| Metric | 11399706:btcusd:triple_med_gx:lsma55_130 | 11399706:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -7.63% | 61.16% |
| Max Drawdown | -18.29% | -29.51% |
| Sharpe | -0.16 | 0.59 |
| Sortino | -0.22 | 0.85 |
| Payoff Ratio | 0.97 | 0.97 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.44 | 0.55 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 35.44 | 3.11 |
| Outlier Loss Ratio | 3.69 | 3.12 |
| Volatility (ann.) | 9.32% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.41 | 2.0 |
| Skew | -0.92 | 0.21 |
| Kurtosis | 27.94 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.61% | 3.74% |
| Expected Yearly % | -3.89% | 26.95% |
| Kelly Criterion | -6.41% | 2.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11399706:BTCUSD | 11399706:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.77 | -0.23 | - |
| 2025 | 16.76 | 1.24 | 0.07 | - |
| Metric | 11399706:btcusd:triple_med_gx:lsma55_130 | 11399706:BTCUSD |
|---|---|---|
| MTD | 3.5% | 4.16% |
| 3M | -0.22% | 31.46% |
| 6M | -1.39% | 12.77% |
| YTD | 1.24% | 16.76% |
| 1Y | -8.58% | 56.84% |
| 3Y (ann.) | -7.44% | 59.12% |
| 5Y (ann.) | -7.44% | 59.12% |
| Metric | 11399706:btcusd:triple_med_gx:lsma55_130 | 11399706:BTCUSD |
|---|---|---|
| Max Drawdown | -18.29% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.41% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.42 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -18.29 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399706:btcusd:triple_med_gx:lsma55_130 | 11399706:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.55% | 18.93% |
| Worst Week | -7.95% | -12.33% |
| Best Month | 4.69% | 37.42% |
| Worst Month | -7.17% | -17.69% |
| Best Year | 1.24% | 38.02% |
| Worst Year | -8.77% | 16.76% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 1.65% | 4.64% |
| Avg. Down Week | -2.9% | -3.23% |
| Avg. Up Month | 2.84% | 7.79% |
| Avg. Down Month | -2.55% | -6.43% |
| Win Days % | 47.57% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 53.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |