| Metric | 11381770:btcusd:triple_med_gx:lsma55_70 | 11381770:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -19.93% | 61.52% |
| Max Drawdown | -23.74% | -29.51% |
| Sharpe | -0.74 | 0.59 |
| Sortino | -0.98 | 0.86 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 0.7 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.27 | 0.63 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 66.45 | 2.7 |
| Outlier Loss Ratio | 3.64 | 2.84 |
| Volatility (ann.) | 6.97% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.82 | 2.02 |
| Skew | -0.75 | 0.21 |
| Kurtosis | 47.66 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.7% | 3.76% |
| Expected Yearly % | -10.52% | 27.09% |
| Kelly Criterion | -23.84% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.13% |
| Expected Shortfall (cVaR) | -0.61% | -2.13% |
| Year | 11381770:BTCUSD | 11381770:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.86 | -0.39 | - |
| 2025 | 17.02 | -5.96 | -0.35 | - |
| Metric | 11381770:btcusd:triple_med_gx:lsma55_70 | 11381770:BTCUSD |
|---|---|---|
| MTD | -0.9% | 4.4% |
| 3M | 1.43% | 31.76% |
| 6M | -12.34% | 12.25% |
| YTD | -5.96% | 17.02% |
| 1Y | -19.95% | 57.19% |
| 3Y (ann.) | -19.45% | 59.47% |
| 5Y (ann.) | -19.45% | 59.47% |
| Metric | 11381770:btcusd:triple_med_gx:lsma55_70 | 11381770:BTCUSD |
|---|---|---|
| Max Drawdown | -23.74% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -8.25% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.84 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -23.74 | 358 |
| 2024-06-03 | 2024-06-17 | -0.84 | 13 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11381770:btcusd:triple_med_gx:lsma55_70 | 11381770:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 3.73% | 18.93% |
| Worst Week | -6.95% | -12.33% |
| Best Month | 6.59% | 37.42% |
| Worst Month | -7.32% | -17.69% |
| Best Year | -5.96% | 38.02% |
| Worst Year | -14.86% | 17.02% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 2.18% | 5.67% |
| Avg. Down Week | -3.53% | -3.71% |
| Avg. Up Month | 5.61% | 11.0% |
| Avg. Down Month | -3.45% | -7.67% |
| Win Days % | 35.19% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |