2.52% |
| Avg. Drawdown Days | 28.0 | 6.0 |
| Recovery Factor | -0.22 | 1.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-12-10 | -10.59 | 141 |
| 2024-12-26 | 2025-05-16 | -8.03 | 141 |
| 2024-07-10 | 2024-07-21 | -3.31 | 11 |
| 2024-06-10 | 2024-07-10 | -2.37 | 29 |
| 2024-12-16 | 2024-12-25 | -1.45 | 9 |
| 2024-12-10 | 2024-12-11 | -1.13 | 0 |
| 2024-12-11 | 2024-12-11 | -0.35 | 0 |
| 2024-07-21 | 2024-07-22 | -0.26 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-12-11 | 2024-12-11 | -0.12 | 0 |
| Metric | 12201473:btcusd:triple_med_gx:lsma140_115 | 12201473:BTCUSD |
|---|---|---|
| Best Day | 1.94% | 5.11% |
| Worst Day | -1.8% | -4.9% |
| Best Week | 7.68% | 18.93% |
| Worst Week | -3.87% | -12.33% |
| Best Month | 8.98% | 37.42% |
| Worst Month | -4.05% | -17.69% |
| Best Year | 4.19% | 38.13% |
| Worst Year | -6.3% | 11.24% |
| Avg. Up Day | 0.37% | 0.39% |
| Avg. Down Day | -0.33% | -0.36% |
| Avg. Up Week | 1.95% | 6.12% |
| Avg. Down Week | -1.32% | -5.04% |
| Avg. Up Month | 3.5% | 15.96% |
| Avg. Down Month | -3.12% | -11.23% |
| Win Days % | 44.6% | 50.7% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 37.5% | 54.9% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |