| Metric | 11385751:btcusd:triple_med_gx:lsma70_85 | 11385751:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -18.06% | 61.52% |
| Max Drawdown | -21.35% | -29.51% |
| Sharpe | -0.89 | 0.59 |
| Sortino | -1.04 | 0.86 |
| Payoff Ratio | 0.74 | 0.69 |
| Profit Factor | 0.57 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.17 | 0.39 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 122.03 | 2.46 |
| Outlier Loss Ratio | 3.28 | 2.49 |
| Volatility (ann.) | 5.28% | 25.2% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.83 | 2.02 |
| Skew | -6.15 | 0.21 |
| Kurtosis | 127.57 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.52% | 3.76% |
| Expected Yearly % | -9.48% | 27.09% |
| Kelly Criterion | -40.53% | -17.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.13% |
| Expected Shortfall (cVaR) | -0.47% | -2.13% |
| Year | 11385751:BTCUSD | 11385751:btcusd:triple_med_gx:lsma70_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.39 | -0.27 | - |
| 2025 | 17.02 | -8.56 | -0.50 | - |
| Metric | 11385751:btcusd:triple_med_gx:lsma70_85 | 11385751:BTCUSD |
|---|---|---|
| MTD | 2.67% | 4.4% |
| 3M | -6.57% | 31.76% |
| 6M | -9.49% | 12.25% |
| YTD | -8.56% | 17.02% |
| 1Y | -18.2% | 57.19% |
| 3Y (ann.) | -17.62% | 59.47% |
| 5Y (ann.) | -17.62% | 59.47% |
| Metric | 11385751:btcusd:triple_med_gx:lsma70_85 | 11385751:BTCUSD |
|---|---|---|
| Max Drawdown | -21.35% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -10.79% | -4.82% |
| Avg. Drawdown Days | 186.0 | 14.0 |
| Recovery Factor | -0.85 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -21.35 | 371 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| Metric | 11385751:btcusd:triple_med_gx:lsma70_85 | 11385751:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 2.09% | 18.93% |
| Worst Week | -9.17% | -12.33% |
| Best Month | 2.67% | 37.42% |
| Worst Month | -9.41% | -17.69% |
| Best Year | -8.56% | 38.02% |
| Worst Year | -10.39% | 17.02% |
| Avg. Up Day | 0.55% | 0.58% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 1.11% | 4.51% |
| Avg. Down Week | -2.74% | -2.58% |
| Avg. Up Month | 1.54% | 8.69% |
| Avg. Down Month | -4.4% | -5.35% |
| Win Days % | 40.35% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 40.91% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |