| Metric | 11390160:btcusd:triple_med_gx:lsma65_100 | 11390160:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 1.51% | 61.52% |
| Max Drawdown | -14.02% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.12 | 0.86 |
| Payoff Ratio | 1.07 | 1.0 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 0.88 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 0.84 | 0.97 |
| Outlier Win Ratio | 50.55 | 2.85 |
| Outlier Loss Ratio | 3.8 | 2.87 |
| Volatility (ann.) | 7.57% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.1 | 2.02 |
| Skew | -0.03 | 0.21 |
| Kurtosis | 49.16 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.12% | 3.76% |
| Expected Yearly % | 0.75% | 27.09% |
| Kelly Criterion | -3.75% | 3.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11390160:BTCUSD | 11390160:btcusd:triple_med_gx:lsma65_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.91 | -0.21 | - |
| 2025 | 17.02 | 10.23 | 0.60 | - |
| Metric | 11390160:btcusd:triple_med_gx:lsma65_100 | 11390160:BTCUSD |
|---|---|---|
| MTD | 5.27% | 4.4% |
| 3M | 0.97% | 31.76% |
| 6M | 11.9% | 12.25% |
| YTD | 10.23% | 17.02% |
| 1Y | 0.8% | 57.19% |
| 3Y (ann.) | 1.47% | 59.47% |
| 5Y (ann.) | 1.47% | 59.47% |
| Metric | 11390160:btcusd:triple_med_gx:lsma65_100 | 11390160:BTCUSD |
|---|---|---|
| Max Drawdown | -14.02% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.75% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | 0.11 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-09 | -14.02 | 369 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11390160:btcusd:triple_med_gx:lsma65_100 | 11390160:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.43% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 7.23% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 10.23% | 38.02% |
| Worst Year | -7.91% | 17.02% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 3.13% | 4.38% |
| Avg. Down Week | -2.98% | -3.61% |
| Avg. Up Month | 4.47% | 8.09% |
| Avg. Down Month | -3.63% | -9.25% |
| Win Days % | 46.32% | 51.9% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |