| Metric | 11401820:btcusd:triple_med_gx:lsma65_135 | 11401820:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -2.39% | 61.16% |
| Max Drawdown | -24.14% | -29.51% |
| Sharpe | 0.04 | 0.59 |
| Sortino | 0.06 | 0.85 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 19.32 | 3.89 |
| Outlier Loss Ratio | 3.56 | 3.6 |
| Volatility (ann.) | 15.9% | 25.19% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.1 | 2.0 |
| Skew | 0.68 | 0.21 |
| Kurtosis | 36.37 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.19% | 3.74% |
| Expected Yearly % | -1.2% | 26.95% |
| Kelly Criterion | -1.68% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.13% |
| Expected Shortfall (cVaR) | -1.37% | -2.13% |
| Year | 11401820:BTCUSD | 11401820:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.27 | -0.03 | - |
| 2025 | 16.76 | -1.14 | -0.07 | - |
| Metric | 11401820:btcusd:triple_med_gx:lsma65_135 | 11401820:BTCUSD |
|---|---|---|
| MTD | 0.63% | 4.16% |
| 3M | 7.42% | 31.46% |
| 6M | -0.61% | 12.77% |
| YTD | -1.14% | 16.76% |
| 1Y | -7.19% | 56.84% |
| 3Y (ann.) | -2.33% | 59.12% |
| 5Y (ann.) | -2.33% | 59.12% |
| Metric | 11401820:btcusd:triple_med_gx:lsma65_135 | 11401820:BTCUSD |
|---|---|---|
| Max Drawdown | -24.14% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.68% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.1 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -24.14 | 370 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11401820:btcusd:triple_med_gx:lsma65_135 | 11401820:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.46% | 18.93% |
| Worst Week | -8.94% | -12.33% |
| Best Month | 11.96% | 37.42% |
| Worst Month | -7.97% | -17.69% |
| Best Year | -1.14% | 38.02% |
| Worst Year | -1.27% | 16.76% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.92% | -0.94% |
| Avg. Up Week | 2.5% | 3.6% |
| Avg. Down Week | -2.81% | -4.42% |
| Avg. Up Month | 4.92% | 15.89% |
| Avg. Down Month | -7.86% | -13.21% |
| Win Days % | 48.67% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |