| Metric | 11381814:btcusd:triple_med_gx:lsma275_70 | 11381814:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 0.84% | 61.52% |
| Max Drawdown | -20.19% | -29.51% |
| Sharpe | 0.07 | 0.59 |
| Sortino | 0.1 | 0.86 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.49 | 0.52 |
| Tail Ratio | 1.26 | 0.97 |
| Outlier Win Ratio | 24.63 | 3.13 |
| Outlier Loss Ratio | 3.81 | 3.32 |
| Volatility (ann.) | 10.34% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.04 | 2.02 |
| Skew | -0.6 | 0.21 |
| Kurtosis | 16.82 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.06% | 3.76% |
| Expected Yearly % | 0.42% | 27.09% |
| Kelly Criterion | -1.35% | -1.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11381814:BTCUSD | 11381814:btcusd:triple_med_gx:lsma275_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.51 | -0.20 | - |
| 2025 | 17.02 | 9.03 | 0.53 | - |
| Metric | 11381814:btcusd:triple_med_gx:lsma275_70 | 11381814:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 18.7% | 31.76% |
| 6M | 9.03% | 12.25% |
| YTD | 9.03% | 17.02% |
| 1Y | -0.47% | 57.19% |
| 3Y (ann.) | 0.82% | 59.47% |
| 5Y (ann.) | 0.82% | 59.47% |
| Metric | 11381814:btcusd:triple_med_gx:lsma275_70 | 11381814:BTCUSD |
|---|---|---|
| Max Drawdown | -20.19% | -29.51% |
| Longest DD Days | 372.0 | 144.0 |
| Avg. Drawdown | -5.25% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | 0.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-06-11 | -20.19 | 372 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11381814:btcusd:triple_med_gx:lsma275_70 | 11381814:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.01% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 16.05% | 37.42% |
| Worst Month | -7.5% | -17.69% |
| Best Year | 9.03% | 38.02% |
| Worst Year | -7.51% | 17.02% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.56% | 4.67% |
| Avg. Down Week | -3.39% | -4.07% |
| Avg. Up Month | 6.78% | 18.38% |
| Avg. Down Month | -3.52% | -7.82% |
| Win Days % | 50.78% | 51.9% |
| Win Month % | 33.33% | 61.54% |
| Win Week % | 46.43% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |