| Metric | 11392894:btcusd:triple_med_gx:lsma170_105 | 11392894:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 1.72% | 61.16% |
| Max Drawdown | -14.25% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.13 | 0.85 |
| Payoff Ratio | 0.95 | 0.94 |
| Profit Factor | 1.05 | 1.1 |
| Common Sense Ratio | 9.32 | 1.07 |
| CPC Index | 0.51 | 0.53 |
| Tail Ratio | 8.91 | 0.98 |
| Outlier Win Ratio | 56.97 | 2.73 |
| Outlier Loss Ratio | 3.14 | 2.75 |
| Volatility (ann.) | 6.96% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.12 | 2.0 |
| Skew | -0.63 | 0.21 |
| Kurtosis | 89.76 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.13% | 3.74% |
| Expected Yearly % | 0.86% | 26.95% |
| Kelly Criterion | 0.22% | 0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11392894:BTCUSD | 11392894:btcusd:triple_med_gx:lsma170_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.42 | -0.17 | - |
| 2025 | 16.76 | 8.70 | 0.52 | - |
| Metric | 11392894:btcusd:triple_med_gx:lsma170_105 | 11392894:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.55% | 31.46% |
| 6M | 8.7% | 12.77% |
| YTD | 8.7% | 16.76% |
| 1Y | 1.72% | 56.84% |
| 3Y (ann.) | 1.68% | 59.12% |
| 5Y (ann.) | 1.68% | 59.12% |
| Metric | 11392894:btcusd:triple_med_gx:lsma170_105 | 11392894:BTCUSD |
|---|---|---|
| Max Drawdown | -14.25% | -29.51% |
| Longest DD Days | 329.0 | 144.0 |
| Avg. Drawdown | -5.38% | -4.82% |
| Avg. Drawdown Days | 110.0 | 14.0 |
| Recovery Factor | 0.12 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2025-06-11 | -14.25 | 329 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-07-15 | 2024-07-15 | -0.18 | 0 |
| Metric | 11392894:btcusd:triple_med_gx:lsma170_105 | 11392894:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -8.16% | -12.33% |
| Best Month | 6.0% | 37.42% |
| Worst Month | -8.39% | -17.69% |
| Best Year | 8.7% | 38.02% |
| Worst Year | -6.42% | 16.76% |
| Avg. Up Day | 0.76% | 0.76% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.53% | 8.4% |
| Avg. Down Week | -4.01% | -6.41% |
| Avg. Up Month | 3.62% | 7.9% |
| Avg. Down Month | -8.39% | -8.73% |
| Win Days % | 51.28% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 38.46% | 56.36% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |