| Metric | 11381995:btcusd:triple_med_gx:lsma55_70 | 11381995:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -2.21% | 61.52% |
| Max Drawdown | -14.32% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.04 | 0.86 |
| Payoff Ratio | 1.22 | 1.24 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.49 | 0.71 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 51.59 | 2.88 |
| Outlier Loss Ratio | 3.77 | 2.97 |
| Volatility (ann.) | 8.38% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.15 | 2.02 |
| Skew | 3.84 | 0.21 |
| Kurtosis | 95.65 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.76% |
| Expected Yearly % | -1.11% | 27.09% |
| Kelly Criterion | -8.35% | 13.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11381995:BTCUSD | 11381995:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.62 | -0.12 | - |
| 2025 | 17.02 | 2.52 | 0.15 | - |
| Metric | 11381995:btcusd:triple_med_gx:lsma55_70 | 11381995:BTCUSD |
|---|---|---|
| MTD | -0.86% | 4.4% |
| 3M | -2.76% | 31.76% |
| 6M | 2.25% | 12.25% |
| YTD | 2.52% | 17.02% |
| 1Y | -6.32% | 57.19% |
| 3Y (ann.) | -2.16% | 59.47% |
| 5Y (ann.) | -2.16% | 59.47% |
| Metric | 11381995:btcusd:triple_med_gx:lsma55_70 | 11381995:BTCUSD |
|---|---|---|
| Max Drawdown | -14.32% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -3.37% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.15 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -14.32 | 355 |
| 2024-06-05 | 2024-06-20 | -1.60 | 15 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11381995:btcusd:triple_med_gx:lsma55_70 | 11381995:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 4.61% | 18.93% |
| Worst Week | -6.72% | -12.33% |
| Best Month | 4.39% | 37.42% |
| Worst Month | -6.72% | -17.69% |
| Best Year | 2.52% | 38.02% |
| Worst Year | -4.62% | 17.02% |
| Avg. Up Day | 1.0% | 1.04% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 2.67% | 6.6% |
| Avg. Down Week | -1.96% | -4.53% |
| Avg. Up Month | 2.75% | 10.41% |
| Avg. Down Month | -2.0% | -17.69% |
| Win Days % | 40.35% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 40.62% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |