| Metric | 11383036:btcusd:triple_med_gx:lsma55_75 | 11383036:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -16.85% | 61.52% |
| Max Drawdown | -22.68% | -29.51% |
| Sharpe | -0.53 | 0.59 |
| Sortino | -0.72 | 0.86 |
| Payoff Ratio | 1.09 | 1.11 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.23 | 1.07 |
| CPC Index | 0.34 | 0.63 |
| Tail Ratio | 0.28 | 0.97 |
| Outlier Win Ratio | 52.0 | 2.94 |
| Outlier Loss Ratio | 3.68 | 2.96 |
| Volatility (ann.) | 7.91% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.72 | 2.02 |
| Skew | -0.21 | 0.21 |
| Kurtosis | 36.43 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.41% | 3.76% |
| Expected Yearly % | -8.81% | 27.09% |
| Kelly Criterion | -16.55% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.13% |
| Expected Shortfall (cVaR) | -0.69% | -2.13% |
| Year | 11383036:BTCUSD | 11383036:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.31 | -0.19 | - |
| 2025 | 17.02 | -10.29 | -0.60 | - |
| Metric | 11383036:btcusd:triple_med_gx:lsma55_75 | 11383036:BTCUSD |
|---|---|---|
| MTD | -0.59% | 4.4% |
| 3M | -4.19% | 31.76% |
| 6M | -15.17% | 12.25% |
| YTD | -10.29% | 17.02% |
| 1Y | -18.81% | 57.19% |
| 3Y (ann.) | -16.44% | 59.47% |
| 5Y (ann.) | -16.44% | 59.47% |
| Metric | 11383036:btcusd:triple_med_gx:lsma55_75 | 11383036:BTCUSD |
|---|---|---|
| Max Drawdown | -22.68% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -5.93% | -4.82% |
| Avg. Drawdown Days | 90.0 | 14.0 |
| Recovery Factor | -0.74 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -22.68 | 358 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-17 | 2024-06-17 | -0.18 | 0 |
| Metric | 11383036:btcusd:triple_med_gx:lsma55_75 | 11383036:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.87% | 18.93% |
| Worst Week | -8.32% | -12.33% |
| Best Month | 9.76% | 37.42% |
| Worst Month | -7.63% | -17.69% |
| Best Year | -7.31% | 38.02% |
| Worst Year | -10.29% | 17.02% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.36% | 5.1% |
| Avg. Down Week | -3.77% | -3.64% |
| Avg. Up Month | 7.04% | 11.0% |
| Avg. Down Month | -2.01% | -7.59% |
| Win Days % | 39.11% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 51.61% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |