| Metric | 11391668:btcusd:triple_med_gx:lsma70_105 | 11391668:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -4.93% | 61.16% |
| Max Drawdown | -15.55% | -29.51% |
| Sharpe | -0.15 | 0.59 |
| Sortino | -0.2 | 0.85 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.12 | 1.07 |
| CPC Index | 0.43 | 0.58 |
| Tail Ratio | 0.13 | 0.98 |
| Outlier Win Ratio | 59.47 | 2.8 |
| Outlier Loss Ratio | 3.75 | 2.86 |
| Volatility (ann.) | 6.68% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.31 | 2.0 |
| Skew | -1.81 | 0.21 |
| Kurtosis | 45.74 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.39% | 3.74% |
| Expected Yearly % | -2.5% | 26.95% |
| Kelly Criterion | -9.13% | 4.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11391668:BTCUSD | 11391668:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.05 | -0.32 | - |
| 2025 | 16.76 | 8.09 | 0.48 | - |
| Metric | 11391668:btcusd:triple_med_gx:lsma70_105 | 11391668:BTCUSD |
|---|---|---|
| MTD | 3.57% | 4.16% |
| 3M | 3.1% | 31.46% |
| 6M | 9.2% | 12.77% |
| YTD | 8.09% | 16.76% |
| 1Y | -2.79% | 56.84% |
| 3Y (ann.) | -4.81% | 59.12% |
| 5Y (ann.) | -4.81% | 59.12% |
| Metric | 11391668:btcusd:triple_med_gx:lsma70_105 | 11391668:BTCUSD |
|---|---|---|
| Max Drawdown | -15.55% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.67% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.32 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -15.55 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11391668:btcusd:triple_med_gx:lsma70_105 | 11391668:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.28% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 5.28% | 37.42% |
| Worst Month | -9.44% | -17.69% |
| Best Year | 8.09% | 38.02% |
| Worst Year | -12.05% | 16.76% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 2.21% | 4.64% |
| Avg. Down Week | -2.69% | -3.2% |
| Avg. Up Month | 2.68% | 13.94% |
| Avg. Down Month | -5.14% | -9.25% |
| Win Days % | 45.09% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |