| Metric | 11383091:btcusd:triple_med_gx:lsma55_75 | 11383091:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -5.1% | 61.52% |
| Max Drawdown | -12.8% | -29.51% |
| Sharpe | -0.13 | 0.59 |
| Sortino | -0.19 | 0.86 |
| Payoff Ratio | 1.2 | 1.03 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 56.97 | 2.98 |
| Outlier Loss Ratio | 3.82 | 2.96 |
| Volatility (ann.) | 7.42% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.39 | 2.02 |
| Skew | 0.62 | 0.21 |
| Kurtosis | 41.7 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.4% | 3.76% |
| Expected Yearly % | -2.58% | 27.09% |
| Kelly Criterion | -8.67% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.13% |
| Expected Shortfall (cVaR) | -0.64% | -2.13% |
| Year | 11383091:BTCUSD | 11383091:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.34 | -0.11 | - |
| 2025 | 17.02 | -0.79 | -0.05 | - |
| Metric | 11383091:btcusd:triple_med_gx:lsma55_75 | 11383091:BTCUSD |
|---|---|---|
| MTD | -0.52% | 4.4% |
| 3M | 3.16% | 31.76% |
| 6M | -4.34% | 12.25% |
| YTD | -0.79% | 17.02% |
| 1Y | -7.29% | 57.19% |
| 3Y (ann.) | -4.97% | 59.47% |
| 5Y (ann.) | -4.97% | 59.47% |
| Metric | 11383091:btcusd:triple_med_gx:lsma55_75 | 11383091:BTCUSD |
|---|---|---|
| Max Drawdown | -12.8% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -4.56% | -4.82% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.4 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-06-11 | -12.80 | 371 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11383091:btcusd:triple_med_gx:lsma55_75 | 11383091:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.52% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 5.9% | 37.42% |
| Worst Month | -4.29% | -17.69% |
| Best Year | -0.79% | 38.02% |
| Worst Year | -4.34% | 17.02% |
| Avg. Up Day | 0.92% | 0.96% |
| Avg. Down Day | -0.77% | -0.93% |
| Avg. Up Week | 3.06% | 5.87% |
| Avg. Down Week | -3.15% | -4.2% |
| Avg. Up Month | 2.12% | 11.45% |
| Avg. Down Month | -3.01% | -9.04% |
| Win Days % | 40.7% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 48.28% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |