| Metric | 11387585:btcusd:triple_med_gx:lsma75_90 | 11387585:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -15.26% | 61.52% |
| Max Drawdown | -17.76% | -29.51% |
| Sharpe | -0.51 | 0.59 |
| Sortino | -0.69 | 0.86 |
| Payoff Ratio | 0.92 | 0.79 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.3 | 0.45 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 72.35 | 2.74 |
| Outlier Loss Ratio | 3.15 | 2.75 |
| Volatility (ann.) | 7.38% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.84 | 2.02 |
| Skew | 1.75 | 0.21 |
| Kurtosis | 139.28 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.27% | 3.76% |
| Expected Yearly % | -7.95% | 27.09% |
| Kelly Criterion | -19.34% | -8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11387585:BTCUSD | 11387585:btcusd:triple_med_gx:lsma75_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.11 | -0.24 | - |
| 2025 | 17.02 | -6.77 | -0.40 | - |
| Metric | 11387585:btcusd:triple_med_gx:lsma75_90 | 11387585:BTCUSD |
|---|---|---|
| MTD | 1.26% | 4.4% |
| 3M | -1.68% | 31.76% |
| 6M | -6.73% | 12.25% |
| YTD | -6.77% | 17.02% |
| 1Y | -14.84% | 57.19% |
| 3Y (ann.) | -14.89% | 59.47% |
| 5Y (ann.) | -14.89% | 59.47% |
| Metric | 11387585:btcusd:triple_med_gx:lsma75_90 | 11387585:BTCUSD |
|---|---|---|
| Max Drawdown | -17.76% | -29.51% |
| Longest DD Days | 352.0 | 144.0 |
| Avg. Drawdown | -9.22% | -4.82% |
| Avg. Drawdown Days | 180.0 | 14.0 |
| Recovery Factor | -0.86 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-06-11 | -17.76 | 352 |
| 2024-06-07 | 2024-06-14 | -0.68 | 7 |
| Metric | 11387585:btcusd:triple_med_gx:lsma75_90 | 11387585:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 8.92% | 18.93% |
| Worst Week | -7.81% | -12.33% |
| Best Month | 8.92% | 37.42% |
| Worst Month | -11.61% | -17.69% |
| Best Year | -6.77% | 38.02% |
| Worst Year | -9.11% | 17.02% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.83% | -1.01% |
| Avg. Up Week | 2.56% | 5.65% |
| Avg. Down Week | -3.4% | -4.36% |
| Avg. Up Month | 3.23% | 15.82% |
| Avg. Down Month | -4.42% | -9.25% |
| Win Days % | 42.76% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 41.67% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |