| Metric | 11399653:btcusd:triple_med_gx:lsma70_130 | 11399653:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -6.2% | 61.16% |
| Max Drawdown | -14.83% | -29.51% |
| Sharpe | -0.14 | 0.59 |
| Sortino | -0.18 | 0.85 |
| Payoff Ratio | 0.96 | 0.87 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.43 | 0.49 |
| Tail Ratio | 1.45 | 0.98 |
| Outlier Win Ratio | 45.99 | 3.02 |
| Outlier Loss Ratio | 3.55 | 2.9 |
| Volatility (ann.) | 8.33% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.41 | 2.0 |
| Skew | -3.33 | 0.21 |
| Kurtosis | 55.01 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.49% | 3.74% |
| Expected Yearly % | -3.15% | 26.95% |
| Kelly Criterion | -7.67% | -3.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11399653:BTCUSD | 11399653:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.93 | -0.23 | - |
| 2025 | 16.76 | 3.00 | 0.18 | - |
| Metric | 11399653:btcusd:triple_med_gx:lsma70_130 | 11399653:BTCUSD |
|---|---|---|
| MTD | 5.97% | 4.16% |
| 3M | 1.52% | 31.46% |
| 6M | 2.83% | 12.77% |
| YTD | 3.0% | 16.76% |
| 1Y | -5.92% | 56.84% |
| 3Y (ann.) | -6.04% | 59.12% |
| 5Y (ann.) | -6.04% | 59.12% |
| Metric | 11399653:btcusd:triple_med_gx:lsma70_130 | 11399653:BTCUSD |
|---|---|---|
| Max Drawdown | -14.83% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -5.04% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -14.83 | 370 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399653:btcusd:triple_med_gx:lsma70_130 | 11399653:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -6.52% | -12.33% |
| Best Month | 5.97% | 37.42% |
| Worst Month | -6.32% | -17.69% |
| Best Year | 3.0% | 38.02% |
| Worst Year | -8.93% | 16.76% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.78% | -0.87% |
| Avg. Up Week | 2.32% | 4.96% |
| Avg. Down Week | -2.27% | -2.75% |
| Avg. Up Month | 3.02% | 13.44% |
| Avg. Down Month | -4.8% | -5.35% |
| Win Days % | 47.37% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |