| Metric | 11399655:btcusd:triple_med_gx:lsma75_130 | 11399655:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -2.53% | 61.16% |
| Max Drawdown | -12.64% | -29.51% |
| Sharpe | -0.03 | 0.59 |
| Sortino | -0.04 | 0.85 |
| Payoff Ratio | 1.0 | 0.92 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.47 | 0.52 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 48.08 | 3.05 |
| Outlier Loss Ratio | 3.45 | 2.88 |
| Volatility (ann.) | 8.26% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.19 | 2.0 |
| Skew | -3.33 | 0.21 |
| Kurtosis | 57.43 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 3.74% |
| Expected Yearly % | -1.27% | 26.95% |
| Kelly Criterion | -4.96% | -0.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11399655:BTCUSD | 11399655:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.83 | -0.18 | - |
| 2025 | 16.76 | 4.62 | 0.28 | - |
| Metric | 11399655:btcusd:triple_med_gx:lsma75_130 | 11399655:BTCUSD |
|---|---|---|
| MTD | 3.99% | 4.16% |
| 3M | 0.98% | 31.46% |
| 6M | 3.41% | 12.77% |
| YTD | 4.62% | 16.76% |
| 1Y | -3.11% | 56.84% |
| 3Y (ann.) | -2.46% | 59.12% |
| 5Y (ann.) | -2.46% | 59.12% |
| Metric | 11399655:btcusd:triple_med_gx:lsma75_130 | 11399655:BTCUSD |
|---|---|---|
| Max Drawdown | -12.64% | -29.51% |
| Longest DD Days | 353.0 | 144.0 |
| Avg. Drawdown | -2.95% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.2 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-23 | 2025-06-11 | -12.64 | 353 |
| 2024-06-05 | 2024-06-22 | -1.63 | 16 |
| 2024-06-22 | 2024-06-23 | -0.24 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399655:btcusd:triple_med_gx:lsma75_130 | 11399655:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -6.19% | -12.33% |
| Best Month | 4.93% | 37.42% |
| Worst Month | -5.92% | -17.69% |
| Best Year | 4.62% | 38.02% |
| Worst Year | -6.83% | 16.76% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.79% | -0.88% |
| Avg. Up Week | 2.4% | 5.53% |
| Avg. Down Week | -2.26% | -2.39% |
| Avg. Up Month | 3.18% | 13.9% |
| Avg. Down Month | -3.77% | -5.35% |
| Win Days % | 47.6% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |