| Metric | 11398022:btcusd:triple_med_gx:lsma70_125 | 11398022:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -8.2% | 61.16% |
| Max Drawdown | -15.1% | -29.51% |
| Sharpe | -0.21 | 0.59 |
| Sortino | -0.27 | 0.85 |
| Payoff Ratio | 0.94 | 0.95 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.41 | 0.54 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 44.31 | 2.98 |
| Outlier Loss Ratio | 3.67 | 3.03 |
| Volatility (ann.) | 8.31% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.53 | 2.0 |
| Skew | -2.88 | 0.21 |
| Kurtosis | 49.94 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.66% | 3.74% |
| Expected Yearly % | -4.19% | 26.95% |
| Kelly Criterion | -9.25% | 1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11398022:BTCUSD | 11398022:btcusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.66 | -0.25 | - |
| 2025 | 16.76 | 1.61 | 0.10 | - |
| Metric | 11398022:btcusd:triple_med_gx:lsma70_125 | 11398022:BTCUSD |
|---|---|---|
| MTD | 4.57% | 4.16% |
| 3M | -4.72% | 31.46% |
| 6M | 2.58% | 12.77% |
| YTD | 1.61% | 16.76% |
| 1Y | -6.66% | 56.84% |
| 3Y (ann.) | -7.99% | 59.12% |
| 5Y (ann.) | -7.99% | 59.12% |
| Metric | 11398022:btcusd:triple_med_gx:lsma70_125 | 11398022:BTCUSD |
|---|---|---|
| Max Drawdown | -15.1% | -29.51% |
| Longest DD Days | 270.0 | 144.0 |
| Avg. Drawdown | -5.22% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | -0.54 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -15.10 | 93 |
| 2024-06-07 | 2025-03-05 | -14.61 | 270 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11398022:btcusd:triple_med_gx:lsma70_125 | 11398022:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.61% | 18.93% |
| Worst Week | -9.28% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -11.3% | -17.69% |
| Best Year | 1.61% | 38.02% |
| Worst Year | -9.66% | 16.76% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.03% | 5.26% |
| Avg. Down Week | -3.45% | -2.89% |
| Avg. Up Month | 3.13% | 12.1% |
| Avg. Down Month | -6.15% | -6.43% |
| Win Days % | 47.01% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |