| Metric | 11397860:btcusd:triple_med_gx:lsma75_125 | 11397860:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -9.33% | 61.16% |
| Max Drawdown | -17.57% | -29.51% |
| Sharpe | -0.33 | 0.59 |
| Sortino | -0.45 | 0.85 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.37 | 0.59 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 67.43 | 2.84 |
| Outlier Loss Ratio | 3.77 | 2.77 |
| Volatility (ann.) | 6.47% | 25.19% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.52 | 2.0 |
| Skew | -0.99 | 0.21 |
| Kurtosis | 53.69 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.75% | 3.74% |
| Expected Yearly % | -4.78% | 26.95% |
| Kelly Criterion | -14.57% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.13% |
| Expected Shortfall (cVaR) | -0.56% | -2.13% |
| Year | 11397860:BTCUSD | 11397860:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.09 | -0.42 | - |
| 2025 | 16.76 | 8.06 | 0.48 | - |
| Metric | 11397860:btcusd:triple_med_gx:lsma75_125 | 11397860:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 6.85% | 31.46% |
| 6M | 2.97% | 12.77% |
| YTD | 8.06% | 16.76% |
| 1Y | -9.99% | 56.84% |
| 3Y (ann.) | -9.09% | 59.12% |
| 5Y (ann.) | -9.09% | 59.12% |
| Metric | 11397860:btcusd:triple_med_gx:lsma75_125 | 11397860:BTCUSD |
|---|---|---|
| Max Drawdown | -17.57% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -5.96% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.53 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -17.57 | 368 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11397860:btcusd:triple_med_gx:lsma75_125 | 11397860:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.44% | 18.93% |
| Worst Week | -8.71% | -12.33% |
| Best Month | 4.44% | 37.42% |
| Worst Month | -9.16% | -17.69% |
| Best Year | 8.06% | 38.02% |
| Worst Year | -16.09% | 16.76% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.04% | 5.47% |
| Avg. Down Week | -1.98% | -2.98% |
| Avg. Up Month | 3.17% | 16.35% |
| Avg. Down Month | -5.4% | -4.22% |
| Win Days % | 40.74% | 51.86% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 39.13% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |