| Metric | 11381826:btcusd:triple_med_gx:lsma55_70 | 11381826:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -7.69% | 61.52% |
| Max Drawdown | -13.87% | -29.51% |
| Sharpe | -0.25 | 0.59 |
| Sortino | -0.35 | 0.86 |
| Payoff Ratio | 1.19 | 1.02 |
| Profit Factor | 0.89 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 65.43 | 2.84 |
| Outlier Loss Ratio | 3.6 | 2.84 |
| Volatility (ann.) | 6.91% | 25.2% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.54 | 2.02 |
| Skew | -0.03 | 0.21 |
| Kurtosis | 47.45 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.61% | 3.76% |
| Expected Yearly % | -3.92% | 27.09% |
| Kelly Criterion | -11.36% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.13% |
| Expected Shortfall (cVaR) | -0.6% | -2.13% |
| Year | 11381826:BTCUSD | 11381826:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.88 | -0.21 | - |
| 2025 | 17.02 | 0.21 | 0.01 | - |
| Metric | 11381826:btcusd:triple_med_gx:lsma55_70 | 11381826:BTCUSD |
|---|---|---|
| MTD | -2.38% | 4.4% |
| 3M | 4.2% | 31.76% |
| 6M | -4.36% | 12.25% |
| YTD | 0.21% | 17.02% |
| 1Y | -9.87% | 57.19% |
| 3Y (ann.) | -7.49% | 59.47% |
| 5Y (ann.) | -7.49% | 59.47% |
| Metric | 11381826:btcusd:triple_med_gx:lsma55_70 | 11381826:BTCUSD |
|---|---|---|
| Max Drawdown | -13.87% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -4.91% | -4.82% |
| Avg. Drawdown Days | 119.0 | 14.0 |
| Recovery Factor | -0.55 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -13.87 | 358 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11381826:btcusd:triple_med_gx:lsma55_70 | 11381826:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 3.61% | 37.42% |
| Worst Month | -4.29% | -17.69% |
| Best Year | 0.21% | 38.02% |
| Worst Year | -7.88% | 17.02% |
| Avg. Up Day | 0.93% | 0.97% |
| Avg. Down Day | -0.78% | -0.95% |
| Avg. Up Week | 2.96% | 6.02% |
| Avg. Down Week | -2.9% | -4.9% |
| Avg. Up Month | 2.81% | 11.45% |
| Avg. Down Month | -2.71% | -9.04% |
| Win Days % | 39.46% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 42.31% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |