| Metric | 11392336:btcusd:triple_med_gx:lsma65_105 | 11392336:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -1.92% | 61.16% |
| Max Drawdown | -33.67% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.08 | 0.85 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 0.89 | 1.07 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 0.88 | 0.98 |
| Outlier Win Ratio | 15.95 | 3.89 |
| Outlier Loss Ratio | 3.79 | 3.68 |
| Volatility (ann.) | 17.01% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | -0.06 | 2.0 |
| Skew | 0.89 | 0.21 |
| Kurtosis | 31.48 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.15% | 3.74% |
| Expected Yearly % | -0.97% | 26.95% |
| Kelly Criterion | -1.65% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.13% |
| Expected Shortfall (cVaR) | -1.46% | -2.13% |
| Year | 11392336:BTCUSD | 11392336:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.24 | -0.16 | - |
| 2025 | 16.76 | 4.60 | 0.27 | - |
| Metric | 11392336:btcusd:triple_med_gx:lsma65_105 | 11392336:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 1.29% | 31.46% |
| 6M | 3.04% | 12.77% |
| YTD | 4.6% | 16.76% |
| 1Y | -3.48% | 56.84% |
| 3Y (ann.) | -1.87% | 59.12% |
| 5Y (ann.) | -1.87% | 59.12% |
| Metric | 11392336:btcusd:triple_med_gx:lsma65_105 | 11392336:BTCUSD |
|---|---|---|
| Max Drawdown | -33.67% | -29.51% |
| Longest DD Days | 268.0 | 144.0 |
| Avg. Drawdown | -8.19% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.06 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-02 | -33.67 | 268 |
| 2025-03-03 | 2025-06-11 | -21.44 | 100 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392336:btcusd:triple_med_gx:lsma65_105 | 11392336:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.64% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 10.96% | 37.42% |
| Worst Month | -10.66% | -17.69% |
| Best Year | 4.6% | 38.02% |
| Worst Year | -6.24% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.89% | -0.9% |
| Avg. Up Week | 3.29% | 4.53% |
| Avg. Down Week | -3.08% | -4.32% |
| Avg. Up Month | 6.85% | 15.54% |
| Avg. Down Month | -5.42% | -5.35% |
| Win Days % | 47.66% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 48.72% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |