| Metric | 11401484:btcusd:triple_med_gx:lsma65_135 | 11401484:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -4.37% | 61.16% |
| Max Drawdown | -19.03% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.12 | 0.85 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.45 | 0.56 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 39.08 | 3.09 |
| Outlier Loss Ratio | 3.8 | 3.02 |
| Volatility (ann.) | 8.57% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.22 | 2.0 |
| Skew | -0.35 | 0.21 |
| Kurtosis | 27.99 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.34% | 3.74% |
| Expected Yearly % | -2.21% | 26.95% |
| Kelly Criterion | -6.2% | 2.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11401484:BTCUSD | 11401484:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.07 | -0.32 | - |
| 2025 | 16.76 | 8.76 | 0.52 | - |
| Metric | 11401484:btcusd:triple_med_gx:lsma65_135 | 11401484:BTCUSD |
|---|---|---|
| MTD | 5.27% | 4.16% |
| 3M | -1.7% | 31.46% |
| 6M | 6.03% | 12.77% |
| YTD | 8.76% | 16.76% |
| 1Y | -2.75% | 56.84% |
| 3Y (ann.) | -4.25% | 59.12% |
| 5Y (ann.) | -4.25% | 59.12% |
| Metric | 11401484:btcusd:triple_med_gx:lsma65_135 | 11401484:BTCUSD |
|---|---|---|
| Max Drawdown | -19.03% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.12% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.23 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.03 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401484:btcusd:triple_med_gx:lsma65_135 | 11401484:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.1% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 7.1% | 37.42% |
| Worst Month | -14.56% | -17.69% |
| Best Year | 8.76% | 38.02% |
| Worst Year | -12.07% | 16.76% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 4.27% | 5.05% |
| Avg. Down Week | -2.16% | -3.51% |
| Avg. Up Month | 4.9% | 7.04% |
| Avg. Down Month | -6.2% | -9.25% |
| Win Days % | 47.41% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 31.03% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |