| Metric | 11392944:btcusd:triple_med_gx:lsma75_110 | 11392944:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -18.05% | 61.16% |
| Max Drawdown | -24.16% | -29.51% |
| Sharpe | -0.71 | 0.59 |
| Sortino | -0.91 | 0.85 |
| Payoff Ratio | 0.95 | 0.97 |
| Profit Factor | 0.7 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.25 | 0.55 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 75.13 | 2.65 |
| Outlier Loss Ratio | 3.78 | 2.88 |
| Volatility (ann.) | 6.49% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.73 | 2.0 |
| Skew | -1.93 | 0.21 |
| Kurtosis | 59.68 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.52% | 3.74% |
| Expected Yearly % | -9.48% | 26.95% |
| Kelly Criterion | -26.81% | 2.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11392944:BTCUSD | 11392944:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.25 | -0.51 | - |
| 2025 | 16.76 | 1.49 | 0.09 | - |
| Metric | 11392944:btcusd:triple_med_gx:lsma75_110 | 11392944:BTCUSD |
|---|---|---|
| MTD | -0.38% | 4.16% |
| 3M | 0.9% | 31.46% |
| 6M | -5.95% | 12.77% |
| YTD | 1.49% | 16.76% |
| 1Y | -20.47% | 56.84% |
| 3Y (ann.) | -17.62% | 59.12% |
| 5Y (ann.) | -17.62% | 59.12% |
| Metric | 11392944:btcusd:triple_med_gx:lsma75_110 | 11392944:BTCUSD |
|---|---|---|
| Max Drawdown | -24.16% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -6.12% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.75 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -24.16 | 368 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392944:btcusd:triple_med_gx:lsma75_110 | 11392944:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.36% | 18.93% |
| Worst Week | -9.16% | -12.33% |
| Best Month | 3.32% | 37.42% |
| Worst Month | -12.75% | -17.69% |
| Best Year | 1.49% | 38.02% |
| Worst Year | -19.25% | 16.76% |
| Avg. Up Day | 0.74% | 0.77% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 1.99% | 4.55% |
| Avg. Down Week | -3.02% | -3.17% |
| Avg. Up Month | 1.67% | 7.82% |
| Avg. Down Month | -5.28% | -7.59% |
| Win Days % | 38.31% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |