| Metric | 11386975:btcusd:triple_med_gx:lsma65_90 | 11386975:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -22.68% | 61.52% |
| Max Drawdown | -25.9% | -29.51% |
| Sharpe | -0.9 | 0.59 |
| Sortino | -1.11 | 0.86 |
| Payoff Ratio | 0.85 | 0.9 |
| Profit Factor | 0.62 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.2 | 0.51 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 78.8 | 2.57 |
| Outlier Loss Ratio | 3.57 | 2.88 |
| Volatility (ann.) | 6.69% | 25.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.86 | 2.02 |
| Skew | -2.64 | 0.21 |
| Kurtosis | 67.33 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.96% | 3.76% |
| Expected Yearly % | -12.07% | 27.09% |
| Kelly Criterion | -33.58% | -1.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.13% |
| Expected Shortfall (cVaR) | -0.59% | -2.13% |
| Year | 11386975:BTCUSD | 11386975:btcusd:triple_med_gx:lsma65_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.63 | -0.28 | - |
| 2025 | 17.02 | -13.48 | -0.79 | - |
| Metric | 11386975:btcusd:triple_med_gx:lsma65_90 | 11386975:BTCUSD |
|---|---|---|
| MTD | -1.75% | 4.4% |
| 3M | -9.36% | 31.76% |
| 6M | -19.48% | 12.25% |
| YTD | -13.48% | 17.02% |
| 1Y | -24.3% | 57.19% |
| 3Y (ann.) | -22.14% | 59.47% |
| 5Y (ann.) | -22.14% | 59.47% |
| Metric | 11386975:btcusd:triple_med_gx:lsma65_90 | 11386975:BTCUSD |
|---|---|---|
| Max Drawdown | -25.9% | -29.51% |
| Longest DD Days | 356.0 | 144.0 |
| Avg. Drawdown | -8.94% | -4.82% |
| Avg. Drawdown Days | 119.0 | 14.0 |
| Recovery Factor | -0.88 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -25.90 | 356 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11386975:btcusd:triple_med_gx:lsma65_90 | 11386975:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.24% | 18.93% |
| Worst Week | -6.4% | -12.33% |
| Best Month | 7.24% | 37.42% |
| Worst Month | -10.42% | -17.69% |
| Best Year | -10.63% | 38.02% |
| Worst Year | -13.48% | 17.02% |
| Avg. Up Day | 0.69% | 0.73% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 1.76% | 5.35% |
| Avg. Down Week | -3.14% | -3.53% |
| Avg. Up Month | 3.16% | 9.23% |
| Avg. Down Month | -3.98% | -7.59% |
| Win Days % | 38.82% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |