| Metric | 11381604:btcusd:triple_med_gx:lsma125_65 | 11381604:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -1.2% | 61.52% |
| Max Drawdown | -15.84% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.01 | 0.86 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.09 | 1.07 |
| CPC Index | 0.5 | 0.62 |
| Tail Ratio | 0.09 | 0.97 |
| Outlier Win Ratio | 58.11 | 2.87 |
| Outlier Loss Ratio | 3.46 | 2.74 |
| Volatility (ann.) | 6.91% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.07 | 2.02 |
| Skew | -0.2 | 0.21 |
| Kurtosis | 49.39 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.09% | 3.76% |
| Expected Yearly % | -0.6% | 27.09% |
| Kelly Criterion | -3.12% | 7.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11381604:BTCUSD | 11381604:btcusd:triple_med_gx:lsma125_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.14 | 0.08 | - |
| 2025 | 17.02 | -4.20 | -0.25 | - |
| Metric | 11381604:btcusd:triple_med_gx:lsma125_65 | 11381604:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.41% | 31.76% |
| 6M | -4.2% | 12.25% |
| YTD | -4.2% | 17.02% |
| 1Y | -1.2% | 57.19% |
| 3Y (ann.) | -1.16% | 59.47% |
| 5Y (ann.) | -1.16% | 59.47% |
| Metric | 11381604:btcusd:triple_med_gx:lsma125_65 | 11381604:BTCUSD |
|---|---|---|
| Max Drawdown | -15.84% | -29.51% |
| Longest DD Days | 330.0 | 144.0 |
| Avg. Drawdown | -5.54% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | -0.08 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-06-11 | -15.84 | 330 |
| 2024-07-15 | 2024-07-15 | -0.59 | 0 |
| 2024-07-14 | 2024-07-14 | -0.18 | 0 |
| Metric | 11381604:btcusd:triple_med_gx:lsma125_65 | 11381604:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 5.64% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 5.64% | 37.42% |
| Worst Month | -8.73% | -17.69% |
| Best Year | 3.14% | 38.02% |
| Worst Year | -4.2% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 2.36% | 7.07% |
| Avg. Down Week | -4.95% | -4.3% |
| Avg. Up Month | 2.86% | 9.31% |
| Avg. Down Month | -4.55% | -5.41% |
| Win Days % | 46.75% | 51.9% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 60.0% | 56.36% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |