| Metric | 11388465:btcusd:triple_med_gx:lsma65_95 | 11388465:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -19.98% | 61.52% |
| Max Drawdown | -27.77% | -29.51% |
| Sharpe | -0.86 | 0.59 |
| Sortino | -1.04 | 0.86 |
| Payoff Ratio | 0.94 | 0.89 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.25 | 0.51 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 75.69 | 2.68 |
| Outlier Loss Ratio | 4.07 | 2.88 |
| Volatility (ann.) | 6.08% | 25.2% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.7 | 2.02 |
| Skew | -3.68 | 0.21 |
| Kurtosis | 56.36 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.7% | 3.76% |
| Expected Yearly % | -10.54% | 27.09% |
| Kelly Criterion | -25.8% | -1.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.13% |
| Expected Shortfall (cVaR) | -0.54% | -2.13% |
| Year | 11388465:BTCUSD | 11388465:btcusd:triple_med_gx:lsma65_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.43 | -0.51 | - |
| 2025 | 17.02 | -0.67 | -0.04 | - |
| Metric | 11388465:btcusd:triple_med_gx:lsma65_95 | 11388465:BTCUSD |
|---|---|---|
| MTD | -0.09% | 4.4% |
| 3M | 4.27% | 31.76% |
| 6M | -3.17% | 12.25% |
| YTD | -0.67% | 17.02% |
| 1Y | -22.14% | 57.19% |
| 3Y (ann.) | -19.5% | 59.47% |
| 5Y (ann.) | -19.5% | 59.47% |
| Metric | 11388465:btcusd:triple_med_gx:lsma65_95 | 11388465:BTCUSD |
|---|---|---|
| Max Drawdown | -27.77% | -29.51% |
| Longest DD Days | 355.0 | 144.0 |
| Avg. Drawdown | -5.76% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.72 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -27.77 | 355 |
| 2024-06-05 | 2024-06-20 | -0.78 | 14 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11388465:btcusd:triple_med_gx:lsma65_95 | 11388465:BTCUSD |
|---|---|---|
| Best Day | 2.39% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.32% | 18.93% |
| Worst Week | -4.64% | -12.33% |
| Best Month | 3.03% | 37.42% |
| Worst Month | -7.37% | -17.69% |
| Best Year | -0.67% | 38.02% |
| Worst Year | -19.43% | 17.02% |
| Avg. Up Day | 0.64% | 0.66% |
| Avg. Down Day | -0.68% | -0.74% |
| Avg. Up Week | 1.64% | 6.38% |
| Avg. Down Week | -2.38% | -4.06% |
| Avg. Up Month | 1.73% | 11.64% |
| Avg. Down Month | -3.76% | -7.82% |
| Win Days % | 39.08% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 34.62% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |