| Metric | 11398024:btcusd:triple_med_gx:lsma80_125 | 11398024:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -2.65% | 61.16% |
| Max Drawdown | -15.32% | -29.51% |
| Sharpe | -0.05 | 0.59 |
| Sortino | -0.06 | 0.85 |
| Payoff Ratio | 1.01 | 1.03 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 0.8 | 0.98 |
| Outlier Win Ratio | 52.13 | 2.97 |
| Outlier Loss Ratio | 3.59 | 2.88 |
| Volatility (ann.) | 7.48% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.17 | 2.0 |
| Skew | -2.89 | 0.21 |
| Kurtosis | 62.3 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.21% | 3.74% |
| Expected Yearly % | -1.33% | 26.95% |
| Kelly Criterion | -6.93% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.13% |
| Expected Shortfall (cVaR) | -0.65% | -2.13% |
| Year | 11398024:BTCUSD | 11398024:btcusd:triple_med_gx:lsma80_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.61 | -0.23 | - |
| 2025 | 16.76 | 6.53 | 0.39 | - |
| Metric | 11398024:btcusd:triple_med_gx:lsma80_125 | 11398024:BTCUSD |
|---|---|---|
| MTD | 3.36% | 4.16% |
| 3M | 3.04% | 31.46% |
| 6M | 9.47% | 12.77% |
| YTD | 6.53% | 16.76% |
| 1Y | -0.42% | 56.84% |
| 3Y (ann.) | -2.58% | 59.12% |
| 5Y (ann.) | -2.58% | 59.12% |
| Metric | 11398024:btcusd:triple_med_gx:lsma80_125 | 11398024:BTCUSD |
|---|---|---|
| Max Drawdown | -15.32% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.57% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -15.32 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11398024:btcusd:triple_med_gx:lsma80_125 | 11398024:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -6.52% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -10.93% | -17.69% |
| Best Year | 6.53% | 38.02% |
| Worst Year | -8.61% | 16.76% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.79% | -0.78% |
| Avg. Up Week | 2.78% | 5.16% |
| Avg. Down Week | -2.33% | -2.89% |
| Avg. Up Month | 2.86% | 8.22% |
| Avg. Down Month | -3.39% | -7.82% |
| Win Days % | 46.35% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |