| Metric | 11388395:btcusd:triple_med_gx:lsma165_90 | 11388395:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 1.97% | 61.52% |
| Max Drawdown | -14.57% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.14 | 0.86 |
| Payoff Ratio | 0.96 | 0.96 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.66 | 1.07 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 1.59 | 0.97 |
| Outlier Win Ratio | 47.52 | 2.85 |
| Outlier Loss Ratio | 3.11 | 2.82 |
| Volatility (ann.) | 7.61% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.13 | 2.02 |
| Skew | 0.03 | 0.21 |
| Kurtosis | 64.44 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.15% | 3.76% |
| Expected Yearly % | 0.98% | 27.09% |
| Kelly Criterion | 0.41% | 1.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11388395:BTCUSD | 11388395:btcusd:triple_med_gx:lsma165_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.56 | -0.15 | - |
| 2025 | 17.02 | 7.97 | 0.47 | - |
| Metric | 11388395:btcusd:triple_med_gx:lsma165_90 | 11388395:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.05% | 31.76% |
| 6M | 7.97% | 12.25% |
| YTD | 7.97% | 17.02% |
| 1Y | 1.97% | 57.19% |
| 3Y (ann.) | 1.92% | 59.47% |
| 5Y (ann.) | 1.92% | 59.47% |
| Metric | 11388395:btcusd:triple_med_gx:lsma165_90 | 11388395:BTCUSD |
|---|---|---|
| Max Drawdown | -14.57% | -29.51% |
| Longest DD Days | 329.0 | 144.0 |
| Avg. Drawdown | -5.69% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | 0.14 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-06-11 | -14.57 | 329 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.77 | 0 |
| Metric | 11388395:btcusd:triple_med_gx:lsma165_90 | 11388395:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 4.36% | 18.93% |
| Worst Week | -7.91% | -12.33% |
| Best Month | 4.77% | 37.42% |
| Worst Month | -8.14% | -17.69% |
| Best Year | 7.97% | 38.02% |
| Worst Year | -5.56% | 17.02% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 1.95% | 6.16% |
| Avg. Down Week | -4.3% | -6.41% |
| Avg. Up Month | 2.13% | 7.76% |
| Avg. Down Month | -8.14% | -8.73% |
| Win Days % | 51.34% | 51.9% |
| Win Month % | 71.43% | 61.54% |
| Win Week % | 66.67% | 56.36% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 100.0% |