| Metric | 11399652:btcusd:triple_med_gx:lsma65_130 | 11399652:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -6.54% | 61.16% |
| Max Drawdown | -16.38% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.22 | 0.85 |
| Payoff Ratio | 0.96 | 0.88 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.43 | 0.5 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 44.47 | 2.98 |
| Outlier Loss Ratio | 3.74 | 3.02 |
| Volatility (ann.) | 7.99% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.39 | 2.0 |
| Skew | -1.99 | 0.21 |
| Kurtosis | 35.6 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.52% | 3.74% |
| Expected Yearly % | -3.33% | 26.95% |
| Kelly Criterion | -7.01% | -2.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11399652:BTCUSD | 11399652:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.46 | -0.30 | - |
| 2025 | 16.76 | 5.55 | 0.33 | - |
| Metric | 11399652:btcusd:triple_med_gx:lsma65_130 | 11399652:BTCUSD |
|---|---|---|
| MTD | 4.09% | 4.16% |
| 3M | -0.77% | 31.46% |
| 6M | 3.19% | 12.77% |
| YTD | 5.55% | 16.76% |
| 1Y | -8.45% | 56.84% |
| 3Y (ann.) | -6.37% | 59.12% |
| 5Y (ann.) | -6.37% | 59.12% |
| Metric | 11399652:btcusd:triple_med_gx:lsma65_130 | 11399652:BTCUSD |
|---|---|---|
| Max Drawdown | -16.38% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.17% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.4 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -16.38 | 370 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399652:btcusd:triple_med_gx:lsma65_130 | 11399652:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -6.26% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -10.24% | -17.69% |
| Best Year | 5.55% | 38.02% |
| Worst Year | -11.46% | 16.76% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 2.35% | 4.15% |
| Avg. Down Week | -2.24% | -2.71% |
| Avg. Up Month | 3.77% | 8.03% |
| Avg. Down Month | -5.55% | -6.43% |
| Win Days % | 47.46% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.83% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |