| Metric | 11399709:btcusd:triple_med_gx:lsma70_130 | 11399709:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -9.81% | 61.16% |
| Max Drawdown | -15.34% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.33 | 0.85 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.39 | 0.54 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 44.17 | 2.98 |
| Outlier Loss Ratio | 3.68 | 3.03 |
| Volatility (ann.) | 8.32% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.62 | 2.0 |
| Skew | -2.87 | 0.21 |
| Kurtosis | 49.7 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.79% | 3.74% |
| Expected Yearly % | -5.03% | 26.95% |
| Kelly Criterion | -10.1% | 0.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11399709:BTCUSD | 11399709:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.78 | -0.26 | - |
| 2025 | 16.76 | -0.03 | -0.00 | - |
| Metric | 11399709:btcusd:triple_med_gx:lsma70_130 | 11399709:BTCUSD |
|---|---|---|
| MTD | 3.79% | 4.16% |
| 3M | -6.02% | 31.46% |
| 6M | 0.93% | 12.77% |
| YTD | -0.03% | 16.76% |
| 1Y | -8.29% | 56.84% |
| 3Y (ann.) | -9.56% | 59.12% |
| 5Y (ann.) | -9.56% | 59.12% |
| Metric | 11399709:btcusd:triple_med_gx:lsma70_130 | 11399709:BTCUSD |
|---|---|---|
| Max Drawdown | -15.34% | -29.51% |
| Longest DD Days | 270.0 | 144.0 |
| Avg. Drawdown | -5.31% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | -0.64 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-06-11 | -15.34 | 93 |
| 2024-06-07 | 2025-03-05 | -14.92 | 270 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11399709:btcusd:triple_med_gx:lsma70_130 | 11399709:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.61% | 18.93% |
| Worst Week | -9.28% | -12.33% |
| Best Month | 5.03% | 37.42% |
| Worst Month | -11.3% | -17.69% |
| Best Year | -0.03% | 38.02% |
| Worst Year | -9.78% | 16.76% |
| Avg. Up Day | 0.73% | 0.73% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 2.94% | 5.26% |
| Avg. Down Week | -3.21% | -2.95% |
| Avg. Up Month | 2.96% | 12.1% |
| Avg. Down Month | -6.12% | -6.43% |
| Win Days % | 47.08% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 40.74% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |