| Metric | 11396374:btcusd:triple_med_gx:lsma75_120 | 11396374:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -2.32% | 61.16% |
| Max Drawdown | -16.6% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.05 | 0.85 |
| Payoff Ratio | 1.01 | 0.95 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.46 | 0.54 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 49.54 | 2.98 |
| Outlier Loss Ratio | 3.77 | 2.9 |
| Volatility (ann.) | 7.47% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.14 | 2.0 |
| Skew | -1.41 | 0.21 |
| Kurtosis | 35.28 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.18% | 3.74% |
| Expected Yearly % | -1.17% | 26.95% |
| Kelly Criterion | -7.38% | 1.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11396374:BTCUSD | 11396374:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.59 | -0.28 | - |
| 2025 | 16.76 | 9.25 | 0.55 | - |
| Metric | 11396374:btcusd:triple_med_gx:lsma75_120 | 11396374:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -4.57% | 31.46% |
| 6M | 11.54% | 12.77% |
| YTD | 9.25% | 16.76% |
| 1Y | -0.02% | 56.84% |
| 3Y (ann.) | -2.26% | 59.12% |
| 5Y (ann.) | -2.26% | 59.12% |
| Metric | 11396374:btcusd:triple_med_gx:lsma75_120 | 11396374:BTCUSD |
|---|---|---|
| Max Drawdown | -16.6% | -29.51% |
| Longest DD Days | 276.0 | 144.0 |
| Avg. Drawdown | -6.59% | -4.82% |
| Avg. Drawdown Days | 86.0 | 14.0 |
| Recovery Factor | -0.14 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-11 | -16.60 | 276 |
| 2025-04-06 | 2025-06-11 | -8.31 | 66 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11396374:btcusd:triple_med_gx:lsma75_120 | 11396374:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.69% | 18.93% |
| Worst Week | -8.23% | -12.33% |
| Best Month | 7.77% | 37.42% |
| Worst Month | -9.39% | -17.69% |
| Best Year | 9.25% | 38.02% |
| Worst Year | -10.59% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 2.79% | 5.36% |
| Avg. Down Week | -3.33% | -3.06% |
| Avg. Up Month | 3.25% | 13.9% |
| Avg. Down Month | -5.88% | -6.43% |
| Win Days % | 46.15% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |