| Metric | 11392873:btcusd:triple_med_gx:lsma70_105 | 11392873:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -3.94% | 61.16% |
| Max Drawdown | -18.29% | -29.51% |
| Sharpe | -0.05 | 0.59 |
| Sortino | -0.07 | 0.85 |
| Payoff Ratio | 0.94 | 0.9 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.45 | 0.51 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 57.28 | 2.68 |
| Outlier Loss Ratio | 2.34 | 2.83 |
| Volatility (ann.) | 9.67% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.21 | 2.0 |
| Skew | -1.03 | 0.21 |
| Kurtosis | 152.83 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.31% | 3.74% |
| Expected Yearly % | -1.99% | 26.95% |
| Kelly Criterion | -4.77% | -1.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11392873:BTCUSD | 11392873:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.05 | -0.29 | - |
| 2025 | 16.76 | 8.00 | 0.48 | - |
| Metric | 11392873:btcusd:triple_med_gx:lsma70_105 | 11392873:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.18% | 31.46% |
| 6M | 8.0% | 12.77% |
| YTD | 8.0% | 16.76% |
| 1Y | -2.17% | 56.84% |
| 3Y (ann.) | -3.83% | 59.12% |
| 5Y (ann.) | -3.83% | 59.12% |
| Metric | 11392873:btcusd:triple_med_gx:lsma70_105 | 11392873:BTCUSD |
|---|---|---|
| Max Drawdown | -18.29% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.95% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -18.29 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392873:btcusd:triple_med_gx:lsma70_105 | 11392873:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.18% | 18.93% |
| Worst Week | -7.31% | -12.33% |
| Best Month | 8.18% | 37.42% |
| Worst Month | -7.31% | -17.69% |
| Best Year | 8.0% | 38.02% |
| Worst Year | -11.05% | 16.76% |
| Avg. Up Day | 1.05% | 1.07% |
| Avg. Down Day | -1.11% | -1.18% |
| Avg. Up Week | 6.65% | 12.22% |
| Avg. Down Week | -3.76% | -5.13% |
| Avg. Up Month | 5.39% | 10.73% |
| Avg. Down Month | -2.52% | -9.25% |
| Win Days % | 49.14% | 51.86% |
| Win Month % | 25.0% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |