| Metric | 11392945:btcusd:triple_med_gx:lsma70_110 | 11392945:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -15.92% | 61.16% |
| Max Drawdown | -25.04% | -29.51% |
| Sharpe | -0.56 | 0.59 |
| Sortino | -0.72 | 0.85 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.77 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.31 | 0.55 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.65 | 2.75 |
| Outlier Loss Ratio | 3.8 | 2.88 |
| Volatility (ann.) | 7.02% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.62 | 2.0 |
| Skew | -1.8 | 0.21 |
| Kurtosis | 48.86 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.32% | 3.74% |
| Expected Yearly % | -8.3% | 26.95% |
| Kelly Criterion | -20.17% | 2.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11392945:BTCUSD | 11392945:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.74 | -0.36 | - |
| 2025 | 16.76 | -2.53 | -0.15 | - |
| Metric | 11392945:btcusd:triple_med_gx:lsma70_110 | 11392945:BTCUSD |
|---|---|---|
| MTD | -0.14% | 4.16% |
| 3M | -1.82% | 31.46% |
| 6M | -8.31% | 12.77% |
| YTD | -2.53% | 16.76% |
| 1Y | -18.73% | 56.84% |
| 3Y (ann.) | -15.53% | 59.12% |
| 5Y (ann.) | -15.53% | 59.12% |
| Metric | 11392945:btcusd:triple_med_gx:lsma70_110 | 11392945:BTCUSD |
|---|---|---|
| Max Drawdown | -25.04% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -5.07% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.64 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -25.04 | 368 |
| 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 | 11392945:btcusd:triple_med_gx:lsma70_110 | 11392945:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.58% | 18.93% |
| Worst Week | -6.78% | -12.33% |
| Best Month | 4.72% | 37.42% |
| Worst Month | -11.44% | -17.69% |
| Best Year | -2.53% | 38.02% |
| Worst Year | -13.74% | 16.76% |
| Avg. Up Day | 0.75% | 0.78% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 2.4% | 4.11% |
| Avg. Down Week | -2.78% | -3.31% |
| Avg. Up Month | 2.48% | 7.82% |
| Avg. Down Month | -6.08% | -4.22% |
| Win Days % | 40.22% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 37.04% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |