| Metric | 11392906:btcusd:triple_med_gx:lsma65_105 | 11392906:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -2.67% | 61.16% |
| Max Drawdown | -16.95% | -29.51% |
| Sharpe | -0.02 | 0.59 |
| Sortino | -0.02 | 0.85 |
| Payoff Ratio | 0.95 | 0.95 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.46 | 0.54 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 53.72 | 2.76 |
| Outlier Loss Ratio | 2.34 | 2.83 |
| Volatility (ann.) | 9.94% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.15 | 2.0 |
| Skew | -1.01 | 0.21 |
| Kurtosis | 138.15 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.21% | 3.74% |
| Expected Yearly % | -1.34% | 26.95% |
| Kelly Criterion | -4.09% | 1.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11392906:BTCUSD | 11392906:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.24 | -0.24 | - |
| 2025 | 16.76 | 7.24 | 0.43 | - |
| Metric | 11392906:btcusd:triple_med_gx:lsma65_105 | 11392906:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.26% | 31.46% |
| 6M | 7.24% | 12.77% |
| YTD | 7.24% | 16.76% |
| 1Y | -4.89% | 56.84% |
| 3Y (ann.) | -2.6% | 59.12% |
| 5Y (ann.) | -2.6% | 59.12% |
| Metric | 11392906:btcusd:triple_med_gx:lsma65_105 | 11392906:BTCUSD |
|---|---|---|
| Max Drawdown | -16.95% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.45% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.16 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -16.95 | 370 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11392906:btcusd:triple_med_gx:lsma65_105 | 11392906:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 4.09% | 18.93% |
| Worst Week | -7.31% | -12.33% |
| Best Month | 6.26% | 37.42% |
| Worst Month | -7.31% | -17.69% |
| Best Year | 7.24% | 38.02% |
| Worst Year | -9.24% | 16.76% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -1.13% | -1.14% |
| Avg. Up Week | 3.06% | 5.38% |
| Avg. Down Week | -4.02% | -4.84% |
| Avg. Up Month | 6.26% | 14.11% |
| Avg. Down Month | -4.02% | -5.98% |
| Win Days % | 49.19% | 51.86% |
| Win Month % | 37.5% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |