| Metric | 11401210:btcusd:triple_med_gx:lsma75_135 | 11401210:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -10.88% | 61.16% |
| Max Drawdown | -20.84% | -29.51% |
| Sharpe | -0.3 | 0.59 |
| Sortino | -0.42 | 0.85 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 0.6 | 1.07 |
| CPC Index | 0.4 | 0.59 |
| Tail Ratio | 0.68 | 0.98 |
| Outlier Win Ratio | 48.05 | 3.0 |
| Outlier Loss Ratio | 3.77 | 3.02 |
| Volatility (ann.) | 8.1% | 25.19% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.51 | 2.0 |
| Skew | -0.48 | 0.21 |
| Kurtosis | 36.27 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.88% | 3.74% |
| Expected Yearly % | -5.6% | 26.95% |
| Kelly Criterion | -11.87% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.13% |
| Expected Shortfall (cVaR) | -0.7% | -2.13% |
| Year | 11401210:BTCUSD | 11401210:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.37 | -0.40 | - |
| 2025 | 16.76 | 5.31 | 0.32 | - |
| Metric | 11401210:btcusd:triple_med_gx:lsma75_135 | 11401210:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 5.26% | 31.46% |
| 6M | -1.04% | 12.77% |
| YTD | 5.31% | 16.76% |
| 1Y | -12.67% | 56.84% |
| 3Y (ann.) | -10.6% | 59.12% |
| 5Y (ann.) | -10.6% | 59.12% |
| Metric | 11401210:btcusd:triple_med_gx:lsma75_135 | 11401210:BTCUSD |
|---|---|---|
| Max Drawdown | -20.84% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -7.03% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.52 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -20.84 | 371 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401210:btcusd:triple_med_gx:lsma75_135 | 11401210:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.27% | 18.93% |
| Worst Week | -9.16% | -12.33% |
| Best Month | 4.21% | 37.42% |
| Worst Month | -11.53% | -17.69% |
| Best Year | 5.31% | 38.02% |
| Worst Year | -15.37% | 16.76% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 2.61% | 6.47% |
| Avg. Down Week | -3.2% | -3.28% |
| Avg. Up Month | 2.16% | 9.29% |
| Avg. Down Month | -4.76% | -7.59% |
| Win Days % | 42.59% | 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% |