| Metric | 11429579:btcusd:triple_med_gx:lsma70_110 | 11429579:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -7.99% | 30.09% |
| Max Drawdown | -14.16% | -28.38% |
| Sharpe | -0.3 | 0.44 |
| Sortino | -0.39 | 0.63 |
| Payoff Ratio | 1.01 | 0.96 |
| Profit Factor | 0.88 | 1.07 |
| Common Sense Ratio | 0.64 | 0.99 |
| CPC Index | 0.4 | 0.53 |
| Tail Ratio | 0.73 | 0.93 |
| Outlier Win Ratio | 53.4 | 2.84 |
| Outlier Loss Ratio | 3.59 | 2.87 |
| Volatility (ann.) | 7.5% | 26.18% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.68 | 1.34 |
| Skew | -1.79 | 0.13 |
| Kurtosis | 36.45 | 6.5 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.83% | 2.67% |
| Expected Yearly % | -4.08% | 14.06% |
| Kelly Criterion | -8.64% | 0.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.22% |
| Expected Shortfall (cVaR) | -0.65% | -2.22% |
| Year | 11429579:BTCUSD | 11429579:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.01 | -0.21 | - |
| 2025 | -5.74 | 0.02 | -0.00 | + |
| Metric | 11429579:btcusd:triple_med_gx:lsma70_110 | 11429579:BTCUSD |
|---|---|---|
| MTD | -1.11% | 4.38% |
| 3M | -1.84% | -10.75% |
| 6M | 0.07% | 38.92% |
| YTD | 0.02% | -5.74% |
| 1Y | -7.99% | 30.09% |
| 3Y (ann.) | -9.69% | 38.02% |
| 5Y (ann.) | -9.69% | 38.02% |
| Metric | 11429579:btcusd:triple_med_gx:lsma70_110 | 11429579:BTCUSD |
|---|---|---|
| Max Drawdown | -14.16% | -28.38% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -14.16% | -4.56% |
| Avg. Drawdown Days | 293.0 | 12.0 |
| Recovery Factor | -0.56 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-26 | -14.16 | 293 |
| Metric | 11429579:btcusd:triple_med_gx:lsma70_110 | 11429579:BTCUSD |
|---|---|---|
| Best Day | 2.93% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -5.0% | -12.33% |
| Best Month | 5.97% | 37.42% |
| Worst Month | -10.81% | -17.69% |
| Best Year | 0.02% | 38.02% |
| Worst Year | -8.01% | -5.74% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 3.09% | 6.66% |
| Avg. Down Week | -3.29% | -3.72% |
| Avg. Up Month | 3.18% | 13.69% |
| Avg. Down Month | -5.47% | -9.25% |
| Win Days % | 45.51% | 51.38% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 41.18% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |