| Metric | 11394865:btcusd:triple_med_gx:lsma65_115 | 11394865:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.36% | 61.16% |
| Max Drawdown | -15.5% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.25 | 0.85 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.95 | 1.07 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 43.41 | 2.9 |
| Outlier Loss Ratio | 3.7 | 2.93 |
| Volatility (ann.) | 8.63% | 25.19% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.46 | 2.0 |
| Skew | 2.01 | 0.21 |
| Kurtosis | 82.45 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.59% | 3.74% |
| Expected Yearly % | -3.75% | 26.95% |
| Kelly Criterion | -6.73% | 3.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.13% |
| Expected Shortfall (cVaR) | -0.75% | -2.13% |
| Year | 11394865:BTCUSD | 11394865:btcusd:triple_med_gx:lsma65_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.03 | -0.34 | - |
| 2025 | 16.76 | 6.52 | 0.39 | - |
| Metric | 11394865:btcusd:triple_med_gx:lsma65_115 | 11394865:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 1.48% | 31.46% |
| 6M | 4.54% | 12.77% |
| YTD | 6.52% | 16.76% |
| 1Y | -5.8% | 56.84% |
| 3Y (ann.) | -7.17% | 59.12% |
| 5Y (ann.) | -7.17% | 59.12% |
| Metric | 11394865:btcusd:triple_med_gx:lsma65_115 | 11394865:BTCUSD |
|---|---|---|
| Max Drawdown | -15.5% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.24% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.47 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -15.50 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394865:btcusd:triple_med_gx:lsma65_115 | 11394865:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.54% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 6.54% | 37.42% |
| Worst Month | -10.95% | -17.69% |
| Best Year | 6.52% | 38.02% |
| Worst Year | -13.03% | 16.76% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.78% | 5.45% |
| Avg. Down Week | -2.07% | -3.52% |
| Avg. Up Month | 3.25% | 12.1% |
| Avg. Down Month | -5.97% | -5.35% |
| Win Days % | 45.96% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |